In the Matroid Secretary Problem, introduced by Babaioff et al. [SODA 2007], the elements of a given matroid are presented to an online algorithm in random order. When an element is revealed, the algorithm learns its weight and decides whether or not to select it under the restriction that the selected elements form an independent set in the matroid. The objective is to maximize the total weight of the chosen elements. In the most studied version of this problem, the algorithm has no information about the weights beforehand. We refer to this as the zero information model. In this paper we study a different model, also proposed by Babaioff et al., in which the relative order of the weights is random in the matroid. To be precise, in the random assignment model, an adversary selects a collection of weights that are randomly assigned to the elements of the matroid. Later, the elements are revealed to the algorithm in a random order independent of the assignment.
Our main result is the first constant competitive algorithm for the matroid secretary problem in the random assignment model. This solves an open question of Babaioff et al. Our algorithm achieves a competitive ratio of $2e^2/(e-1)$. It exploits the notion of principal partition of a matroid, its decomposition into uniformly dense minors, and a $2e$-competitive algorithm for uniformly dense matroids we also develop. As additional results, we present simple constant competitive algorithms in the zero information model for various classes of matroids including cographic, low density and the case when every element is in a small cocircuit. In the same model, we also give a $ke$-competitive algorithm for $k$-column sparse linear matroids, and a new $O(\log r)$-competitive algorithm for general matroids of rank $r$ which only uses the relative order of the weights seen and not their numerical value, as previously needed.
We show that the matroid secretary problem is equivalent to correlated contention resolution in the online random-order model. Specifically, the matroid secretary conjecture is true if and only if every matroid admits an online random-order contention resolution scheme which, given an arbitrary (possibly correlated) prior distribution over subsets of the ground set, matches the balance ratio of the best offline scheme for that distribution up to a constant. We refer to such a scheme as universal. Our result indicates that the core challenge of the matroid secretary problem lies in resolving co…
The secretary problem became one of the most prominent online selection problems due to its numerous applications in online mechanism design. The task is to select a maximum weight subset of elements subject to given constraints, where elements arrive one-by-one in random order, revealing a weight upon arrival. The decision whether to select an element has to be taken immediately after its arrival. The different applications that map to the secretary problem ask for different constraint families to be handled. The most prominent ones are matroid constraints, which both capture many relevant se…
Whereas there are simple algorithms that are proven to be optimal for the Classical and the Multiple Choice Secretary Problem, the Matroid Secretary Problem is less thoroughly understood. This paper proposes the generalization of some simple algorithms from the Classical and Multiple Choice versions on the Matroid Secretary Problem. Out of two algorithms that make decisions based on samples, like the Dynkin's algorithm, one is proven to be an instance of Greedy Algorithm (Bahrani et al., 2022), while the other is not. A generalized version of the Virtual Algorithm (Babaioff et al., 2018) obtai…
Only recently progress has been made in obtaining $o(\log(\mathrm{rank}))$-competitive algorithms for the matroid secretary problem. More precisely, Chakraborty and Lachish (2012) presented a $O(\sqrt{\log(\mathrm{rank})})$-competitive procedure, and Lachish (2014) later presented a $O(\log\log(\mathrm{rank}))$-competitive algorithm. Both these algorithms and their analyses are very involved, which is also reflected in the extremely high constants in their competitive ratios. Using different tools, we present a considerably simpler $O(\log\log(\mathrm{rank}))$-competitive algorithm for the mat…
We study the matroid secretary problems with submodular valuation functions. In these problems, the elements arrive in random order. When one element arrives, we have to make an immediate and irrevocable decision on whether to accept it or not. The set of accepted elements must form an {\em independent set} in a predefined matroid. Our objective is to maximize the value of the accepted elements. In this paper, we focus on the case that the valuation function is a non-negative and monotonically non-decreasing submodular function. We introduce a general algorithm for such {\em submodular matroid…
In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of revealed elements without using its numerical value. An algorithm is $α$ probability-competitive if every element from the optimum appears with probability $1/α$ in the output. We present a technique to design algorithms with strong probability-competitive ratios, improving the guarantees for almost every matroid class considered in the literature: e.g., we g…
