We study a fundamental stochastic selection problem involving n independent random variables, each of which can be queried at some cost. Given a tolerance level δ, the goal is to find a δ-approximately minimum (or maximum) value over all the random variables, at minimum expected cost. A solution to this problem is an adaptive sequence of queries, where the choice of the next query may depend on previously-observed values. Two variants arise, depending on whether the goal is to find a δ-minimum value or a δ-minimizer. When all query costs are uniform, we provide a 4-approximation algorithm for both variants. When query costs are non-uniform, we provide a 5.83-approximation algorithm for the δ-minimum value and a 7.47-approximation for the δ-minimizer. All our algorithms rely on non-adaptive policies (that perform a fixed sequence of queries), so we also upper bound the corresponding "adaptivity" gaps. Our analysis relates the stopping probabilities in the algorithm and optimal policies, where a key step is in proving and using certain stochastic dominance properties.

No abstract available.

We consider the informative path planning (IPP) problem in which a robot interacts with an uncertain environment and gathers information by visiting locations. The goal is to minimize its expected travel cost to cover a given submodular function. Adaptive solutions, where the robot incorporates all available information to select the next location to visit, achieve the best objective. However, such a solution is resource-intensive as it entails recomputing after every visited location. A more practical approach is to design solutions with a small number of adaptive "rounds", where the robot recomputes only once at the start of each round. In this paper, we design an algorithm for IPP parameterized by the number k of adaptive rounds, and prove a smooth tradeoff between k and the solution quality (relative to fully adaptive solutions). We validate our theoretical results by experiments on a real road network, where we observe that a few rounds of adaptivity suffice to obtain solutions of cost almost as good as fully-adaptive ones.

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in this area. However, a significant limitation of this approach is that it requires full knowledge of the underlying probability distributions. Can we still get good (approximation) algorithms if these distributions are unknown, and the algorithm needs to learn them through repeated interactions? In this paper, we resolve this question for a large class of “monotone” stochastic problems, by providing a generic online learning algorithm with$\sqrt{T\log T}$regret relative to the best approximation algorithm (under known distributions). Importantly, our online algorithm works in a semi-bandit setting, where in each period, the algorithm only observes samples from the random variables that were actually probed. Our frame-work applies to several fundamental problems in stochastic optimization such as prophet inequality, Pandora's box, stochastic knapsack, stochastic matchings and stochastic submodular optimization.

In pool-based active learning, the learner is given an unlabeled data set and aims to efficiently learn the unknown hypothesis by querying the labels of the data points. This can be formulated as the classical Optimal Decision Tree (ODT) problem: Given a set of tests, a set of hypotheses, and an outcome for each pair of test and hypothesis, our objective is to find a low-cost testing procedure (i.e., decision tree) that identifies the true hypothesis. This optimization problem has been extensively studied under the assumption that each test generates a deterministic outcome. However, in numerous applications, for example, clinical trials, the outcomes may be uncertain, which renders the ideas in the deterministic setting invalid. In this work, we study a fundamental variant of the ODT problem in which some test outcomes are noisy, even in the more general case where the noise is persistent, i.e., repeating a test gives the same noisy output. Our approximation algorithms provide guarantees that are nearly best possible and hold for the general case of a large number of noisy outcomes per test or per hypothesis where the performance degrades continuously with this number. Furthermore, most of our results hold for a more general problem called Adaptive Submodular Ranking with Noise (ASRN). We numerically evaluated our algorithms for identifying toxic chemicals and learning linear classifiers and observed that our algorithms have costs very close to the information-theoretic minimum.

The K-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison. However, in many applications such as search ranking and recommendation systems, it is preferable to perform comparisons in a limited number of parallel batches. We study the batched K-armed dueling bandit problem under two standard settings: (i) existence of a Condorcet winner, and (ii) strong stochastic transitivity and stochastic triangle inequality. For both settings, we obtain algorithms with a smooth trade-off between the number of batches and regret. Our regret bounds match the best known sequential regret bounds (up to poly-logarithmic factors), using only a logarithmic number of batches. We complement our regret analysis with a nearly-matching lower bound. Finally, we also validate our theoretical results via experiments on synthetic and real data.

We study the $K$-armed dueling bandit problem, a variation of the traditional multi-armed bandit problem in which feedback is obtained in the form of pairwise comparisons. Previous learning algorithms have focused on the fully adaptive setting, where the algorithm can make updates after every comparison. The "batched" dueling bandit problem is motivated by large-scale applications like web search ranking and recommendation systems, where performing sequential updates may be infeasible. In this work, we ask: is there a solution using only a few adaptive rounds that matches the asymptotic regret bounds of the best sequential algorithms for $K$-armed dueling bandits? We answer this in the affirmative under the Condorcet condition, a standard setting of the $K$-armed dueling bandit problem. We obtain asymptotic regret of $O(K^2\log^2(K))$ + $O(K\log(T))$ in $O(\log(T))$ rounds, where $T$ is the time horizon. Our regret bounds nearly match the best regret bounds known in the fully sequential setting under the Condorcet condition. Finally, in computational experiments over a variety of real-world datasets, we observe that our algorithm using $O(\log(T))$ rounds achieves almost the same performance as fully sequential algorithms (that use $T$ rounds).

