For many online problems, it is known that the uniform arrival order enables the design of algorithms with much better performance guarantees than under worst-case. The quintessential example is the secretary problem. If the sequence of elements is presented in uniformly random order there is an algorithm that picks the maximum value with probability 1/e, whereas no non-trivial performance guarantee is possible if the elements arrive in worst-case order. This work initiates an investigation into relaxations of the random-ordering hypothesis in online algorithms, by focusing on the secretary problems. We present two sets of properties of distributions over permutations as sufficient conditions, called the block-independence property and uniform-induced-ordering property. We show these two are asymptotically equivalent by borrowing some techniques from the approximation theory. Moreover, we show they both imply the existence of secretary algorithms with constant probability of correct selection, approaching the optimal constant 1/e in the limit. We substantiate our idea by providing several constructions of distributions that satisfy block-independence. We also show that Θ(log log n) is the minimum entropy of any permutation distribution that permits constant probability of correct selection in the secretary problem with n elements. While our block-independence condition is sufficient for constant probability of correct selection, it is not necessary; however, we present complexity-theoretic evidence that no simple necessary and sufficient criterion exists. Finally, we explore the extent to which the performance guarantees of other algorithms are preserved when one relaxes the uniform random ordering assumption, obtaining a positive result for Kleinberg's multiple-choice secretary algorithm and a negative result for the weighted bipartite matching algorithm of Korula and Pal.
We provide online algorithms for secretary matching in general weighted graphs, under the well-studied models of vertex and edge arrivals. In both models, edges are associated with arbitrary weights that are unknown from the outset, and are revealed online. Under vertex arrival, vertices arrive online in a uniformly random order; upon the arrival of a vertex $v$, the weights of edges from $v$ to all previously arriving vertices are revealed, and the algorithm decides which of these edges, if any, to include in the matching. Under edge arrival, edges arrive online in a uniformly random order; u…
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…
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…
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…
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…
We study the submodular secretary problem with a cardinality constraint. In this problem, $n$ candidates for secretaries appear sequentially in random order. At the arrival of each candidate, a decision maker must irrevocably decide whether to hire him. The decision maker aims to hire at most $k$ candidates that maximize a non-negative submodular set function. We propose an $(\mathrm{e} - 1)^2 / (\mathrm{e}^2 (1 + \mathrm{e}))$-competitive algorithm for this problem, which improves the best one known so far.
Most prior work on online matching problems has been with the flexibility of keeping some vertices unmatched. We study three related online matching problems with the constraint of matching every vertex, i.e., with no rejections. We adopt a model in which vertices arrive in uniformly random order and the non-negative edge-weights are arbitrary. For the capacitated online bipartite matching problem, in which the vertices of one side of the graph are offline and those of the other side arrive online, we give a 4.62-competitive algorithm when the capacity of each offline vertex is 2. For the onli…
In classical secretary problems, a sequence of $n$ elements arrive in a uniformly random order, and we want to choose a single item, or a set of size $K$. The random order model allows us to escape from the strong lower bounds for the adversarial order setting, and excellent algorithms are known in this setting. However, one worrying aspect of these results is that the algorithms overfit to the model: they are not very robust. Indeed, if a few "outlier" arrivals are adversarially placed in the arrival sequence, the algorithms perform poorly. E.g., Dynkin's popular $1/e$-secretary algorithm fai…
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, Key Laboratory of MEA (Ministry of Education), Shanghai Key Laboratory of PMMP, East China Normal University（华东师范大学数学科学学院，教育部MEA重点实验室，上海市PMMP重点实验室）
The J-choice K-best secretary problem, also known as the (J,K)-secretary problem, is a generalization of the classical secretary problem. An algorithm for the (J,K)-secretary problem is allowed to make J choices and the payoff to be maximized is the expected number of items chosen among the K best items. Previous works analyzed the case when the total number n of items is finite, and considered what happens when n grows. However, for general J and K, the optimal solution for finite n is difficult to analyze. Instead, we prove a formal connection between the finite model and the infinite model,…
In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent realization. The goal is to maximize the expected value of the collected element. In the $k$-choice variant, the decision maker is allowed to make $k \leq n$ selections to maximize the expected total value of the selected elements. Assuming that the values are drawn from a known distribution with finite support, we prove that the best regret---the expected gap betw…
The \emph{Temp Secretary Problem} was recently introduced by Fiat et al. It is a generalization of the Secretary Problem, in which commitments are temporary for a fixed duration. We present a simple online algorithm with improved performance guarantees for cases already considered by Fiat et al.\ and give competitive ratios for new generalizations of the problem. In the classical setting, where candidates have identical contract durations $γ\ll 1$ and we are allowed to hire up to $B$ candidates simultaneously, our algorithm is $(\frac{1}{2} - O(\sqrtγ))$-competitive. For large $B$, the bound i…
Suppose that $n$ items arrive online in random order and the goal is to select $k$ of them such that the expected sum of the selected items is maximized. The decision for any item is irrevocable and must be made on arrival without knowing future items. This problem is known as the $k$-secretary problem, which includes the classical secretary problem with the special case $k=1$. It is well-known that the latter problem can be solved by a simple algorithm of competitive ratio $1/e$ which is optimal for $n \to \infty$. Existing algorithms beating the threshold of $1/e$ either rely on involved sel…
