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arXiv · 2302.08234

Sample-Based Online Generalized Assignment Problem with Unknown Poisson Arrivals

Abstract

We study an edge-weighted online stochastic \emph{Generalized Assignment Problem} with \emph{unknown} Poisson arrivals. In this model, we consider a bipartite graph that contains offline bins and online items, where each offline bin is associated with a $D$-dimensional capacity vector and each online item is with a $D$-dimensional demand vector. Online arrivals are sampled from a set of online item types which follow independent but not necessarily identical Poisson processes. The arrival rate for each Poisson process is unknown. Each online item will either be packed into an offline bin which will deduct the allocated bin's capacity vector and generate a reward, or be rejected. The decision should be made immediately and irrevocably upon its arrival. Our goal is to maximize the total reward of the allocation without violating the capacity constraints. We provide a sample-based multi-phase algorithm by utilizing both pre-existing offline data (named historical data) and sequentially revealed online data. We establish its performance guarantee measured by a competitive ratio. In a simplified setting where $D=1$ and all capacities and demands are equal to $1$, we prove that the ratio depends on the number of historical data size and the minimum number of arrivals for each online item type during the planning horizon, from which we analyze the effect of the historical data size and the Poisson arrival model on the algorithm's performance. We further generalize the algorithm to the general multidimensional and multi-demand setting, and present its parametric performance guarantee. The effect of the capacity's (demand's) dimension on the algorithm's performance is further analyzed based on the established parametric form. Finally, we demonstrate the effectiveness of our algorithms numerically.

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BibTeXRIS

Zihao Li, Hao Wang, Zhenzhen Yan. 2023-02-16. Sample-Based Online Generalized Assignment Problem with Unknown Poisson Arrivals. https://arxiv.org/abs/2302.08234

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