We consider a variant of the vehicle routing problem (VRP) where each customer has a unit demand and the goal is to minimize the total cost of routing a fleet of capacitated vehicles from one or multiple depots to visit all customers. We propose two parallel algorithms to efficiently solve the column-generation-based linear-programming relaxation for this VRP. Specifically, we focus on algorithms for the “pricing problem,” which corresponds to the resource-constrained elementary shortest path problem. The first algorithm extends the pulse algorithm for which we derive a new bounding scheme on the maximum load of any route. The second algorithm is based on random coloring from parameterized complexity which can be also combined with other techniques in the literature for improving VRPs, including cutting planes and column enumeration. We conduct numerical studies using VRP benchmarks (with 50–957 nodes) and instances of a medical home care delivery problem using census data in Wayne County, Michigan. Using parallel computing, both pulse and random coloring can significantly improve column generation for solving the linear programming relaxations and we can obtain heuristic integer solutions with small optimality gaps. Combining random coloring with column enumeration, we can obtain improved integer solutions having less than 2% optimality gaps for most VRP benchmark instances and less than 1% optimality gaps for the medical home care delivery instances, both under a 30-minute computational time limit. The use of cutting planes (e.g., robust cuts) can further reduce optimality gaps on some hard instances, without much increase in the run time. Summary of Contribution: The vehicle routing problem (VRP) is a fundamental combinatorial problem, and its variants have been studied extensively in the literature of operations research and computer science. In this paper, we consider general-purpose algorithms for solving VRPs, including the column-generation approach for the linear programming relaxations of the integer programs of VRPs and the column-enumeration approach for seeking improved integer solutions. We revise the pulse algorithm and also propose a random-coloring algorithm that can be used for solving the elementary shortest path problem that formulates the pricing problem in the column-generation approach. We show that the parallel implementation of both algorithms can significantly improve the performance of column generation and the random coloring algorithm can improve the solution time and quality of the VRP integer solutions produced by the column-enumeration approach. We focus on algorithmic design for VRPs and conduct extensive computational tests to demonstrate the performance of various approaches.

In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to a sequential decision process that selects items one by one “adaptively” (depending on prior observations). While such adaptive solutions achieve the best objective, the inherently sequential nature makes them undesirable in many applications. We ask: \emph{how well can solutions with only a few adaptive rounds approximate fully-adaptive solutions?} We consider both cases where the stochastic items are independent, and where they are correlated. For both situations, we obtain nearly tight answers, establishing smooth tradeoffs between the number of adaptive rounds and the solution quality, relative to fully adaptive solutions. Experiments on synthetic and real datasets validate the practical performance of our algorithms, showing qualitative improvements in the solutions as we allow more rounds of adaptivity; in practice, solutions using just a few rounds of adaptivity are nearly as good as fully adaptive solutions.

We consider a general online network design problem where a sequence of N requests arrive over time, each of which needs to use a subset of the available resources E. The cost incurred by a resource e ∊ E is some function fe of its total load ℓe. The objective is to minimize the total cost Σe∊E fe(ℓe). We focus on cost functions that exhibit (dis)economies of scale, which are of the form if x > 0 (and zero if x = 0), where the exponent αe ≥ 1. Our main result is a deterministic online algorithm with tight competitive ratio when αe is constant. This framework is applicable to many network design problems, including multicommodity routing, Steiner tree/forest connectivity and set-connectivity Even in special cases such as multicommodity routing in undirected graphs with edge-costs, this is the first online algorithm to handle non-uniform resource cost and with a competitive ratio independent of the network size and number of requests. Our online competitive ratio also matches the previous-best offline approximation ratio. Our approach is based on the online primal-dual method for convex programs.

We consider the following general network design problem on directed graphs. The input is an asymmetric metric (V, c), root r* ϵ V, monotone submodular function f: 2V → ℝ+ and budget B. The goal is to find an r*-rooted arborescence T of cost at most B that maximizes f (T). Our main result is a very simple quasi-polynomial time -approximation algorithm for this problem, where k ≤ |V| is the number of vertices in an optimal solution. To the best of our knowledge, this is the first non-trivial approximation ratio for this problem. As a consequence we obtain an -approximation algorithm for directed (polymatroid) Steiner tree in quasi-polynomial time. We also extend our main result to a setting with additional length bounds at vertices, which leads to improved -approximation algorithms for the single-source buy-at-bulk and priority Steiner tree problems. For the usual directed Steiner tree problem, our result matches the best previous approximation ratio [15], but improves significantly on the running time: our algorithm takes time whereas the previous algorithm required time. For polymatroid Steiner tree and single-source buy-at-bulk, our result improves prior approximation ratios by a logarithmic factor. For directed priority Steiner tree, our result seems to be the first non-trivial approximation ratio. Under certain complexity assumptions, our approximation ratios are best possible (up to constant factors).

We consider virtual circuit routing protocols with an objective of minimizing energy in a network of components that are speed scalable, and that may be shut down when idle. We assume the standard model for component power: the power consumed by a component with load (speed) $s$ is $\sigma+ s^\alpha$, where $\sigma$ is the static power and the exponent $\alpha>1$. We obtain a very simple $O(\log^\alpha k)$-approximation algorithm for multicommodity routing, where $k$ is the number of demand pairs. This improves upon previous results by several logarithmic factors. The key step in our algorithm is a random sampling technique that we call hallucination, which is reminiscent of the sample-augment framework for buy-at-bulk problems, and sampling in cut-sparsification algorithms. We also consider the online setting of the problem, where demand pairs arrive over time. We show that our offline algorithm naturally extends to the online setting, and obtain a randomized competitive ratio of $\tilde{O}( \log^{3\alpha + 1} k)$, which is the first nontrivial bound. The analysis of this algorithm involves the study of priority multicommodity flows, where edges and demand-pairs have priorities and each demand-pair must route its flow only on edges of lower priority. We establish a polylogarithmic flow-cut gap for these priority flows, which we believe is of independent interest. Finally, we show how our technique can be used to achieve a randomized $( O(\log m), O(\log^2 m))$ bicriteria competitive algorithm for the uniform capacitated network design problem, where $m$ is the number of edges. Here, every edge has a cost $c_e$ and uniform capacity $q$, and the goal is to choose the minimum cost subgraph that can support the given multicommodity demand. This is the first online algorithm for this problem. In fact, our approach also improves prior results in the offline setting by several logarithmic factors.

