Attenuate Locally, Win Globally: Attenuation-Based Frameworks for Online Stochastic Matching with Timeouts

Online matching problems have garnered significant attention in recent years due to numerous applications in e-commerce, online advertisements, ride-sharing, etc. Many of them capture the uncertainty in the real world by including stochasticity in both the arrival and matching processes. The online stochastic matching with timeouts problem introduced by Bansal et al. ( Algorithmica , 2012 ) models matching markets (e.g., E-Bay, Amazon). Buyers arrive from an independent and identically distributed (i.i.d.) known distribution on buyer profiles and can be shown a list of items one at a time. Each buyer has some probability of purchasing each item and a limit (timeout) on the number of items they can be shown. Bansal et al. ( Algorithmica , 2012 ) gave a 0.12-competitive algorithm which was improved by Adamczyk et al. ( ESA , 2015 ) to 0.24. We present several online attenuation frameworks that use an algorithm for offline stochastic matching as a black box. On the upper bound side, we show that one framework, combined with a black-box adapted from Bansal et al. ( Algorithmica , 2012 ), yields an online algorithm which nearly doubles the ratio to 0.46. Additionally, our attenuation frameworks extend to the more general setting of fractional arrival rates for online vertices. On the lower bound side, we show that no algorithm can achieve a ratio better than 0.632 using the standard LP for this problem. This framework has a high potential for further improvements since new algorithms for offline stochastic matching can directly improve the ratio for the online problem. Our online frameworks also have the potential for a variety of extensions. For example, we introduce a natural generalization: online stochastic matching with two-sided timeouts in which both online and offline vertices have timeouts. Our frameworks provide the first algorithm for this problem achieving a ratio of 0.30. We once again use the algorithm of Bansal et al. ( Algorithmica , 2012 ) as a black-box and plug it into one of our frameworks.

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

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

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

[4]  Anupam Gupta,et al.  A Stochastic Probing Problem with Applications , 2013, IPCO.

[5]  Bala Kalyanasundaram,et al.  An optimal deterministic algorithm for online b-matching , 1996, Theor. Comput. Sci..

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

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

[8]  Will Ma Improvements and Generalizations of Stochastic Knapsack and Multi-Armed Bandit Approximation Algorithms: Full Version , 2013, SODA 2014.

[9]  Fabrizio Grandoni,et al.  Improved Approximation Algorithms for Stochastic Matching , 2015, ESA.

[10]  SaberiAmin,et al.  AdWords and generalized online matching , 2007 .

[11]  Nikhil R. Devanur,et al.  Fast Algorithms for Online Stochastic Convex Programming , 2014, SODA.

[12]  Atri Rudra,et al.  When LP Is the Cure for Your Matching Woes: Improved Bounds for Stochastic Matchings , 2010, Algorithmica.

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

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

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

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

[17]  Joseph Naor,et al.  Online Primal-Dual Algorithms for Maximizing Ad-Auctions Revenue , 2007, ESA.

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

[19]  Aravind Srinivasan,et al.  Improved Bounds in Stochastic Matching and Optimization , 2015, APPROX-RANDOM.

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

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

[22]  Nikhil R. Devanur,et al.  Online matching with concave returns , 2012, STOC '12.

[23]  Jon Feldman,et al.  Online Stochastic Packing Applied to Display Ad Allocation , 2010, ESA.

[24]  Atri Rudra,et al.  Approximating Matches Made in Heaven , 2009, ICALP.

[25]  Werner Nutt,et al.  Deciding equivalences among conjunctive aggregate queries , 2007, JACM.

[26]  Zizhuo Wang,et al.  A Dynamic Near-Optimal Algorithm for Online Linear Programming , 2009, Oper. Res..

[27]  Aravind Srinivasan,et al.  New Algorithms, Better Bounds, and a Novel Model for Online Stochastic Matching , 2016, ESA.

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