In the Network Revenue Management (NRM) problem, products composed of up to L resources are sold to stochastically arriving customers. We take a randomized rounding approach to NRM, motivated by the modern tool of Online Contention Resolution Schemes (OCRS). The goal is to take a fractional solution to NRM that satisfies the resource constraints in expectation, and implement it in an online policy that satisfies the resource constraints with probability 1, while (approximately) preserving all of the sales that were prescribed by the fractional solution. In NRM and revenue management problems, customer substitution induces a negative correlation between products being demanded, making it difficult to apply the standard definition of OCRS. We start by deriving a more powerful notion of "random-element" OCRS that achieves a guarantee of 1/(1+L) for NRM with customer substitution, matching a common benchmark in the literature. We show this benchmark is unbeatable for all integers L that are the power of a prime number, using a construction based on finite affine planes. We then show how to beat this benchmark under any of three assumptions: 1) no customer substitution (i.e., in the standard OCRS setting); 2) products comprise one item from each of up to L groups; or 3) customers arrive in a uniformly random (instead of fixed adversarial) order. Finally, we show that under both assumptions 1) and 3), it is possible to do better than offline CRS when L ≥ 5. Our results have corresponding implications for Online Combinatorial Auctions, in which buyers bid for bundles of up to L items, and buyers being single-minded is akin to having no substitution. Our result under assumption 1) or 2) implies that 1/(1+L) can be beaten for Prophet Inequality on the intersection of L partition matroids, a problem of interest. In sum, our paper shows how to apply OCRS to all of these problems and establishes a surprising separation in the achievable guarantees when substitution is involved, under general resource constraints parametrized by L.

We use contention resolution schemes (CRS) to derive algorithms for the fair rationing of a single resource when agents have stochastic demands. We aim to provide ex-ante guarantees on the level of service provided to each agent, who may measure service in different ways (Type-I, II, or III), calling for CRS under different feasibility constraints (rank-1 matroid or knapsack). We are particularly interested in two-order CRS where the agents are equally likely to arrive in a known forward order or its reverse, which is motivated by online rationing at food banks. Indeed, for a mobile pantry driving along cities to ration food, it is equally efficient to drive that route in reverse on half of the days, and we show that doing so significantly improves the service guarantees that are possible, being more "fair" to the cities at the back of the route.

Algorithms with predictions is a recent framework for decision-making under uncertainty that leverages the power of machine-learned predictions without making any assumption about their quality. The goal in this framework is for algorithms to achieve an improved performance when the predictions are accurate while maintaining acceptable guarantees when the predictions are erroneous. A serious concern with algorithms that use predictions is that these predictions can be biased and, as a result, cause the algorithm to make decisions that are deemed unfair. We show that this concern manifests itself in the classical secretary problem in the learning-augmented setting---the state-of-the-art algorithm can have zero probability of accepting the best candidate, which we deem unfair, despite promising to accept a candidate whose expected value is at least $\max\{\Omega (1) , 1 - O(\varepsilon)\}$ times the optimal value, where $\varepsilon$ is the prediction error. We show how to preserve this promise while also guaranteeing to accept the best candidate with probability $\Omega(1)$. Our algorithm and analysis are based on a new ``pegging'' idea that diverges from existing works and simplifies/unifies some of their results. Finally, we extend to the $k$-secretary problem and complement our theoretical analysis with experiments.

Selling a single item to $n$ self-interested bidders is a fundamental problem in economics, where the two objectives typically considered are welfare maximization and revenue maximization. Since the optimal auctions are often impractical and do not work for sequential bidders, posted pricing auctions, where fixed prices are set for the item for different bidders, have emerged as a practical and effective alternative. This paper investigates how many samples are needed from bidders' value distributions to find near-optimal posted prices, considering both independent and correlated bidder distributions, and welfare versus revenue maximization. We obtain matching upper and lower bounds (up to logarithmic terms) on the sample complexity for all these settings.

Online (bipartite) matching under known stationary arrivals is a fundamental model that has been studied extensively under the objective of maximizing the total number of customers served. We instead study the objective of *maximizing the minimum matching rate across all online types*, which is referred to as long-run (individual) fairness. For Online Matching under long-run Fairness (OM-LF) with a single offline agent, we show that the first-come-first-serve (FCFS) policy is $1$-competitive, i.e., matching any optimal clairvoyant. For the general case of OM-LF: We present a sampling algorithm (SAMP) and show that (1) SAMP is of competitiveness of at least $1-1/e$ and (2) it is asymptotically optimal with competitiveness approaches one in different regimes when either all offline agents have a sufficiently large matching capacity, or all online types have a sufficiently large arrival rate, or highly imbalance between the total offline matching capacity and the number of online arrivals. To complement the competitive results, we show the following hardness results for OM-LF: (1) Any non-rejecting policy (matching every arriving online agent if possible) is no more than $1/2$-competitive; (2) Any (randomized) policy is no more than $(\sqrt{3}-1)$-competitive; (3) SAMP can be no more than $(1-1/e)$-competitive suggesting the tightness of competitive analysis for SAMP. We stress that all hardness results mentioned here are independent of any benchmarks. We also consider a few extensions of OM-LF by proposing a few variants of fairness metrics, including long-run group-level fairness and short-run fairness, and we devise related algorithms with provable competitive performance.