A fundamental task in active learning involves performing a sequence of tests to identify an unknown hypothesis that is drawn from a known distribution. This problem, known as optimal decision tree induction, has been widely studied for decades and the asymptotically best-possible approximation algorithm has been devised for it. We study a generalization where certain test outcomes are noisy, even in the more general case when the noise is persistent, i.e., repeating the test on the scenario gives the same noisy output, disallowing simple repetition as a way to gain confidence. We design new approximation algorithms for both the non-adaptive setting, where the test sequence must be fixed a-priori, and the adaptive setting where the test sequence depends on the outcomes of prior tests. Previous work in the area assumed at most a constant number of noisy outcomes per test and per scenario and provided approximation ratios that were problem dependent (such as the minimum probability of a hypothesis). Our new approximation algorithms provide guarantees that are nearly best-possible and work for the general case of a large number of noisy outcomes per test or per hypothesis where the performance degrades smoothly with this number. Our results adapt and generalize methods used for submodular ranking and stochastic set cover. We evaluate the performance of our algorithms on two natural applications with noise: toxic chemical identification and active learning of linear classifiers. Despite our logarithmic theoretical approximation guarantees, our methods give solutions with cost very close to the information theoretic minimum, demonstrating the effectiveness of our methods.

We consider the problem of makespan minimization: i.e., scheduling jobs on machines to minimize the maximum load. For the deterministic case, good approximations are known even when the machines are unrelated. However, the problem is not well-understood when there is uncertainty in the job sizes. In our setting the job sizes are stochastic, i.e., the size of a job j on machine i is a random variable Xij, whose distribution is known. (Sizes of different jobs are independent of each other.) The goal is to find a fixed assignment of jobs to machines, to minimize the expected makespan—i.e., the expected value of the maximum load over the m machines. For the identical machines special case when the size of a job is the same across all machines, a constant-factor approximation algorithm has long been known. However, the problem has remained open even for the next-harder related machines case. Our main result is a constant-factor approximation for the most general case of unrelated machines. The main technical challenge we overcome is obtaining an efficiently computable lower bound for the optimal solution. We give an exponential-sized LP that we argue gives a strong lower bound. Then we show how to round any fractional solution to satisfy only a small subset of the constraints, which are enough to bound the expected makespan of our solution. We then consider two generalizations. The first is the budgeted makespan minimization problem, where the goal is to minimize the makespan subject to scheduling any subset of jobs whose reward is at least some target reward R. We extend our above result to a constant-factor approximation here using polyhedral properties of the bipartite matching polytope. The second problem is the q-norm minimization problem, where we want to minimize the expected ℓq-norm of the load vectors. Here we give an O(q/ log q)-approximation algorithm using a reduction to the deterministic q-norm problem with side constraints.

This paper studies the stochastic variant of the classical k-TSP problem where rewards at the vertices are independent random variables which are instantiated upon the tour's visit. The objective is to minimize the expected length of a tour that collects reward at least k. The solution is a policy describing the tour which may (adaptive) or may not (non-adaptive) depend on the observed rewards. Our work presents an adaptive O(log k)-approximation algorithm for Stochastic k-TSP, along with a non-adaptive O(log^2 k)-approximation algorithm which also upper bounds the adaptivity gap by O(log^2 k). We also show that the adaptivity gap of Stochastic k-TSP is at least e, even in the special case of stochastic knapsack cover.

We consider fractional online covering problems with lq-norm objectives. The problem of interest is of the form min{ f(x) : Ax >= 1, x >= 0} where f(x) is the weighted sum of lq-norms and A is a non-negative matrix. The rows of A (i.e. covering constraints) arrive online over time. We provide an online O(log d+log p)-competitive algorithm where p is the maximum to minimum ratio of A and A is the row sparsity of A. This is based on the online primal-dual framework where we use the dual of the above convex program. Our result expands the class of convex objectives that admit good online algorithms: prior results required a monotonicity condition on the objective which is not satisfied here. This result is nearly tight even for the linear special case. As direct applications, we obtain (i) improved online algorithms for non-uniform buy-at-bulk network design and (ii) the first online algorithm for throughput maximization under lq-norm edge capacities.

Suppose we are given a submodular function f over a set of elements, and we want to maximize its value subject to certain constraints. Good approximation algorithms are known for such problems under both monotone and non-monotone submodular functions. We consider these problems in a stochastic setting, where elements are not all active and we only get value from active elements. Each element e is active independently with some known probability pe, but we don't know the element's status a priori: we find it out only when we probe the element e. Moreover, the sequence of elements we probe must satisfy a given prefix-closed constraint, e.g., matroid, orienteering, deadline, precedence, or any downward-closed constraint. In this paper we study the gap between adaptive and non-adaptive strategies for f being a submodular or a fractionally subadditive (XOS) function. If this gap is small, we can focus on finding good non-adaptive strategies instead, which are easier to find as well as to represent. We show that the adaptivity gap is a constant for monotone and non-monotone submodular functions, and logarithmic for XOS functions of small width. These bounds are nearly tight. Our techniques show new ways of arguing about the optimal adaptive decision tree for stochastic optimization problems.

