From coordinate subspaces over finite fields to ideal multipartite uniform clutters

Take a prime power $q$, an integer $n\geq 2$, and a coordinate subspace $S\subseteq GF(q)^n$ over the Galois field $GF(q)$. One can associate with $S$ an $n$-partite $n$-uniform clutter $\mathcal{C}$, where every part has size $q$ and there is a bijection between the vectors in $S$ and the members of $\mathcal{C}$. In this paper, we determine when the clutter $\mathcal{C}$ is ideal, a property developed in connection to Packing and Covering problems in the areas of Integer Programming and Combinatorial Optimization. Interestingly, the characterization differs depending on whether $q$ is $2,4$, a higher power of $2$, or otherwise. Each characterization uses crucially that idealness is a minor-closed property: first the list of excluded minors is identified, and only then is the global structure determined. A key insight is that idealness of $\mathcal{C}$ depends solely on the underlying matroid of $S$. Our theorems also extend from idealness to the stronger max-flow min-cut property. As a consequence, we prove the Replication and $\tau=2$ Conjectures for this class of clutters.Comment: 32 pages, 6 figure

Online Resource Allocation in Episodic Markov Decision Processes

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon constrained Markov decision process with an unknown non-stationary transition function and stochastic non-stationary reward and resource consumption functions. We propose the observe-then-decide regime and improve the existing decide-then-observe regime, while the two settings differ in how the observations and feedback about the reward and resource consumption functions are given to the decision-maker. We develop an online dual mirror descent algorithm that achieves near-optimal regret bounds for both settings. For the observe-then-decide regime, we prove that the expected regret against the dynamic clairvoyant optimal policy is bounded by $\tilde O(\rho^{-1}{H^{3/2}}S\sqrt{AT})$ where $\rho\in(0,1)$ is the budget parameter, $H$ is the length of the horizon, $S$ and $A$ are the numbers of states and actions, and $T$ is the number of episodes. For the decide-then-observe regime, we show that the regret against the static optimal policy that has access to the mean reward and mean resource consumption functions is bounded by $\tilde O(\rho^{-1}{H^{3/2}}S\sqrt{AT})$ with high probability. We test the numerical efficiency of our method for a variant of the resource-constrained inventory management problem

Intersecting restrictions in clutters

A clutter is intersecting if the members do not have a common element yet every two members intersect. It has been conjectured that for clutters without an intersecting minor, total primal integrality and total dual integrality of the corresponding set covering linear system must be equivalent. In this paper, we provide a polynomial characterization of clutters without an intersecting minor. One important class of intersecting clutters comes from projective planes, namely the deltas, while another comes from graphs, namely the blockers of extended odd holes. Using similar techniques, we provide a poly- nomial algorithm for finding a delta or the blocker of an extended odd hole minor in a given clutter. This result is quite surprising as the same problem is NP-hard if the input were the blocker instead of the clutter

Projection-Free Online Convex Optimization with Stochastic Constraints

This paper develops projection-free algorithms for online convex optimization with stochastic constraints. We design an online primal-dual projection-free framework that can take any projection-free algorithms developed for online convex optimization with no long-term constraint. With this general template, we deduce sublinear regret and constraint violation bounds for various settings. Moreover, for the case where the loss and constraint functions are smooth, we develop a primal-dual conditional gradient method that achieves $O(\sqrt{T})$ regret and $O(T^{3/4})$ constraint violations. Furthermore, for the setting where the loss and constraint functions are stochastic and strong duality holds for the associated offline stochastic optimization problem, we prove that the constraint violation can be reduced to have the same asymptotic growth as the regret

Resistant sets in the unit hypercube

Ideal matrices and clutters are prevalent in Combinatorial Optimization, ranging from balanced matrices, clutters of T-joins, to clutters of rooted arborescences. Most of the known examples of ideal clutters are combinatorial in nature. In this paper, rendered by the recently developed theory of cuboids, we provide a different class of ideal clutters, one that is geometric in nature. The advantage of this new class of ideal clutters is that it allows for infinitely many ideal minimally non-packing clutters. We characterize the densest ideal minimally non-packing clutters of the class. Using the tools developed, we then verify the Replication Conjecture for the class

