We present a general framework for stochastic online maximization problems with combinatorial feasibility constraints. The framework establishes prophet inequalities by constructing price-based online approximation algorithms, a natural extension of threshold algorithms for settings beyond binary selection. Our analysis takes the form of an extension theorem: we derive sufficient conditions on prices when all weights are known in advance, then prove that the resulting approximation guarantees extend directly to stochastic settings. Our framework unifies and simplifies much of the existing literature on prophet inequalities and posted price mechanisms, and is used to derive new and improved results for combinatorial markets (with and without complements), multi-dimensional matroids, and sparse packing problems. Finally, we highlight a surprising connection between the smoothness framework for bounding the price of anarchy of mechanisms and our framework, and show that many smooth mechanisms can be recast as posted price mechanisms with comparable performance guarantees.

/pdf/prophet-inequalities-made-easy-stochastic-optimization-by-1c3b6b0k6h.pdf

Prophet Inequalities Made Easy: Stochastic Optimization by Pricing Non-Stochastic Inputs

We study several bicriteria network design problems phrased as follows: given an undirected graph and two minimization objectives with a budget specified on one objective, find a subgraph satisfying certain connectivity requirements that minimizes the second objective subject to the budget on the first. Define an ({alpha}, {beta})-approximation algorithm as a polynomial-time algorithm that produces a solution in which the first objective value is at most {alpha} times the budget, and the second objective value is at most {alpha} times the minimum cost of a network obeying the budget oil the first objective. We, present the first approximation algorithms for bicriteria problems obtained by combining classical minimization objectives such as the total edge cost of the network, the diameter of the network and a weighted generalization of the maximum degree of any node in the network. We first develop some formalism related to bicriteria problems that leads to a clean way to state bicriteria approximation results. Secondly, when the two objectives are similar but only differ based on the cost function under which they are computed we present a general parametric search technique that yields approximation algorithms by reducing the problem to one of minimizing a single objective of the same type. Thirdly, we present an O(log n, log n)-approximation algorithm for finding a diameter-constrained minimum cost spanning tree of an undirected graph on n nodes generalizing the notion of shallow, light trees and light approximate shortest-path trees that have been studied before. Finally, for the class of treewidth-bounded graphs, we provide pseudopolynomial-time algorithms for a number of bicriteria problems using dynamic programming. These pseudopolynomial-time algorithms can be converted to fully polynomial-time approximation schemes using a scaling technique.

/pdf/bicriteria-network-design-problems-41dy5iror3.pdf

Bicriteria network design problems

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most important of these generalizations are to matroids and to combinatorial auctions (extends bipartite matching). Kleinberg-Weinberg [33] and Feldman et al. [17] show that for adversarial arrival order of random variables the optimal prophet inequalities give a 1/2-approximation. For many settings, however, it's conceivable that the arrival order is chosen uniformly at random, akin to the secretary problem. For such a random arrival model, we improve upon the 1/2-approximation and obtain (1− 1/e)-approximation prophet inequalities for both matroids and combinatorial auctions. This also gives improvements to the results of Yan [45] and Esfandiari et al. [15] who worked in the special cases where we can fully control the arrival order or when there is only a single item. Our techniques are threshold based. We convert our discrete problem into a continuous setting and then give a generic template on how to dynamically adjust these thresholds to lower bound the expected total welfare.

pdf/prophet-secretary-for-combinatorial-auctions-and-matroids-2uh2q8j5to.pdf

Prophet secretary for combinatorial auctions and matroids

Over the past decade, an exciting connection has developed between the theory of posted-price mechanisms and the prophet inequality, a result from the theory of optimal stopping. This survey provides an overview of this literature, covering extensions and applications of the prophet inequality through the lens of an economic proof of this classic result. We focus on highlighting ways in which the economic perspective drives new advances in the theory of online stochastic optimization, and vice versa.