We study the performance of sequential contention resolution and matching algorithms on random graphs with vanishing edge probabilities. When the edges of the graph are processed in an adversarially-chosen order, we derive a new OCRS that is 0.382-selectable, attaining the "independence benchmark" from the literature under the vanishing edge probabilities assumption. Complementary to this positive result, we show that no OCRS can be more than 0.390-selectable, significantly improving upon the upper bound of 0.428 from the literature. We also derive negative results that are specialized to bipartite graphs or subfamilies of OCRS's. Meanwhile, when the edges of the graph are processed in a uniformly random order, we show that the simple greedy contention resolution scheme which accepts all active and feasible edges is 1/2-selectable. This result is tight due to a known upper bound. Finally, when the algorithm can choose the processing order, we show that a slight tweak to the random order---give each vertex a random priority and process edges in lexicographic order---results in a strictly better contention resolution scheme that is 1 - ln(2 - 1/e) ≈ 0.510-selectable. Our positive results also apply to online matching on 1-uniform random graphs with vanishing (non-identical) edge probabilities, extending and unifying some results from the random graphs literature.

We introduce a new approach for designing Random-order Contention Resolution Schemes (RCRS’s) via exact solution in continuous time. Given a function c(y):[0,1] → [0,1], we show how to select each element which arrives at time y ∈ [0,1] with probability exactly c(y). We provide a rigorous algorithmic framework for achieving this, which discretizes the time interval and also needs to sample its past execution to ensure these exact selection probabilities. We showcase our framework in the context of online contention resolution schemes for matching with random-order vertex arrivals. For bipartite graphs with two-sided arrivals, we design a (1+e−2)/2 ≈ 0.567-selectable RCRS, which we also show to be tight. Next, we show that the presence of short odd-length cycles is the only barrier to attaining a (tight) (1+e−2)/2-selectable RCRS on general graphs. By generalizing our bipartite RCRS, we design an RCRS for graphs with odd-length girth g which is (1+ e−2)/2-selectable as g → ∞. This convergence happens very rapidly: for triangle-free graphs (i.e., g ≥ 5), we attain a 121/240 + 7/16 e2 ≈ 0.563-selectable RCRS. Finally, for general graphs we improve on the 8/15 ≈ 0.533-selectable RCRS of (Fu et al., 2021) and design an RCRS which is at least 0.535-selectable. Due to the reduction of (Ezra et al., 2020), our bounds yield a 0.535-competitive (respectively, (1+ e−2)/2-competitive) algorithm for prophet secretary matching on general (respectively, bipartite) graphs under vertex arrivals.

The design of online policies for stochastic matching and revenue management settings is usually bound by the Bayesian prior that the demand process is formed by a fixed-length sequence of queries with unknown types, each drawn independently. This assumption of serial independence implies that the demand of each type, i.e., the number of queries of a given type, has low variance and is approximately Poisson-distributed. Thus, matching policies are often based on "fluid" LPs that only use the expectations of these distributions.

Prophet inequalities consist of many beautiful statements that establish tight performance ratios between online and offline allocation algorithms. Typically, tightness is established by constructing an algorithmic guarantee and a worst-case instance separately, whose bounds match as a result of some "ingenuity". In this paper, we instead formulate the construction of the worst-case instance as an optimization problem, which directly finds the tight ratio without needing to construct two bounds separately.

We study a parsimonious correlated rounding problem motivated by e-commerce fulfillment. In this problem, we are given a multi-item order of size q; for each item i = 1, ..., q, we are given the probability uki with which it must be shipped from each Fulfillment Center (FC) k = 1, ..., K, with [EQUATION]. The goal is to randomly select a FC to ship each item following these marginal probabilities uki (motivated by trying to satisfy long-run inventory flow), in a way that not many distinct FC's end up being used (motivated by reducing the number of boxes that need to be shipped). In particular, the objective is to use each FC with probability at most α · yk, where yk:= maxi=1 ..., q uki is a lower bound on the probability with which FC k must be used, and α ≥ 1 is the guarantee to be made as small as possible.

