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When quoting this document, please refer to the following
DOI: 10.4230/LIPIcs.ESA.2016.24
URN: urn:nbn:de:0030-drops-63753
URL: http://dagstuhl.sunsite.rwth-aachen.de/volltexte/2016/6375/
Brubach, Brian ;
Sankararaman, Karthik Abinav ;
Srinivasan, Aravind ;
Xu, Pan
New Algorithms, Better Bounds, and a Novel Model for Online Stochastic Matching
Abstract
Online matching has received significant attention over the last 15 years due to its close connection to Internet advertising. As the seminal work of Karp, Vazirani, and Vazirani has an optimal (1 - 1/epsilon) competitive ratio in the standard adversarial online model, much effort has gone into developing useful online models that incorporate some stochasticity in the arrival process. One such popular model is the "known I.I.D. model" where different customer-types arrive online from a known distribution. We develop algorithms with improved competitive ratios for some basic variants of this model with integral arrival rates, including: (a) the case of general weighted edges, where we improve the best-known ratio of 0.667 due to [Haeupler, Mirrokni and Zadimoghaddam WINE 2011] to 0.705; and (b) the vertex-weighted case, where we improve the 0.7250 ratio of [Jaillet and Lu Math. Oper. Res 2013] to 0.7299. We also consider two extensions, one is "known I.I.D." with non-integral arrival rate and stochastic rewards; the other is "known I.I.D." b-matching with non-integral arrival rate and stochastic rewards. We present a simple non-adaptive algorithm which works well simultaneously on the two extensions.
One of the key ingredients of our improvement is the following (offline) approach to bipartite-matching polytopes with additional constraints. We first add several valid constraints in order to get a good fractional solution f; however, these give us less control over the structure of f. We next remove all these additional constraints and randomly move from f to a feasible point on the matching polytope with all coordinates being from the set {0, 1/k, 2/k,..., 1} for a chosen integer k. The structure of this solution is inspired by [Jaillet and Lu Math. Oper. Res 2013] and is a tractable structure for algorithm design and analysis. The appropriate random move preserves many of the removed constraints (approximately [exactly] with high probability [in expectation]). This underlies some of our improvements, and, we hope, could be of independent interest.
BibTeX - Entry
@InProceedings{brubach_et_al:LIPIcs:2016:6375,
author = {Brian Brubach and Karthik Abinav Sankararaman and Aravind Srinivasan and Pan Xu},
title = {{New Algorithms, Better Bounds, and a Novel Model for Online Stochastic Matching}},
booktitle = {24th Annual European Symposium on Algorithms (ESA 2016)},
pages = {24:1--24:16},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-015-6},
ISSN = {1868-8969},
year = {2016},
volume = {57},
editor = {Piotr Sankowski and Christos Zaroliagis},
publisher = {Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2016/6375},
URN = {urn:nbn:de:0030-drops-63753},
doi = {10.4230/LIPIcs.ESA.2016.24},
annote = {Keywords: Ad-Allocation, Online Matching, Randomized Algorithms}
}
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Keywords: |
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Ad-Allocation, Online Matching, Randomized Algorithms |
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Collection: |
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24th Annual European Symposium on Algorithms (ESA 2016) |
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Issue Date: |
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2016 |
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Date of publication: |
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18.08.2016 |