We present online algorithms for covering and packing problems with (non-linear) convex objectives. The convex covering problem is defined as: minxϵR+nf(x) s.t. Ax ≥ 1, where f:R+n→ R+is a monotone convex function, and A is an m×n matrix with non-negative entries. In the online version, a new row of the constraint matrix, representing a new covering constraint, is revealed in each step and the algorithm is required to maintain a feasible and monotonically non-decreasing assignment x over time. We also consider a convex packing problem defined as: maxyϵR+mΣj=1myj - g(ATy), where g:R+n→R+is a monotone convex function. In the online version, each variable yj arrives online and the algorithm must decide the value of yj on its arrival. This represents the Fenchel dual of the convex covering program, when g is the convex conjugate of f. We use a primal-dual approach to give online algorithms for these generic problems, and use them to simplify, unify, and improve upon previous results for several applications.

A stochastic probing problem consists of a set of elements whose values are independent random variables. The algorithm knows the distributions of these variables, but not the actual outcomes. The only way to learn the actual outcomes is to probe these elements. However, there are constraints on which set of elements may be probed. (E.g., we may have to travel in some metric to probe elements but have limited time.) These constraints are called outer constraints. We want to develop an algorithm that picks some set of elements to maximize the (expected) value, subject to the picked subset of elements satisfying some other set of constraints, called the inner constraints. In the past, probing problems were studied for the case when both inner and outer constraints were intersections of matroids; these modeled kidney matching and Bayesian auctions applications. One limitation of past work was their reliance on linear-programming-like techniques, which made going beyond matroid-like structures difficult. In this work, we give a very general adaptivity gap result that holds for all prefix-closed outer constraints, as long as the inner constraints are intersections of matroids. The adaptivity gap is O(log n) for any constant number of inner matroid constraints. The prefix-closedness captures most “reasonable” outer constraints, like orienteering, connectivity, and precedence. Based on this we obtain the first approximation algorithms for a number of stochastic probing problems, which have applications, e.g., to path-planning and precedence-constrained scheduling.

We study a location‐routing problem in the context of capacitated vehicle routing. The input to the k‐location capacitated vehicle routing problem (k‐LocVRP) consists of a set of demand locations in a metric space and a fleet of k identical vehicles, each of capacity Q. The objective is to locate k depots, one for each vehicle, and compute routes for the vehicles so that all demands are satisfied and the total cost is minimized. Our main result is a constant‐factor approximation algorithm for k‐LocVRP. In obtaining this result, we introduce a common generalization of the k‐median and minimum spanning tree problems (called k median forest), which might be of independent interest. We give a local‐search based ‐approximation algorithm for k median forest, which leads to a ‐approximation algorithm for k‐LocVRP, for any constant . © 2016 Wiley Periodicals, Inc. NETWORKS, Vol. 68(2), 94–103 2016

We consider the hub label optimization problem, which arises in designing fast preprocessing-based shortest-path algorithms. We give O (log n )-approximation algorithms for the objectives of minimizing the maximum label size (ℓ ∞ -norm) and simultaneously minimizing a constant number of ℓ p -norms. Prior to this, an O (log n )-approximation algorithm was known [Cohen et al. 2003] only for minimizing the total label size (ℓ 1 -norm).

Consider the following problem: given a set system ( U , Ω) and an edge-weighted graph G = ( U , E ) on the same universe U , find the set A ∈ Ω such that the Steiner tree cost with terminals A is as large as possible—“which set in Ω is the most difficult to connect up?” This is an example of a max-min problem : find the set A ∈ Ω such that the value of some minimization (covering) problem is as large as possible. In this article, we show that for certain covering problems that admit good deterministic online algorithms, we can give good algorithms for max-min optimization when the set system Ω is given by a p -system or knapsack constraints or both. This result is similar to results for constrained maximization of submodular functions. Although many natural covering problems are not even approximately submodular, we show that one can use properties of the online algorithm as a surrogate for submodularity. Moreover, we give stronger connections between max-min optimization and two-stage robust optimization, and hence give improved algorithms for robust versions of various covering problems, for cases where the uncertainty sets are given by p -systems and knapsack constraints.

We study the Minimum Latency Submodular Cover (MLSC) problem, which consists of a metric ( V , d ) with source r ∈ V and m monotone submodular functions f 1 , f 2 , …, f m : 2 V → [0, 1]. The goal is to find a path originating at r that minimizes the total “cover time” of all functions. This generalizes well-studied problems, such as Submodular Ranking [Azar and Gamzu 2011] and the Group Steiner Tree [Garg et al. 2000]. We give a polynomial time O (log 1/ϵ ċ log 2+δ |V|)-approximation algorithm for MLSC, where ϵ > 0 is the smallest non-zero marginal increase of any { f i } m i = 1 and δ > 0 is any constant. We also consider the Latency Covering Steiner Tree (LCST) problem, which is the special case of MLSC where the f i s are multi-coverage functions. This is a common generalization of the Latency Group Steiner Tree [Gupta et al. 2010; Chakrabarty and Swamy 2011] and Generalized Min-sum Set Cover [Azar et al. 2009; Bansal et al. 2010] problems. We obtain an O (log 2 | V |)-approximation algorithm for LCST. Finally, we study a natural stochastic extension of the Submodular Ranking problem and obtain an adaptive algorithm with an O (log 1/ϵ)-approximation ratio, which is best possible. This result also generalizes some previously studied stochastic optimization problems, such as Stochastic Set Cover [Goemans and Vondrák 2006] and Shared Filter Evaluation [Munagala et al. 2007; Liu et al. 2008].