Non-Smooth, H\"older-Smooth, and Robust Submodular Maximization

We study the problem of maximizing a continuous DR-submodular function that is not necessarily smooth. We prove that the continuous greedy algorithm achieves an [(1-1/e)\OPT-\epsilon] guarantee when the function is monotone and H\"older-smooth, meaning that it admits a H\"older-continuous gradient. For functions that are non-differentiable or non-smooth, we propose a variant of the mirror-prox algorithm that attains an [(1/2)\OPT-\epsilon] guarantee. We apply our algorithmic frameworks to robust submodular maximization and distributionally robust submodular maximization under Wasserstein ambiguity. In particular, the mirror-prox method applies to robust submodular maximization to obtain a single feasible solution whose value is at least (1/2)\OPT-\epsilon. For distributionally robust maximization under Wasserstein ambiguity, we deduce and work over a submodular-convex maximin reformulation whose objective function is H\"older-smooth, for which we may apply both the continuous greedy and the mirror-prox algorithms

Cuboids, a class of clutters

The τ=2 Conjecture, the Replication Conjecture and the f-Flowing Conjecture, and the classification of binary matroids with the sums of circuits property are foundational to Clutter Theory and have far-reaching consequences in Combinatorial Optimization, Matroid Theory and Graph Theory. We prove that these conjectures and result can equivalently be formulated in terms of cuboids, which form a special class of clutters. Cuboids are used as means to (a) manifest the geometry behind primal integrality and dual integrality of set covering linear programs, and (b) reveal a geometric rift between these two properties, in turn explaining why primal integrality does not imply dual integrality for set covering linear programs. Along the way, we see that the geometry supports the τ=2 Conjecture. Studying the geometry also leads to over 700 new ideal minimally non-packing clutters over at most 14 elements, a surprising revelation as there was once thought to be only one such clutter

Test Score Algorithms for Budgeted Stochastic Utility Maximization

Motivated by recent developments in designing algorithms based on individual item scores for solving utility maximization problems, we study the framework of using test scores, defined as a statistic of observed individual item performance data, for solving the budgeted stochastic utility maximization problem. We extend an existing scoring mechanism, namely the replication test scores, to incorporate heterogeneous item costs as well as item values. We show that a natural greedy algorithm that selects items solely based on their replication test scores outputs solutions within a constant factor of the optimum for a broad class of utility functions. Our algorithms and approximation guarantees assume that test scores are noisy estimates of certain expected values with respect to marginal distributions of individual item values, thus making our algorithms practical and extending previous work that assumes noiseless estimates. Moreover, we show how our algorithm can be adapted to the setting where items arrive in a streaming fashion while maintaining the same approximation guarantee. We present numerical results, using synthetic data and data sets from the Academia.StackExchange Q&A forum, which show that our test score algorithm can achieve competitiveness, and in some cases better performance than a benchmark algorithm that requires access to a value oracle to evaluate function values

Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications

We consider a general conic mixed-binary set where each homogeneous conic constraint involves an affine function of independent continuous variables and an epigraph variable associated with a nonnegative function, $f_j$, of common binary variables. Sets of this form naturally arise as substructures in a number of applications including mean-risk optimization, chance-constrained problems, portfolio optimization, lot-sizing and scheduling, fractional programming, variants of the best subset selection problem, and distributionally robust chance-constrained programs. When all of the functions $f_j$'s are submodular, we give a convex hull description of this set that relies on characterizing the epigraphs of $f_j$'s. Our result unifies and generalizes an existing result in two important directions. First, it considers \emph{multiple general convex cone} constraints instead of a single second-order cone type constraint. Second, it takes \emph{arbitrary nonnegative functions} instead of a specific submodular function obtained from the square root of an affine function. We close by demonstrating the applicability of our results in the context of a number of broad problem classes.Comment: 21 page