The secretary problem is a classic model for online decision making. Recently, combinatorial extensions such as matroid or matching secretary problems have become an important tool to study algorithmic problems in dynamic markets. Here the decision maker must know the numerical value of each arriving element, which can be a demanding informational assumption. In this paper, we initiate the study of combinatorial secretary problems with ordinal information, in which the decision maker only needs to be aware of a preference order consistent with the values of arrived elements. The goal is to des…
Babaioff et al. [BIK2007] introduced the matroid secretary problem in 2007, a natural extension of the classic single-choice secretary problem to matroids, and conjectured that a constant-competitive online algorithm exists. The conjecture still remains open despite substantial partial progress, including constant-competitive algorithms for numerous special cases of matroids, and an $O(\log \log \text{rank})$-competitive algorithm in the general case. Many of these algorithms follow principled frameworks. The limits of these frameworks are previously unstudied, and prior work establishes only …
In the \textit{Matroid Secretary Problem} (MSP), the elements of the ground set of a Matroid are revealed on-line one by one, each together with its value. An algorithm for the MSP is \textit{Matroid-Unknown} if, at every stage of its execution: (i) it only knows the elements that have been revealed so far and their values, and (ii) it has access to an oracle for testing whether or not any subset of the elements that have been revealed so far is an independent set. An algorithm is \textit{Known-Cardinality} if, in addition to (i) and (ii), it also initially knows the cardinality of the ground …
The most well-known conjecture in the context of matroid secretary problems claims the existence of a constant-factor approximation applicable to any matroid. Whereas this conjecture remains open, modified forms of it were shown to be true, when assuming that the assignment of weights to the secretaries is not adversarial but uniformly random (Soto [SODA 2011], Oveis Gharan and Vondrák [ESA 2011]). However, so far, there was no variant of the matroid secretary problem with adversarial weight assignment for which a constant-factor approximation was found. We address this point by presenting a 9…
In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set of the matroid. The goal is to maximize the total sum of the values assigned to these elements. We introduce a version of this problem motivated by the shortlist model in [Agrawal et al.]. In this setting, the algorithm is allowed to choose a subset of items as part of a shortlist, possibly more than $k=rk(\mathcal{M})$ items. Then, after seeing the entire …
Contention resolution schemes have proven to be a useful and unifying abstraction for a variety of constrained optimization problems, in both offline and online arrival models. Much of prior work restricts attention to product distributions for the input set of elements, and studies contention resolution for increasingly general packing constraints, both offline and online. In this paper, we instead focus on generalizing the input distribution, restricting attention to matroid constraints in both the offline and online random arrival models. In particular, we study contention resolution when t…
The Strong Secretary Conjecture is True for Linear Matroids
HUN-REN–ELTE Egerváry Research Group, Department of Operations Research, Eötvös Loránd University（匈牙利科学院-罗兰大学埃格瓦里研究组，运筹学系，罗兰大学）；HUN-REN Alfréd Rényi Institute of Mathematics（匈牙利科学院阿尔弗雷德·雷尼数学研究所）；Department of Computer Science, University of Southern California（南加州大学计算机科学系）；Department of Mathematical Engineering and Center for Mathematical Modeling, Universidad de Chile（智利大学数学工程系与数学建模中心）；Institute for Mathematical and Computational Engineering, and Department of Industrial and Systems Engineering, Pontificia Universidad Católica de Chile（智利天主教大学数学与计算工程研究所，工业与系统工程系）
During the last decade, the matroid secretary problem (MSP) became one of the most prominent classes of online selection problems. Partially linked to its numerous applications in mechanism design, substantial interest arose also in the study of nonlinear versions of MSP, with a focus on the submodular matroid secretary problem (SMSP). So far, O(1)-competitive algorithms have been obtained for SMSP over some basic matroid classes. This created some hope that, analogously to the matroid secretary conjecture, one may even obtain O(1)-competitive algorithms for SMSP over any matroid. However, up …
We present a number of positive and negative results for variants of the matroid secretary problem. Most notably, we design a constant-factor competitive algorithm for the "random assignment" model where the weights are assigned randomly to the elements of a matroid, and then the elements arrive on-line in an adversarial order (extending a result of Soto \cite{Soto11}). This is under the assumption that the matroid is known in advance. If the matroid is unknown in advance, we present an $O(\log r \log n)$-approximation, and prove that a better than $O(\log n / \log \log n)$ approximation is im…