We introduce and study a network resource management problem that is a special case of non-metric k-median, naturally arising in cross platform scheduling and cloud computing. In the continuous d-dimensional container selection problem, we are given a set C of input points in d-dimensional Euclidean space, for some d >= 2, and a budget k. An input point p can be assigned to a "container point" c only if c dominates p in every dimension. The assignment cost is then equal to the L1-norm of the container point. The goal is to find k container points in the d-dimensional space, such that the total assignment cost for all input points is minimized. The discrete variant of the problem has one key distinction, namely, the container points must be chosen from a given set F of points. For the continuous version, we obtain a polynomial time approximation scheme for any fixed dimension d>= 2. On the negative side, we show that the problem is NP-hard for any d>=3. We further show that the discrete version is significantly harder, as it is NP-hard to approximate without violating the budget k in any dimension d>=3. Thus, we focus on obtaining bi-approximation algorithms. For d=2, the bi-approximation guarantee is (1+epsilon,3), i.e., for any epsilon>0, our scheme outputs a solution of size 3k and cost at most (1+epsilon) times the optimum. For fixed d>2, we present a (1+epsilon,O((1/epsilon)log k)) bi-approximation algorithm.

We study a basic resource allocation problem that arises in cloud computing environments. The physical network of the cloud is represented as a graph with vertices representing servers and edges corresponding to communication links. A workload is a set of processes with processing requirements and mutual communication requirements. The workloads arrive and depart over time, and the resource allocator must map each workload upon arrival to the physical network. We consider the objective of minimizing the congestion. We show that solving a subproblem (\sf SingleMap) about mapping a single workload to the physical graph essentially suffices for solving the general problem. In particular, an $\alpha$-approximation algorithm for \sf SingleMap gives an $O(\alpha \log nD)$ competitive algorithm for the general problem, where $n$ is the number of nodes in the physical network and $D$ is the maximum to minimum workload duration ratio. We then consider the \sf SingleMap problem for two natural classes of workloads, namely depth-$d$ trees and complete-graph workloads. For depth-$d$ trees, we give an $n^{O(d)}$ time $O(d^2 \log (nd))$-approximation algorithm based on a strong LP relaxation inspired by the Sherali--Adams hierarchy. For complete graphs, we give a polylogarithmic approximation algorithm using Räcke decompositions.

Dial-a-Ride problems consist of a setVofnvertices in a metric space (denoting travel time between vertices) and a set ofmobjects represented as source-destination pairs {(si,ti)}mi=1, where each object requires to be moved from its source to destination vertex. In themulti-vehicle Dial-a-Rideproblem, there areqvehicles, each having capacitykand where each vehiclej∈ [q] has its own depot-vertexrj∈ V. A feasible schedule consists of a capacitated route for each vehicle (where vehiclejoriginates and ends at its depotrj) that together move all objects from their sources to destinations. The objective is to find a feasible schedule that minimizes the maximum completion time (i.e.,makespan) of vehicles, where the completion time of vehiclejis the time when it returns to its depotrjat the end of its route. We study thepreemptiveversion of multi-vehicle Dial-a-Ride, in which an object may be left at intermediate vertices and transported by more than one vehicle, while being moved from source to destination. Our main results are anO(log3n)-approximation algorithm forpreemptive multi-vehicle Dial-a-Ride, and an improvedO(logt)-approximation for its special case when there is no capacity constraint (heret≤nis the number of distinct depot-vertices). There is an Ω (log1/4-ϵn) hardness of approximation known even for single vehicle capacitated Dial-a-Ride [Gørtz 2006]. For uncapacitated multi-vehicle Dial-a-Ride, we show that there are instances when natural lower bounds (used in our algorithm) are ˜Ω(logt) factor away from the optimum. We also consider the special class of metrics induced by graphs excluding any fixed minor (e.g., planar metrics). In this case, we obtain improved guarantees ofO(log2n) for capacitated multi-vehicle Dial-a-Ride, andO(1) for the uncapacitated problem.

We consider virtual circuit routing protocols, with an objective of minimizing energy, in a network of components that are speed scalable, and that may be shutdown when idle. We assume that the speed s of a link is proportional to its load, and assume the standard model for component power, namely that the power is some constant static power σ plus sα, where typically α ∊ [1.1,3]. We give a polynomial-time offline algorithm for multicommodity routing, that has approximation ratio O(loga k), where k is the number of demand pairs. This is obtained as a combination of three natural combinatorial algorithms. The key step of the algorithm design is a random sampling technique that we call hallucination, which is reminiscent of the Sample-Augment framework for solving Buy-at-Bulk type problems, and sampling in cut-sparsification algorithms. The analysis of the approximation ratio is then a direct consequence of the flow-cut gap for multicommodity flow. The algorithm extends rather naturally to an online algorithm, which we show has competitive ratio Õ(log3a+1 k). The analysis of the online algorithm introduces a natural “priority” multicommodity flow problem, and bounds the priority multicommodity flow-cut gap-this might also be of independent interest. We also explain how our hallucination technique can be used to achieve an (O(log km), O(logkm)) bicriteria approximation result for the problem of buying a minimum cost collection of unit-capacitated edges to support a concurrent multicommodity flow, where m is the number of links in the network.

We consider circuit routing with an objective of minimizing energy, in a network of routers that are speed scalable and that may be shutdown when idle. It is known that this energy minimization problem can be reduced to a capacitated flow network design problem, where vertices have a common capacity but arbitrary costs, and the goal is to choose a minimum cost collection of vertices whose induced subgraph will support the specified flow requirements. For the multicast (single-sink) capacitated design problem we give a polynomial-time algorithm that is O(log3 n)- approximate with O(log4 n) congestion. This translates back to a O(log4α+3 n)-approximation for the multicast energy-minimization routing problem, where α is the polynomial exponent in the dynamic power used by a router. For the unicast (multicommodity) capacitated design problem we give a polynomial-time algorithm that is O(log5 n)-approximate with O(log12 n) congestion, which translates back to a O(log12α+5 n)-approximation for the unicast energy-minimization routing problem.