An economic view of prophet inequalities

We introduce a method for sparsifying distributed algorithms and exhibit how it leads to improvements that go past known barriers in two algorithmic settings of large-scale graph processing: Massively Parallel Computation (MPC), and Local Computation Algorithms (LCA). 
- MPC with Strongly Sublinear Memory: Recently, there has been growing interest in obtaining MPC algorithms that are faster than their classic $O(\log n)$-round parallel counterparts for problems such as MIS, Maximal Matching, 2-Approximation of Minimum Vertex Cover, and $(1+\epsilon)$-Approximation of Maximum Matching. Currently, all such MPC algorithms require $\tilde{\Omega}(n)$ memory per machine. Czumaj et al. [STOC'18] were the first to handle $\tilde{\Omega}(n)$ memory, running in $O((\log\log n)^2)$ rounds. We obtain $\tilde{O}(\sqrt{\log \Delta})$-round MPC algorithms for all these four problems that work even when each machine has memory $n^{\alpha}$ for any constant $\alpha\in (0, 1)$. Here, $\Delta$ denotes the maximum degree. These are the first sublogarithmic-time algorithms for these problems that break the linear memory barrier. 
- LCAs with Query Complexity Below the Parnas-Ron Paradigm: Currently, the best known LCA for MIS has query complexity $\Delta^{O(\log \Delta)} poly(\log n)$, by Ghaffari [SODA'16]. As pointed out by Rubinfeld, obtaining a query complexity of $poly(\Delta\log n)$ remains a central open question. Ghaffari's bound almost reaches a $\Delta^{\Omega\left(\frac{\log \Delta}{\log\log \Delta}\right)}$ barrier common to all known MIS LCAs, which simulate distributed algorithms by learning the local topology, a la Parnas-Ron [TCS'07]. This barrier follows from the $\Omega(\frac{\log \Delta}{\log\log \Delta})$ distributed lower bound of Kuhn, et al. [JACM'16]. We break this barrier and obtain an MIS LCA with query complexity $\Delta^{O(\log\log \Delta)} poly(\log n)$.

Sparsifying Distributed Algorithms with Ramifications in Massively Parallel Computation and Centralized Local Computation

Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of 1 - 1/e on the approximation factor of their algorithm. They conjectured that the best approximation factor for arbitrarily large n is 1/1+1/e ≃ 0.731. This conjecture remained open prior to this paper for over 30 years. In this paper we present a threshold-based algorithm for the prophet inequality with n iid distributions. Using a nontrivial and novel approach we show that our algorithm is a 0.738-approximation algorithm. By beating the bound of 1/1+1/e, this refutes the conjecture of Hill and Kertz. Moreover, we generalize our results to non-uniform distributions and discuss its applications in mechanism design.

Beating 1-1/e for ordered prophets

The edit distance between two strings is defined as the smallest number of insertions, deletions, and substitutions that need to be made to transform one of the strings to another one. Approximatin...

Approximating Edit Distance in Truly Subquadratic Time: Quantum and MapReduce

In this paper, we study a stochastic variant of the celebrated k-server problem. In the k-server problem, we are required to minimize the total movement of k servers that are serving an online sequence of t requests in a metric. In the stochastic setting we are given t independent distributions in advance, and at every time step i a request is drawn from Pi. Designing the optimal online algorithm in such setting is NP-hard, therefore the emphasis of our work is on designing an approximately optimal online algorithm. We first show a structural characterization for a certain class of non-adaptive online algorithms. We prove that in general metrics, the best of such algorithms has a cost of no worse than three times that of the optimal online algorithm. Next, we present an integer program that finds the optimal algorithm of this class for any arbitrary metric. Finally, by rounding the solution of the linear relaxation of this program, we present an online algorithm for the stochastic k-server problem with the approximation factor of 3 in the line and circle metrics and O(log n) in a general metric of size n. Moreover, we define the Uber problem, in which each demand consists of two endpoints, a source and a destination. We show that given an a-approximation algorithm for the k-server problem, we can obtain an (a+2)-approximation algorithm for the Uber problem. Motivated by the fact that demands are usually highly correlated with the time we study the stochastic Uber problem. Furthermore, we extend our results to the correlated setting where the probability of a request arriving at a certain point depends not only on the time step but also on the previously arrived requests.

Stochastic k-Server: How Should Uber Work?

Hill and Kertz studied the prophet inequality on iid distributions [The Annals of Probability 1982]. They proved a theoretical bound of $1-\frac{1}{e}$ on the approximation factor of their algorithm. They conjectured that the best approximation factor for arbitrarily large n is $\frac{1}{1+1/e} \approx 0.731$. This conjecture remained open prior to this paper for over 30 years. In this paper we present a threshold-based algorithm for the prophet inequality with n iid distributions. Using a nontrivial and novel approach we show that our algorithm is a 0.738-approximation algorithm. By beating the bound of $\frac{1}{1+1/e}$, this refutes the conjecture of Hill and Kertz. Moreover, we generalize our results to non-iid distributions and discuss its applications in mechanism design.

Beating $1-\frac{1}{e}$ for Ordered Prophets

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