A matroid $\mathcal{M}$ on a set $E$ of elements has the $α$-partition property, for some $α>0$, if it is possible to (randomly) construct a partition matroid $\mathcal{P}$ on (a subset of) elements of $\mathcal{M}$ such that every independent set of $\mathcal{P}$ is independent in $\mathcal{M}$ and for any weight function $w:E\to\mathbb{R}_{\geq 0}$, the expected value of the optimum of the matroid secretary problem on $\mathcal{P}$ is at least an $α$-fraction of the optimum on $\mathcal{M}$. We show that the complete binary matroid, ${\cal B}_d$ on $\mathbb{F}_2^d$ does not satisfy the $α$-p…
First, for the for the submodular $k$-secretary problem with shortlists [1], we provide a near optimal $1-1/e-ε$ approximation using shortlist of size $O(k poly(1/ε))$. In particular, we improve the size of shortlist used in \cite{us} from $O(k 2^{poly(1/ε)})$ to $O(k poly(1/ε))$. As a result, we provide a near optimal approximation algorithm for random-order streaming of monotone submodular functions under cardinality constraints, using memory $O(k poly(1/ε))$. It exponentially improves the running time and memory of \cite{us} in terms of $1/ε$. Next we generalize the problem to matroid const…
In the matroid secretary problem we are given a stream of elements and asked to choose a set of elements that maximizes the total value of the set, subject to being an independent set of a matroid given in advance. The difficulty comes from the assumption that decisions are irrevocable: if we choose to accept an element when it is presented by the stream then we can never get rid of it, and if we choose not to accept it then we cannot later add it. Babaioff, Immorlica, and Kleinberg [SODA 2007] introduced this problem, gave O(1)-competitive algorithms for certain classes of matroids, and conje…
The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most important of these generalizations are to matroids and to combinatorial auctions (extends bipartite matching). Kleinberg-Weinberg \cite{KW-STOC12} and Feldman et al. \cite{feldman2015combinatorial} show that for adversarial arrival order of random variables the optimal prophet inequalities give a $1/2$-approximation. For many settings, however, it's conceiv…
In the online random-arrival model, an algorithm receives a sequence of n requests that arrive in a random order. The algorithm is expected to make an irrevocable decision with regard to each request based only on the observed history. We consider the following natural extension of this model: each request arrives k times, and the arrival order is a random permutation of the kn arrivals; the algorithm is expected to make a decision regarding each request only upon its last arrival. We focus primarily on the case when k=2, which can also be interpreted as each request arriving at, and departing…
A 3.1462-Competitive Algorithm for Matroid Secretary
University of Nebraska–Lincoln（内布拉斯加大学林肯分校）；Rensselaer Polytechnic Institute（伦斯勒理工学院）；Beijing Normal University–Zhuhai（北京师范大学珠海校区）；Beijing Normal–Hong Kong Baptist University（北京师范大学-香港浸会大学联合国际学院）
We examine several online matching problems, with applications to Internet advertising reservation systems. Consider an edge-weighted bipartite graph G, with partite sets L, R. We develop an 8-competitive algorithm for the following secretary problem: Initially given R, and the size of L, the algorithm receives the vertices of L sequentially, in a random order. When a vertex l \in L is seen, all edges incident to l are revealed, together with their weights. The algorithm must immediately either match l to an available vertex of R, or decide that l will remain unmatched. Dimitrov and Plaxton sh…
Constrained submodular maximization problems have long been studied, with near-optimal results known under a variety of constraints when the submodular function is monotone. The case of non-monotone submodular maximization is less understood: the first approximation algorithms even for the unconstrainted setting were given by Feige et al. (FOCS '07). More recently, Lee et al. (STOC '09, APPROX '09) show how to approximately maximize non-monotone submodular functions when the constraints are given by the intersection of p matroid constraints; their algorithm is based on local-search procedures …
The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in exploiting patterns in past inputs in order to predict the future. However, such predictions, although usually accurate, can be arbitrarily poor. Inspired by a recent line of work, we augment three well-known online settings with machine learned predictions about the future, and develop algorithms that take them into account. In particular, we study the following on…
In the Secretary Problem, one has to hire the best among n candidates. The candidates are interviewed, one at a time, at a random order, and one has to decide on the spot, whether to hire a candidate or continue interviewing. It is well known that the best candidate can be hired with a probability of 1/e (Dynkin, 1963). Recent works extend this problem to settings in which multiple candidates can be hired, subject to some constraint. Here, one wishes to hire a set of candidates maximizing a given set function. Almost all extensions considered in the literature assume the objective set function…