We study graph partitioning problems from a min-max perspective, in which an input graph on $n$ vertices should be partitioned into $k$ parts, and the objective is to minimize the maximum number of edges leaving a single part. The two main versions we consider are where the $k$ parts need to be of equal size, and where they must separate a set of $k$ given terminals. We consider a common generalization of these two problems, and design for it an $O(\sqrt{\log n\log k})$ approximation algorithm. This improves over an $O(\log^2 n)$ approximation for the second version due to Svitkina and Tardos [Min-max multiway cut, in APPROX-RANDOM, 2004, Springer, Berlin, 2004], and roughly $O(k\log n)$ approximation for the first version that follows from other previous work. We also give an $O(1)$ approximation algorithm for graphs that exclude any fixed minor. Our algorithm uses a new procedure for solving the small-set expansion problem. In this problem, we are given a graph $G$ and the goal is to find a nonempty set $S\subseteq V$ of size $|S| \leq \rho n$ with minimum edge expansion. We give an $O(\sqrt{\log{n}\log{(1/\rho)}})$ bicriteria approximation algorithm for small-set expansion in general graphs, and an improved factor of $O(1)$ for graphs that exclude any fixed minor.

In the classical broadcast scheduling problem , there are n pages stored at a server, and requests for these pages arrive over time. Whenever a page is broadcast, it satisfies all outstanding requests for that page. The objective is to minimize average flow time of the requests. For any ϵ > 0, we give a (1+ϵ)-speed O (1/ϵ 3 )-competitive online algorithm for broadcast scheduling. This improves over the recent breakthrough result of Im and Moseley [2010], where they obtained a (1+ϵ)-speed O (1/ϵ 11 )-competitive algorithm. Our algorithm and analysis are considerably simpler than Im and Moseley [2010]. More importantly, our techniques also extend to the general setting of nonuniform page sizes and dependent requests . This is the first scalable algorithm for broadcast scheduling with varying size pages and resolves the main open question from Im and Moseley [2010].

In the Stochastic Orienteering problem, we are given a metric, where each node also has a job located there with some deterministic reward and a random size. (Think of the jobs as being chores one needs to run, and the sizes as the amount of time it takes to do the chore.) The goal is to adaptively decide which nodes to visit to maximize total expected reward, subject to the constraint that the total distance traveled plus the total size of jobs processed is at most a given budget of B. (I.e., we get reward for all those chores we finish by the end of the day). The (random) size of a job is not known until it is completely processed. Hence the problem combines aspects of both the stochastic knapsack problem with uncertain item sizes and the deterministic orienteering problem of using a limited travel time to maximize gathered rewards located at nodes. In this paper, we present a constant-factor approximation algorithm for the best non-adaptive policy for the Stochastic Orienteering problem. We also show a small adaptivity gap—i.e., the existence of a non-adaptive policy whose reward is at least an Ω(1/ log log B) fraction of the optimal expected reward—and hence we also get an O(log log B)-approximation algorithm for the adaptive problem. Finally we address the case when the node rewards are also random and could be correlated with the waiting time, and give a non-adaptive policy which is an O(log n log B)-approximation to the best adaptive policy on n-node metrics with budget B.

Abstract We study the distance constrained vehicle routing problem (DVRP) (Laporte et al., Networks 14 (1984), 47–61, Li et al., Oper Res 40 (1992), 790–799): given a set of vertices in a metric space, a specified depot, and a distance bound D, find a minimum cardinality set of tours originating at the depot that covers all vertices, such that each tour has length at most D. This problem is NP‐complete, even when the underlying metric is induced by a weighted star. Our main result is a 2‐approximation algorithm for DVRP on tree metrics; we also show that no approximation factor better than 1.5 is possible unless P = NP. For the problem on general metrics, we present a $(O(\log {1 \over \varepsilon }),1 + \varepsilon )$ ‐bicriteria approximation algorithm: i.e., for any ε > 0, it obtains a solution violating the length bound by a 1 + ε factor while using at most $O(\log {1 \over \varepsilon })$ times the optimal number of vehicles. © 2011 Wiley Periodicals, Inc. NETWORKS, 2012

We study graph partitioning problems from a min-max perspective, in which an input graph on n vertices should be partitioned into k parts, and the objective is to minimize the maximum number of edges leaving a single part. The two main versions we consider are: (i) the k parts need to be of equal size, and (ii) the parts must separate a set of k given terminals. We consider a common generalization of these two problems, and design for it an O(√log n log k)-approximation algorithm. This improves over an O(log2n) approximation for the second version due to Svitkina and Tardos, and roughly O(k log n) approximation for the first version that follows from other previous work. We also give an improved O(1)-approximation algorithm for graphs that exclude any fixed minor. Our algorithm uses a new procedure for solving the Small Set Expansion problem. In this problem, we are given a graph G and the goal is to find a non-empty subset S of V of size at most pn with minimum edge-expansion. We give an O(√log n log (1/p)) bicriteria approximation algorithm for the general case of Small Set Expansion and O(1) approximation algorithm for graphs that exclude any fixed minor.

We study a basic resource allocation problem that arises in cloud computing environments. The physical network of the cloud is represented as a graph with vertices denoting servers and edges corresponding to communication links. A workload is a set of processes with processing requirements and mutual communication requirements. The workloads arrive and depart over time, and the resource allocator must map each workload upon arrival to the physical network. We consider the objective of minimizing the congestion.