We study various generalizations of the secretary problem with submodular objective functions. Generally, a set of requests is revealed step-by-step to an algorithm in random order. For each request, one option has to be selected so as to maximize a monotone submodular function while ensuring feasibility. For our results, we assume that we are given an offline algorithm computing an $α$-approximation for the respective problem. This way, we separate computational limitations from the ones due to the online nature. When only focusing on the online aspect, we can assume $α= 1$. In the submodular…
The secretary problem is probably the purest model of decision making under uncertainty. In this paper we ask which advice can we give the algorithm to improve its success probability? We propose a general model that unifies a broad range of problems: from the classic secretary problem with no advice, to the variant where the quality of a secretary is drawn from a known distribution and the algorithm learns each candidate's quality on arrival, to more modern versions of advice in the form of samples, to an ML-inspired model where a classifier gives us noisy signal about whether or not the curr…
In the secretary problem we are faced with an online sequence of elements with values. Upon seeing an element we have to make an irrevocable take-it-or-leave-it decision. The goal is to maximize the probability of picking the element of maximum value. The most classic version of the problem is that in which the elements arrive in random order and their values are arbitrary. However, by varying the available information, new interesting problems arise. Also the case in which the arrival order is adversarial instead of random leads to interesting variants that have been considered in the literat…
The classical secretary problem investigates the question of how to hire the best secretary from $n$ candidates who come in a uniformly random order. In this work we investigate a parallel generalizations of this problem introduced by Feldman and Tennenholtz [14]. We call it shared $Q$-queue $J$-choice $K$-best secretary problem. In this problem, $n$ candidates are evenly distributed into $Q$ queues, and instead of hiring the best one, the employer wants to hire $J$ candidates among the best $K$ persons. The $J$ quotas are shared by all queues. This problem is a generalized version of $J$-choi…
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…
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…
Design of {\it online algorithms} for assigning mobile users to basestations is considered with the objective of maximizing the sum-rate, when all users associated to any one basestation equally share each basestation's resources. Each user on its arrival reveals the rates it can obtain if connected to each of the basestations, and the problem is to assign each user to any one basestation irrevocably so that the sum-rate is maximized at the end of all user arrivals, without knowing the future user arrival or rate information or its statistics at each user arrival. Online algorithms with consta…
In the Prophet Secretary problem, samples from a known set of probability distributions arrive one by one in a uniformly random order, and an algorithm must irrevocably pick one of the samples as soon as it arrives. The goal is to maximize the expected value of the sample picked relative to the expected maximum of the distributions. This is one of the most simple and fundamental problems in online decision making that models the process selling one item to a sequence of costumers. For a closely related problem called the Prophet Inequality where the order of the random variables is adversarial…
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 …
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 stud…
This paper studies Makespan Minimization in the secretary model. Formally, jobs, specified by their processing times, are presented in a uniformly random order. An online algorithm has to assign each job permanently and irrevocably to one of m parallel and identical machines such that the expected time it takes to process them all, the makespan, is minimized. We give two deterministic algorithms. First, a straightforward adaptation of the semi-online strategy LightLoad provides a very simple algorithm retaining its competitive ratio of 1.75. A new and sophisticated algorithm is 1.535-competiti…
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）
In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is specifically on welfare maximization, where the objective is to maximize the sum of valuations that the bidders place on the items that they were allocated (the valuation functions are assumed to be reported truthfully). We analyze an online problem in which the algorithm is not given the set of bidders in advance. Instead, the bidders are revealed sequentially i…
We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items independently with probability $p$, and can observe the relative rankings of these sampled items. Then, the DM faces the remaining items in an online fashion, observing the relative rankings of all revealed items. While scanning the sequence the DM makes irrevocable stop/continue decisions and her reward for stopping the sequence facing the item with rank $i$ is $Y_i$. …
In the prophet secretary problem, $n$ values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most $k$ values in total. The objective is to maximize the expected sum of accepted values. We analyze the performance of static threshold policies, which accept the first $k$ values exceeding a fixed threshold (or all such values, if fewer than $k$ exist). We show that an appropriate threshold guarantees $γ_k = 1 - e^{-k}k^k/k!$ times the value of the offline optimal s…
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…
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 …
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop and pick the current sample or to continue and lose that sample forever. The goal of the gambler is to maximize the expected value of what she picks and the performance measure is the worst case ratio between the expected value the gambler gets and what a prophet, that sees all the realizations in advance, gets. In the late seventies, Krengel and Sucheston, and Gairing (1977) established that this worst case ratio i…
For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the presence of the stochastic component, we can partially predict future demand as the sequence of arrivals unfolds. Under the proposed model, we study the problem of the online allocation of a single resource to two types of customers, and design online algorithms that outperform existing ones. Our algorithms are adjustable to the relative size of the stochastic comp…
We consider Online Minimum Bipartite Matching under the uniform metric. We show that Randomized Greedy achieves a competitive ratio equal to $(1+1/n) (H_{n+1}-1)$, which matches the lower bound. Comparing with the fact that RG achieves an optimal ratio of $Θ(\ln n)$ for the same problem but under the adversarial order, we find that the weaker arrival assumption of random order doesn't offer any extra algorithmic advantage for RG, or make the model strictly more tractable.