We present new results for online contention resolution schemes for the matching polytope of graphs, in the random-order (RCRS) and adversarial (OCRS) arrival models. Our results include improved selectability guarantees (i.e., lower bounds), as well as new impossibility results (i.e., upper bounds). By well-known reductions to the prophet (secretary) matching problem, a c-selectable OCRS (RCRS) implies a c-competitive algorithm for adversarial (random order) edge arrivals. Similar reductions are also known for the query-commit matching problem. For the adversarial arrival model, we present a new analysis of the OCRS of Ezra et al. (EC, 2020). We show that this scheme is 0.344-selectable for general graphs and 0.349-selectable for bipartite graphs, improving on the previous 0.337 selectability result for this algorithm. We also show that the selectability of this scheme cannot be greater than 0.361 for general graphs and 0.382 for bipartite graphs. We further show that no OCRS can achieve a selectability greater than 0.4 for general graphs, and 0.433 for bipartite graphs. For random-order arrivals, we present two attenuation-based schemes which use new attenuation functions. Our first RCRS is 0.474-selectable for general graphs, and our second is 0.476-selectable for bipartite graphs. These results improve upon the recent 0.45 (and 0.456) selectability results for general graphs (respectively, bipartite graphs) due to Pollner et al. (EC, 2022). On general graphs, our 0.474-selectable RCRS provides the best known positive result even for offline contention resolution, and also for the correlation gap. We conclude by proving a fundamental upper bound of 0.5 on the selectability of RCRS, using bipartite graphs. * The full version of the paper can be accessed at https://arxiv.org/abs/2209.07520

In this work, we study data-driven decision-making and depart from the classical identically and independently distributed (i.i.d.) assumption. We present a new framework in which historical samples are generated from unknown and different distributions, which we dub \textit{heterogeneous environments}. These distributions are assumed to lie in a heterogeneity ball with known radius and centered around the (also) unknown future (out-of-sample) distribution on which the performance of a decision will be evaluated. We quantify the asymptotic worst-case regret that is achievable by central data-driven policies such as Sample Average Approximation, but also by rate-optimal ones, as a function of the radius of the heterogeneity ball. Our work shows that the type of achievable performance varies considerably across different combinations of problem classes and notions of heterogeneity. We demonstrate the versatility of our framework by comparing achievable guarantees for the heterogeneous version of widely studied data-driven problems such as pricing, ski-rental, and newsvendor. En route, we establish a new connection between data-driven decision-making and distributionally robust optimization.

We study the two-stage vertex-weighted online bipartite matching problem of Feng, Niazadeh, and Saberi (SODA ‘21) in a setting where the algorithm has access to a suggested matching that is recommended in the first stage. We evaluate an algorithm by its robustness $R$, which is its performance relative to that of the optimal offline matching, and its consistency $C$, which is its performance when the advice or the prediction given is correct. We characterize for this problem the Pareto-efficient frontier between robustness and consistency, which is rare in the literature on advice-augmented algorithms, yet necessary for quantifying such an algorithm to be optimal. Specifically, we propose an algorithm that is $R$-robust and $C$-consistent for any $(R,C)$ with $0 \leq R \leq \frac{3}{4}$ and $\sqrt{1-R} + \sqrt{1-C} = 1$, and prove that no other algorithm can achieve a better tradeoff.

In theprophet secretary problem, n values are drawn independently from known distributions, and presented in a uniformly random order. A decision-maker must accept or reject each value when it is presented, and may accept at most k values in total. The objective is to maximize the expected sum of accepted values.

Assortment optimization concerns the problem of selling items with fixed prices to a buyer who will purchase at most one. Typically, retailers select a subset of items, corresponding to an "assortment'' of brands to carry, and make each selected item available for purchase at its brand-recommended price. Despite the tremendous importance in practice, the best method for selling these fixed-price items is not well understood, as retailers have begun experimenting with making certain items available only through a lottery.

Prophet inequalities are a useful tool for designing online allocation procedures and comparing their performance to the optimal offline allocation. In the basic setting of k-unit prophet inequalities, the procedure of Alaei [2] with its celebrated performance guarantee of has found widespread adoption in mechanism design and general online allocation problems in online advertising, healthcare scheduling, and revenue management. Despite being commonly used for implementing a fractional allocation in an online fashion, the tightness of Alaei's procedure for a given k has remained unknown. In this paper we resolve this question, characterizing the tight bound by identifying the structure of the optimal online implementation, and consequently improving the best-known guarantee for k-unit prophet inequalities for all k > 1. We also consider the more general online stochastic knapsack problem where each individual allocation can consume an arbitrary fraction of the initial capacity. Here we introduce a new “best-fit” procedure for implementing a fractionally-feasible knapsack solution online, with a performance guarantee of ≈ 0.319, which we also show is tight with respect to the standard LP relaxation. This improves the previously best-known guarantee of 0.2 for online knapsack. Our analysis differs from existing ones by eschewing the need to split items into “large” or “small” based on capacity consumption, using instead an invariant for the overall utilization on different sample paths. All in all, our results imply tight (non-greedy) Online Contention Resolution Schemes for k-uniform matroids and the knapsack polytope, respectively, which has further implications.