In the classical k-median problem, we are given a metric space and would like to open k centers so as to minimize the sum (over all the vertices) of the distance of each vertex to its nearest open center. In this paper, we consider the following generalization of the problem: instead of opening at most k centers, what if each center belongs to one of T different types, and we are allowed to open at most ki centers of type i (for each i = 1, 2, …, T). The case T = 1 is the classical k-median, and the case of T = 2 is the red-blue median problem for which Hajiaghayi et al. [ESA 2010] recently gave a constant-factor approximation algorithm. Even more generally, what if the set of open centers had to form an independent set from a matroid? In this paper, we give a constant factor approximation algorithm for such matroid median problems. Our algorithm is based on rounding a natural LP relaxation in two stages: in the first step, we sparsify the structure of the fractional solution while increasing the objective function value by only a constant factor. This enables us to write another LP in the second phase, for which the sparsified LP solution is feasible. We then show that this second phase LP is in fact integral; the integrality proof is based on a connection to matroid intersection. We also consider the penalty version (alternately, the so-called prize collecting version) of the matroid median problem and obtain a constant factor approximation algorithm for it. Finally, we look at the Knapsack Median problem (in which the facilities have costs and the set of open facilities need to fit into a Knapsack) and get a bicriteria approximation algorithm which violates the Knapsack bound by a small additive amount.

Submodular function maximization is a central problem in combinatorial optimization, generalizing many important problems including Max Cut in directed/undirected graphs and in hypergraphs, certain constraint satisfaction problems, maximum entropy sampling, and maximum facility location problems. Unlike submodular minimization, submodular maximization is NP-hard. In this paper, we give the first constant-factor approximation algorithm for maximizing any nonnegative submodular function subject to multiple matroid or knapsack constraints. We emphasize that our results are for nonmonotone submodular functions. In particular, for any constant k, we present a $(\frac{1}{k+2+\frac{1}{k}+\epsilon})$-approximation for the submodular maximization problem under k matroid constraints, and a $(\frac{1}{5}-\epsilon)$-approximation algorithm for this problem subject to k knapsack constraints ($\epsilon>0$ is any constant). We improve the approximation guarantee of our algorithm to $\frac{1}{k+1+\frac{1}{k-1}+\epsilon}$ for $k\geq2$ partition matroid constraints. This idea also gives a $(\frac{1}{k+\epsilon})$-approximation for maximizing a monotone submodular function subject to $k\geq2$ partition matroids, which is an improvement over the previously best known guarantee of $\frac{1}{k+1}$.

The k-forest problem is a common generalization of both the k-MST and the dense-k-subgraph problems. Formally, given a metric space on n vertices V , with m demand pairs ⊆ V × V and a “target” k ≤ m , the goal is to find a minimum cost subgraph that connects at least k pairs. In this paper, we give an O (min{√ n ⋅log k ,√ k })-approximation algorithm for k -forest, improving on the previous best ratio of O (min { n 2/3 ,√ m }log n ) by Segev and Segev. We then apply our algsorithm for k -forest to obtain approximation algorithms for several Dial-a-Ride problems. The basic Dial-a-Ride problem is the following: given an n point metric space with m objects each with its own source and destination, and a vehicle capable of carrying at most k objects at any time, find the minimum length tour that uses this vehicle to move each object from its source to destination. We want that the tour be non-preemptive : that is, each object, once picked up at its source, is dropped only at its destination. We prove that an α-approximation algorithm for the k -forest problem implies an O (α⋅log 2 n )-approximation algorithm for Dial-a-Ride. Using our results for k -forest, we get an O (min{√ n ,√ k }⋅log 2 n )-approximation algorithm for Dial-a-Ride. The only previous result known for Dial-a-Ride was an O (√ k log n )-approximation by Charikar and Raghavachari; our results give a different proof of a similar approximation guarantee—in fact, when the vehicle capacity k is large, we give a slight improvement on their results. The reduction from Dial-a-Ride to the k -forest problem is fairly robust, and allows us to obtain approximation algorithms (with the same guarantee) for some interesting generalizations of Dial-a-Ride.

Quadratic Assignment is a basic problem in combinatorial optimization, which generalizes several other problems such as Traveling Salesman, Linear Arrangement, Dense k Subgraph, and Clustering with given sizes. The input to the Quadratic Assignment Problem consists of two n × n symmetric non-negative matrices W = (wi,j) and D = (di,j). Given matrices W, D, and a permutation π : [n] → [n], the objective function is . In this paper, we study the Maximum Quadratic Assignment Problem, where the goal is to find a permutation π that maximizes Q(π). We give an Õ(√n) approximation algorithm, which is the first non-trivial approximation guarantee for this problem. The above guarantee also holds when the matrices W, D are asymmetric. An indication of the hardness of Maximum Quadratic Assignment is that it contains as a special case, the Dense k Subgraph problem, for which the best known approximation ratio ≈ n1/3 (Feige et al. [8]). When one of the matrices W, D satisfies triangle inequality, we obtain a approximation algorithm. This improves over the previously best-known approximation guarantee of 4 (Arkin et al. [4]) for this special case of Maximum Quadratic Assignment. The performance guarantee for Maximum Quadratic Assignment with triangle inequality can be proved relative to an optimal solution of a natural linear programming relaxation, that has been used earlier in Branch-and-Bound approaches (see eg. Adams and Johnson [1]). It can also be shown that this LP has an integrality gap of for general Maximum Quadratic Assignment.