We study the problem of solving Packing Integer Programs (PIPs) in the online setting, where columns in $[0,1]^d$ of the constraint matrix are revealed sequentially, and the goal is to pick a subset of the columns that sum to at most $B$ in each coordinate while maximizing the objective. Excellent results are known in the secretary setting, where the columns are adversarially chosen, but presented in a uniformly random order. However, these existing algorithms are susceptible to adversarial attacks: they try to "learn" characteristics of a good solution, but tend to over-fit to the model, and …
MTA-ELTE Matroid Optimization Research Group and HUN-REN–ELTE Egerváry Research Group, Department of Operations Research, Eötvös Loránd University（MTA-ELTE拟阵优化研究组和HUN-REN-ELTE埃格瓦里研究组，运筹学系，罗兰大学）；Center for Mathematical Modeling, Universidad de Chile（数学建模中心，智利大学）；Department of Mathematical Engineering and Center for Mathematical Modeling, Universidad de Chile（数学工程系和数学建模中心，智利大学）；Institute for Mathematical and Computational Engineering, and Department of Industrial and Systems Engineering, PUC Chile（数学与计算工程研究所和工业与系统工程系，智利天主教 Pontificia Universidad Católica）
Random order online contention resolution schemes (ROCRS) are structured online rounding algorithms with numerous applications and links to other well-known online selection problems, like the matroid secretary conjecture. We are interested in ROCRS subject to a matroid constraint, which is among the most studied constraint families. Previous ROCRS required to know upfront the full fractional point to be rounded as well as the matroid. It is unclear to what extent this is necessary. Fu, Lu, Tang, Turkieltaub, Wu, Wu, and Zhang (SOSA 2022) shed some light on this question by proving that no str…
We study online multidimensional variants of the generalized assignment problem which are used to model prominent real-world applications, such as the assignment of virtual machines with multiple resource requirements to physical infrastructure in cloud computing. These problems can be seen as an extension of the well known secretary problem and thus the standard online worst-case model cannot provide any performance guarantee. The prevailing model in this case is the random-order model, which provides a useful realistic and robust alternative. Using this model, we study the $d$-dimensional ge…
Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources. Which requests should be accept to maximize our profit, i.e., the sum of values of the accepted demands, minus the convex cost? We consider this problem in the random-order a.k.a. secretary model, and show an $O(d)$-competitive algorithm for the case where the convex cost function is also supermodular. If the set of accepted demands must also be independent in …
The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using only a single sample from the distribution of each agent. A notable portion of their results relies on reducing the design of single-sample prophet inequalities (SSPIs) to that of order-oblivious secretary (OOS) policies. The above reduction comes at the cost of not fully utilizing the available samples. However, to date, this is essentially the only method…
We study online secretary problems with returns in combinatorial packing domains with $n$ candidates that arrive sequentially over time in random order. The goal is to accept a feasible packing of candidates of maximum total value. In the first variant, each candidate arrives exactly twice. All $2n$ arrivals occur in random order. We propose a simple 0.5-competitive algorithm that can be combined with arbitrary approximation algorithms for the packing domain, even when the total value of candidates is a subadditive function. For bipartite matching, we obtain an algorithm with competitive ratio…
The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the online setting, items are revealed one by one and the decision, if the current item is packed or discarded forever, must be done immediately and irrevocably upon arrival. We study the online variant in the random order model where the input sequence is a uniform random permutation of the item set. We develop a randomized (1/6.65)-competitive algorithm for this pr…
We study the problem of incorporating risk while making combinatorial decisions under uncertainty. We formulate a discrete submodular maximization problem for selecting a set using Conditional-Value-at-Risk (CVaR), a risk metric commonly used in financial analysis. While CVaR has recently been used in optimization of linear cost functions in robotics, we take the first stages towards extending this to discrete submodular optimization and provide several positive results. Specifically, we propose the Sequential Greedy Algorithm that provides an approximation guarantee on finding the maxima of t…
We consider the problem of approximating maximum Nash social welfare (NSW) while allocating a set of indivisible items to $n$ agents. The NSW is a popular objective that provides a balanced tradeoff between the often conflicting requirements of fairness and efficiency, defined as the weighted geometric mean of agents' valuations. For the symmetric additive case of the problem, where agents have the same weight with additive valuations, the first constant-factor approximation algorithm was obtained in 2015. This led to a flurry of work obtaining constant-factor approximation algorithms for the …
