Submodular secretary problem and extensions

Abstract

Online auction is the 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 article, 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 (i.e., a knapsack constraint assigns a nonnegative cost to each secretary, and requires that the total cost of all the secretaries employed be no more than a budget value) 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 õ (√ 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 (√ n )-competitive algorithm for the subadditive case. At the end, we consider some special cases of our general setting as well.

Document Details

Document Type
Pub Defense Publication
Publication Date
Sep 01, 2013
Source ID
10.1145/2500121

Entities

People

  • MohammadTaghi Hajiaghayi
  • Mohammadhossein Bateni
  • Morteza Zadimoghaddam

Organizations

  • Air Force Office of Scientific Research
  • Defense Advanced Research Projects Agency
  • Division of Computing and Communication Foundations
  • Massachusetts Institute of Technology
  • National Science Foundation
  • Office of Naval Research
  • Princeton University
  • University of Maryland

Tags

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Government and Public Administration Law.
  • Mathematical Modeling and Probability Theory.
  • Operations Research