Submodular Secretary Problem and Extensions

Online auction is an essence of many modern markets, particularly networked markets, in which information about goods, agents, and outcomes is revealed over a period of time, and the agents must make irrevocable decisions without knowing future information. Optimal stopping theory, especially the cl...

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Main Authors: Zadimoghaddam, Morteza, Hajiaghayi, MohammadTaghi, Bateni, MohammadHossein
Other Authors: Erik Demaine
Published: 2010
Online Access:http://hdl.handle.net/1721.1/51336
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author Zadimoghaddam, Morteza
Hajiaghayi, MohammadTaghi
Bateni, MohammadHossein
author2 Erik Demaine
author_facet Erik Demaine
Zadimoghaddam, Morteza
Hajiaghayi, MohammadTaghi
Bateni, MohammadHossein
author_sort Zadimoghaddam, Morteza
collection MIT
description Online auction is an essence of many modern markets, particularly networked markets, in which information about goods, agents, and outcomes is revealed over a period of time, and the agents must make irrevocable decisions without knowing future information. Optimal stopping theory, especially the classic "secretary problem", is a powerful tool for analyzing such online scenarios which generally require optimizing an objective function over the input. The secretary problem and its generalization the "multiple-choice secretary problem" were under a thorough study in the literature. In this paper, we consider a very general setting of the latter problem called the "submodular secretary problem", in which the goal is to select k secretaries so as to maximize the expectation of a (not necessarily monotone) submodular function which defines efficiency of the selected secretarial group based on their overlapping skills. We present the first constant-competitive algorithm for this case. In a more general setting in which selected secretaries should form an independent (feasible) set in each of l given matroids as well, we obtain an O(l log^2 r)-competitive algorithm generalizing several previous results, where r is the maximum rank of the matroids. Another generalization is to consider l knapsack constraints instead of the matroid constraints, for which we present an O(l)-competitive algorithm. In a sharp contrast, we show for a more general setting of "subadditive secretary problem, there is no o~(sqrt(n))-competitive algorithm and thus submodular functions are the most general functions to consider for constant competitiveness in our setting. We complement this result by giving a matching O(sqrt(n))-competitive algorithm for the subadditive case. At the end, we consider some special cases of our general setting as well.
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spelling mit-1721.1/513362019-04-10T17:06:32Z Submodular Secretary Problem and Extensions Zadimoghaddam, Morteza Hajiaghayi, MohammadTaghi Bateni, MohammadHossein Erik Demaine Theory of Computation Online auction is an essence of many modern markets, particularly networked markets, in which information about goods, agents, and outcomes is revealed over a period of time, and the agents must make irrevocable decisions without knowing future information. Optimal stopping theory, especially the classic "secretary problem", is a powerful tool for analyzing such online scenarios which generally require optimizing an objective function over the input. The secretary problem and its generalization the "multiple-choice secretary problem" were under a thorough study in the literature. In this paper, we consider a very general setting of the latter problem called the "submodular secretary problem", in which the goal is to select k secretaries so as to maximize the expectation of a (not necessarily monotone) submodular function which defines efficiency of the selected secretarial group based on their overlapping skills. We present the first constant-competitive algorithm for this case. In a more general setting in which selected secretaries should form an independent (feasible) set in each of l given matroids as well, we obtain an O(l log^2 r)-competitive algorithm generalizing several previous results, where r is the maximum rank of the matroids. Another generalization is to consider l knapsack constraints instead of the matroid constraints, for which we present an O(l)-competitive algorithm. In a sharp contrast, we show for a more general setting of "subadditive secretary problem, there is no o~(sqrt(n))-competitive algorithm and thus submodular functions are the most general functions to consider for constant competitiveness in our setting. We complement this result by giving a matching O(sqrt(n))-competitive algorithm for the subadditive case. At the end, we consider some special cases of our general setting as well. 2010-02-02T23:30:07Z 2010-02-02T23:30:07Z 2010-02-01 http://hdl.handle.net/1721.1/51336 MIT-CSAIL-TR-2010-002 Creative Commons Attribution 3.0 Unported http://creativecommons.org/licenses/by/3.0/ 19 p. application/pdf
spellingShingle Zadimoghaddam, Morteza
Hajiaghayi, MohammadTaghi
Bateni, MohammadHossein
Submodular Secretary Problem and Extensions
title Submodular Secretary Problem and Extensions
title_full Submodular Secretary Problem and Extensions
title_fullStr Submodular Secretary Problem and Extensions
title_full_unstemmed Submodular Secretary Problem and Extensions
title_short Submodular Secretary Problem and Extensions
title_sort submodular secretary problem and extensions
url http://hdl.handle.net/1721.1/51336
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