91 research outputs found
"Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models"
We propose a computationally feasible inference method infinite games of complete information. Galichon and Henry (2011) and Beresteanu, Molchanov, and Molinari (2011) show that such models are equivalent to a collection of moment inequalities that increases exponentially with the number of discrete outcomes. We propose an equivalent characterization based on classical combinatorial optimization methods that alleviates this computational burden and allows the construction of confidence regions with an effcient combinatorial bootstrap procedure that runs in linear computing time. The method can also be applied to the empirical analysis of cooperative and noncooperative games, instrumental variable models of discrete choice and revealed preference analysis. We propose an application to the determinants of long term elderly care choices.
Scheduling MapReduce Jobs under Multi-Round Precedences
We consider non-preemptive scheduling of MapReduce jobs with multiple tasks
in the practical scenario where each job requires several map-reduce rounds. We
seek to minimize the average weighted completion time and consider scheduling
on identical and unrelated parallel processors. For identical processors, we
present LP-based O(1)-approximation algorithms. For unrelated processors, the
approximation ratio naturally depends on the maximum number of rounds of any
job. Since the number of rounds per job in typical MapReduce algorithms is a
small constant, our scheduling algorithms achieve a small approximation ratio
in practice. For the single-round case, we substantially improve on previously
best known approximation guarantees for both identical and unrelated
processors. Moreover, we conduct an experimental analysis and compare the
performance of our algorithms against a fast heuristic and a lower bound on the
optimal solution, thus demonstrating their promising practical performance
On Budget-Feasible Mechanism Design for Symmetric Submodular Objectives
We study a class of procurement auctions with a budget constraint, where an
auctioneer is interested in buying resources or services from a set of agents.
Ideally, the auctioneer would like to select a subset of the resources so as to
maximize his valuation function, without exceeding a given budget. As the
resources are owned by strategic agents however, our overall goal is to design
mechanisms that are truthful, budget-feasible, and obtain a good approximation
to the optimal value. Budget-feasibility creates additional challenges, making
several approaches inapplicable in this setting. Previous results on
budget-feasible mechanisms have considered mostly monotone valuation functions.
In this work, we mainly focus on symmetric submodular valuations, a prominent
class of non-monotone submodular functions that includes cut functions. We
begin first with a purely algorithmic result, obtaining a
-approximation for maximizing symmetric submodular functions
under a budget constraint. We view this as a standalone result of independent
interest, as it is the best known factor achieved by a deterministic algorithm.
We then proceed to propose truthful, budget feasible mechanisms (both
deterministic and randomized), paying particular attention on the Budgeted Max
Cut problem. Our results significantly improve the known approximation ratios
for these objectives, while establishing polynomial running time for cases
where only exponential mechanisms were known. At the heart of our approach lies
an appropriate combination of local search algorithms with results for monotone
submodular valuations, applied to the derived local optima.Comment: A conference version appears in WINE 201
A parametric integer programming algorithm for bilevel mixed integer programs
We consider discrete bilevel optimization problems where the follower solves
an integer program with a fixed number of variables. Using recent results in
parametric integer programming, we present polynomial time algorithms for pure
and mixed integer bilevel problems. For the mixed integer case where the
leader's variables are continuous, our algorithm also detects whether the
infimum cost fails to be attained, a difficulty that has been identified but
not directly addressed in the literature. In this case it yields a ``better
than fully polynomial time'' approximation scheme with running time polynomial
in the logarithm of the relative precision. For the pure integer case where the
leader's variables are integer, and hence optimal solutions are guaranteed to
exist, we present two algorithms which run in polynomial time when the total
number of variables is fixed.Comment: 11 page
Bounds on the Complexity of Halfspace Intersections when the Bounded Faces have Small Dimension
We study the combinatorial complexity of D-dimensional polyhedra defined as
the intersection of n halfspaces, with the property that the highest dimension
of any bounded face is much smaller than D. We show that, if d is the maximum
dimension of a bounded face, then the number of vertices of the polyhedron is
O(n^d) and the total number of bounded faces of the polyhedron is O(n^d^2). For
inputs in general position the number of bounded faces is O(n^d). For any fixed
d, we show how to compute the set of all vertices, how to determine the maximum
dimension of a bounded face of the polyhedron, and how to compute the set of
bounded faces in polynomial time, by solving a polynomial number of linear
programs
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