Submodular function maximization is a central problem in combinatorial optimization, generalizing many important problems including Max Cut in directed/undirected graphs and in hypergraphs, certain constraint satisfaction problems, maximum entropy sampling, and maximum facility location problems. Unlike submodular minimization, submodular maximization is NP-hard. In this paper, we give the first constant-factor approximation algorithm for maximizing any non-negative submodular function subject to multiple matroid or knapsack constraints. We emphasize that our results are for non-monotone submodular functions. In particular, for any constant k, we present a (1/k+2+1/k+ε)-approximation for the submodular maximization problem under k matroid constraints, and a (1/5-ε)-approximation algorithm for this problem subject to k knapsack constraints (ε>0 is any constant). We improve the approximation guarantee of our algorithm to 1/k+1+{1/k-1}+ε for k≥2 partition matroid constraints. This idea also gives a ({1/k+ε)-approximation for maximizing a monotone submodular function subject to k≥2 partition matroids, which improves over the previously best known guarantee of 1/k+1.

We present polynomial-time approximation algorithms for some degree-bounded directed network design problems. Our main result is for intersecting supermodular connectivity requirements with degree bounds: given a directed graph $G=(V,E)$ with nonnegative edge-costs, a connectivity requirement specified by an intersecting supermodular function f, and upper bounds $\{a_v,b_v\}_{v\in V}$ on in-degrees and out-degrees of vertices, find a minimum-cost f-connected subgraph of G that satisfies the degree bounds. We give a bicriteria approximation algorithm for this problem using the natural LP relaxation and show that our guarantee is the best possible relative to this LP relaxation. We also obtain similar results for the (more general) class of crossing supermodular requirements. In the absence of edge-costs, our result gives the first additive $O(1)$-approximation guarantee for degree-bounded intersecting/crossing supermodular connectivity problems. We also consider the minimum crossing spanning tree problem: Given an undirected edge-weighted graph G, edge-subsets $\{E_i\}_{i=1}^k$, and nonnegative integers $\{b_i\}_{i=1}^k$, find a minimum-cost spanning tree (if it exists) in G that contains at most $b_i$ edges from each set $E_i$. We obtain a $+(r-1)$ additive approximation for this problem, when each edge lies in at most r sets. A special case of this problem is the degree-bounded minimum spanning tree, and our techniques give a substantially shorter proof of the recent $+1$ approximation of Singh and Lau [in Proceedings of the 40th Annual ACM Symposium on Theory of Computing, 2007, pp. 661–670].

We present polynomial-time approximation algorithms for some degree-bounded directed network design problems. Our main result is for intersecting supermodular connectivity with degree bounds: given a directed graph G=(V,E) with non-negative edge-costs, a connectivity requirement specified by an intersecting supermodular function f, and upper bounds av, bvv∈ V on in-degrees and out-degrees of vertices, find a minimum-cost f-connected subgraph of G that satisfies the degree bounds. We give a bicriteria approximation algorithm that for any 0 ≤ ε ≤ 1/2, computes an f-connected subgraph with in-degrees at most ⌈ av/1-ε ⌉ + 4, out-degrees at most ⌈ bv/1-ε ⌉ + 4, and cost at most 1/ε times the optimum. This includes, as a special case, the minimum-cost degree-bounded arborescence problem. We also obtain similar results for the (more general) class of crossing supermodular requirements. Our result extends and improves the (3av+4, 3bv+4, 3)-approximation of Lau et al. Setting ε=0, our result gives the first purely additive guarantee for the unweighted versions of these problems. Our algorithm is based on rounding an LP relaxation for the problem. We also prove that the above cost-degree trade-off (even for the degree-bounded arborescence problem) is optimal relative to the natural LP relaxation. For every 0<ε <1, we show an instance where any arborescence with out-degrees at most bv/1-ε + O(1) has cost at least 1-o(1)/ε times the optimal LP value. For the special case of finding a minimum degree arborescence (without costs), we give a stronger +2 additive approximation. This improves on a result of Lau et al. [13] that gives a 2Δ*+2 guarantee, and Klein et al. [11] that gives a (1+ε)Δ*+O(log1+ε n) bound, where Δ* is the degree of the optimal arborescence. As a corollary of our result, we (almost) settle a conjecture of Bang-Jensen et al. [1] on low-degree arborescences. Our algorithms use the iterative rounding technique of Jain, which was used by Lau et al. and Singh and Lau in the context of degree-bounded network design. It is however non-trivial to extend these techniques to the directed setting without incurring a multiplicative violation in the degree bounds. This is due to the fact that known polyhedral characterization of arborescences has the cut-constraints which, along with degree-constraints, are unsuitable for arguing the existence of integral variables in a basic feasible solution. We overcome this difficulty by enhancing the iterative rounding steps and by means of stronger counting arguments. Our counting technique is quite general, and it also simplifies the proofs of many previous results. We also apply the technique to undirected graphs. We consider the minimum crossing spanning tree problem: given an undirected edge-weighted graph G, edge-subsets Eii=1k, and non-negative integers bii=1k, find a minimum-cost spanning tree (if it exists) in G that contains at most bi edges from each set Ei. We obtain a +(r-1) additive approximation for this problem, when each edge lies in at most r sets; this considerably improves the result of Bilo et al. A special case of this problem is degree-bounded minimum spanning tree, and our result gives a substantially easier proof of the recent +1 approximation of Singh and Lau.

We study two problems, that of computing social optimum and that of finding fair allocations, in the congestion game model of Milchtaich[8] Although we show that the general problem is hard to approximate to any factor, we give simple algorithms for natural simplifications. We also consider these problems in the symmetric network congestion game model [11, 4], and show hardness results and approximate solutions.