New Algorithms, Better Bounds, and a Novel Model for Online Stochastic Matching

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/e) 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 to 0.705 and (b) the vertex-weighted case, where we improve the 0.7250 ratio of Jaillet and Lu 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.

[1]  Aranyak Mehta,et al.  Online Matching and Ad Allocation , 2013, Found. Trends Theor. Comput. Sci..

[2]  Richard M. Karp,et al.  An optimal algorithm for on-line bipartite matching , 1990, STOC '90.

[3]  Aranyak Mehta,et al.  Online Stochastic Matching: Beating 1-1/e , 2009, 2009 50th Annual IEEE Symposium on Foundations of Computer Science.

[4]  Yang Li,et al.  The Stochastic Matching Problem with (Very) Few Queries , 2016, EC.

[5]  Berthold Vöcking,et al.  An Optimal Online Algorithm for Weighted Bipartite Matching and Extensions to Combinatorial Auctions , 2013, ESA.

[6]  ParthasarathySrinivasan,et al.  Dependent rounding and its applications to approximation algorithms , 2006 .

[7]  Martin Pál,et al.  Algorithms for Secretary Problems on Graphs and Hypergraphs , 2008, ICALP.

[8]  Mohammad Taghi Hajiaghayi,et al.  Online prophet-inequality matching with applications to ad allocation , 2012, EC '12.

[9]  Nikhil R. Devanur,et al.  Near optimal online algorithms and fast approximation algorithms for resource allocation problems , 2011, EC '11.

[10]  Bala Kalyanasundaram,et al.  An Optimal Deterministic Algorithm for Online b-Matching , 1996, FSTTCS.

[11]  Amin Saberi,et al.  Online stochastic matching: online actions based on offline statistics , 2010, SODA '11.

[12]  Morteza Zadimoghaddam,et al.  Online Stochastic Weighted Matching: Improved Approximation Algorithms , 2011, WINE.

[13]  Patrick Jaillet,et al.  Online Stochastic Matching: New Algorithms with Better Bounds , 2014, Math. Oper. Res..

[14]  Morteza Zadimoghaddam,et al.  Online Stochastic Matching with Unequal Probabilities , 2014, SODA.

[15]  Mikhail Kapralov,et al.  Improved Bounds for Online Stochastic Matching , 2010, ESA.

[16]  Mohammad Mahdian,et al.  Online bipartite matching with random arrivals: an approach based on strongly factor-revealing LPs , 2011, STOC '11.

[17]  Rajiv Gandhi,et al.  Dependent rounding and its applications to approximation algorithms , 2006, JACM.

[18]  Gagan Goel,et al.  Online vertex-weighted bipartite matching and single-bid budgeted allocations , 2010, SODA '11.

[19]  Mohammad Taghi Hajiaghayi,et al.  The Online Stochastic Generalized Assignment Problem , 2013, APPROX-RANDOM.

[20]  Nikhil R. Devanur,et al.  Asymptotically optimal algorithm for stochastic adwords , 2012, EC '12.

[21]  Jon Feldman,et al.  Online Ad Assignment with Free Disposal , 2009, WINE.

[22]  Thomas P. Hayes,et al.  The adwords problem: online keyword matching with budgeted bidders under random permutations , 2009, EC '09.

[23]  Aranyak Mehta,et al.  Online Matching with Stochastic Rewards , 2012, 2012 IEEE 53rd Annual Symposium on Foundations of Computer Science.