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arXiv 2307.13656math.OC
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具有可见性约束的品类优化

Assortment Optimization with Visibility Constraints

Theo Barre, Omar El Housni, Marouane Ibn Brahim, Andrea Lodi, Danny Segev

AI总结:

本文研究 MNL 下带可见性约束的品类优化 APV,给出最优结构、线性时间算法和紧凑 LP,并分析基数约束的复杂性、PTAS 及损失分摊策略。

摘要:

受电子零售和在线广告应用的启发,我们研究了在可见性约束下的品类优化问题,并将其称为 APV。在该问题中,给定一组可相互替代的产品以及一系列顾客。目标是在满足外生给定可见性约束的条件下,确定向每位顾客提供的最优产品品类,以最大化总期望收入;这些约束规定每种产品都应展示给最低数量的顾客。我们假设顾客选择服从 Multinomial Logit 模型(MNL)。我们给出了最优品类的结构刻画,并提出了一种用于求解 APV 的线性时间算法。为此,我们引入了一个称为品类“扩展收入”的新函数,并证明了其超模性;我们的算法利用了这一结构性质。此外,我们证明 APV 可以表述为一个紧凑线性规划。接下来,我们考虑带基数约束的 APV,该约束限制一个品类中最多可包含的产品数量。我们证明,即使所有产品价格相同,该问题也是强 NP 难的,并且不存在完全多项式时间近似方案(FPTAS)。随后,针对价格相同且具有基数约束的 APV,我们设计了一种多项式时间近似方案(PTAS)。我们还考察了实施可见性约束所导致的收入损失,并将其与无约束问题进行比较。为了抵消这一损失,我们提出了一种新策略,在受可见性约束的产品之间分配所产生的损失,向每个供应商收取与其产品对收入损失的贡献成比例的金额。

英文摘要:

Motivated by applications in e-retail and online advertising, we study the problem of assortment optimization under visibility constraints, that we refer to as APV. Here, we are given a universe of substitutable products and a stream of customers. The objective is to determine the optimal assortment of products to offer to each customer in order to maximize the total expected revenue, subject to exogenously-given visibility constraints, stating that each product should be shown to a minimum number of customers. We assume that customer choices follow a Multinomial Logit model (MNL). We provide a structural characterization of optimal assortments and present a linear time algorithm for solving APV. To this end, we introduce a novel function called the ``expanded revenue" of an assortment and establish its supermodularity; our algorithm takes advantage of this structural property. Additionally, we prove that APV can be formulated as a compact linear program. Next, we consider APV with cardinality constraints, which limit the maximum number of products that can be included in an assortment. We prove this problem to be strongly NP-hard and not admitting a Fully Polynomial Time Approximation Scheme (FPTAS), even when all products have identical prices. Subsequently, we devise a Polynomial Time Approximation Scheme (PTAS) for APV under cardinality constraints with identical prices. We also examine the revenue loss resulting from the enforcement of visibility constraints, comparing it to the unconstrained problem. To offset this loss, we propose a novel strategy to distribute the loss incurred among the products subject to visibility constraints, charging each vendor an amount proportional to their product's contribution to the revenue loss.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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