It is well-known that selling different goods in a single bundle can significantly increase revenue. However, bundling is no longer profitable if the goods have high production costs. To overcome this challenge, we introduce a new mechanism, Pure Bundling with Disposal for Cost (PBDC), where after buying the bundle, the customer is allowed to return any subset of goods for their costs. We provide two types of guarantees on the profit of PBDC mechanisms relative to the optimum in the presence of production costs, under the assumption that customers have valuations which are additive over the items and drawn independently. We first provide a distribution-dependent guarantee which shows that PBDC earns at least 1-6c^{2/3} of the optimal profit, where c denotes the coefficient of variation of the welfare random variable. c approaches 0 if there are a large number of items whose individual valuations have bounded coefficients of variation, and our constants improve upon those from the classical result of Bakos and Brynjolfsson (1999) without costs. We then provide a distribution-free guarantee which shows that either PBDC or individual sales earns at least 1/5.2 times the optimal profit, generalizing and improving the constant of 1/6 from the celebrated result of Babaioff et al. (2014). Conversely, we also provide the best-known upper bound on the performance of any partitioning mechanism (which captures both individual sales and pure bundling), of 1/1.19 times the optimal profit, improving on the previously-known upper bound of 1/1.08. Finally, we conduct simulations under the same playing field as the extensive numerical study of Chu et al. (2011), which confirm that PBDC outperforms other simple pricing schemes overall.

Matching is one of the most fundamental and broadly applicable problems across many domains. In these diverse real-world applications, there is often a degree of uncertainty in the input which has led to the study of stochastic matching models. Here, each edge in the graph has a known, independent probability of existing derived from some prediction. Algorithms must probe edges to determine existence and match them irrevocably if they exist. Further, each vertex may have a patience constraint denoting how many of its neighboring edges can be probed. We present new ordered contention resolution schemes yielding improved approximation guarantees for some of the foundational problems studied in this area. For stochastic matching with patience constraints in general graphs, we provide a $0.382$-approximate algorithm, significantly improving over the previous best $0.31$-approximation of Baveja et al. (2018). When the vertices do not have patience constraints, we describe a $0.432$-approximate random order probing algorithm with several corollaries such as an improved guarantee for the Prophet Secretary problem under Edge Arrivals. Finally, for the special case of bipartite graphs with unit patience constraints on one of the partitions, we show a $0.632$-approximate algorithm that improves on the recent $1/3$-guarantee of Hikima et al. (2021).

We improve the effectiveness of propagation- and linear-optimization-based neural network verification algorithms with a new tightened convex relaxation for ReLU neurons. Unlike previous single-neuron relaxations which focus only on the univariate input space of the ReLU, our method considers the multivariate input space of the affine pre-activation function preceding the ReLU. Using results from submodularity and convex geometry, we derive an explicit description of the tightest possible convex relaxation when this multivariate input is over a box domain. We show that our convex relaxation is significantly stronger than the commonly used univariate-input relaxation which has been proposed as a natural convex relaxation barrier for verification. While our description of the relaxation may require an exponential number of inequalities, we show that they can be separated in linear time and hence can be efficiently incorporated into optimization algorithms on an as-needed basis. Based on this novel relaxation, we design two polynomial-time algorithms for neural network verification: a linear-programming-based algorithm that leverages the full power of our relaxation, and a fast propagation algorithm that generalizes existing approaches. In both cases, we show that for a modest increase in computational effort, our strengthened relaxation enables us to verify a significantly larger number of instances compared to similar algorithms.

The multi-armed bandit (MAB) problem features the classical tradeoff between exploration and exploitation. The input specifies several stochastic arms which evolve with each pull, and the goal is to maximize the expected reward after a fixed budget of pulls. The celebrated work of Gittins et al., surveyed in [8], presumes a condition on the arms called the martingale assumption. In [9], A. Gupta et al. obtained an LP-based -approximation for the problem with the martingale assumption removed. We improve the algorithm to a -approximation, with simpler analysis. Our algorithm also generalizes to the case of MAB superprocesses with (stochastic) multi-period actions. This generalization captures the framework introduced by Guha and Munagala in [11], and yields new results for their budgeted learning problems.