The elements of a finite nonempty partially ordered set are exposed at independent uniform times in $[0,1]$ to a selector who, at any given time, can see the structure of the induced partial order on the exposed elements. The selector's task is to choose online a maximal element. This generalizes the classical linear order secretary problem, for which it is known that the selector can succeed with probability $1/e$ and that this is best possible. We describe a strategy for the general problem that achieves success probability $1/e$ for an arbitrary partial order.
We study the greedy-based online algorithm for edge-weighted matching with (one-sided) vertex arrivals in bipartite graphs, and edge arrivals in general graphs. This algorithm was first studied more than a decade ago by Korula and Pál for the bipartite case in the random-order model. While the weighted bipartite matching problem is solved in the random-order model, this is not the case in recent and exciting online models in which the online player is provided with a sample, and the arrival order is adversarial. The greedy-based algorithm is arguably the most natural and practical algorithm to…
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）
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…
This work presents an optimally-competitive algorithm for the problem of maximum weighted online perfect bipartite matching with i.i.d. arrivals. In this problem, we are given a known set of workers, a distribution over job types, and non-negative utility weights for each pair of worker and job types. At each time step, a job is drawn i.i.d. from the distribution over job types. Upon arrival, the job must be irrevocably assigned to a worker and cannot be dropped. The goal is to maximize the expected sum of utilities after all jobs are assigned. We introduce DISPATCH, a 0.5-competitive, randomi…
Consider a unit interval $[0,1]$ in which $n$ points arrive one-by-one independently and uniformly at random. On arrival of a point, the problem is to immediately and irrevocably color it in $\{+1,-1\}$ while ensuring that every interval $[a,b] \subseteq [0,1]$ is nearly-balanced. We define \emph{discrepancy} as the largest imbalance of any interval during the entire process. If all the arriving points were known upfront then we can color them alternately to achieve a discrepancy of $1$. What is the minimum possible expected discrepancy when we color the points online? We show that the discrep…
For two matroids $\mathcal{M}_1$ and $\mathcal{M}_2$ defined on the same ground set $E$, the online matroid intersection problem is to design an algorithm that constructs a large common independent set in an online fashion. The algorithm is presented with the ground set elements one-by-one in a uniformly random order. At each step, the algorithm must irrevocably decide whether to pick the element, while always maintaining a common independent set. While the natural greedy algorithm---pick an element whenever possible---is half competitive, nothing better was previously known; even for the spec…
We study the online facility location problem with uniform facility costs in the random-order model. Meyerson's algorithm [FOCS'01] is arguably the most natural and simple online algorithm for the problem with several advantages and appealing properties. Its analysis in the random-order model is one of the cornerstones of random-order analysis beyond the secretary problem. Meyerson's algorithm was shown to be (asymptotically) optimal in the standard worst-case adversarial-order model and $8$-competitive in the random order model. While this bound in the random-order model is the long-standing …
We consider the a priori traveling repairman problem, which is a stochastic version of the classic traveling repairman problem (also called the traveling deliveryman or minimum latency problem). Given a metric $(V,d)$ with a root $r\in V$, the traveling repairman problem (TRP) involves finding a tour originating from $r$ that minimizes the sum of arrival-times at all vertices. In its a priori version, we are also given independent probabilities of each vertex being active. We want to find a master tour $τ$ originating from $r$ and visiting all vertices. The objective is to minimize the expecte…
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…
