arXiv subjects

Ayoub Foussoul

Publications and source records attributed to Ayoub Foussoul.

5 recordsLinked to original sources

arXiv2025

Distributionally Robust Newsvendor on a Metric

We consider a fundamental generalization of the classical newsvendor problem where the seller needs to decide on the inventory of a product jointly for multiple locations on a metric as well as a fulfillment policy to satisfy the uncertain demand that arises sequentially over time after the inventory decisions have been made. To address the distributional ambiguity, we consider a distributionally robust setting where the decision-maker only knows the mean and variance of the demand, and the goal is to make inventory and fulfillment decisions to minimize the worst-case expected inventory and fulfillment cost. We design a near-optimal policy for the problem with theoretical guarantees on its performance. Our policy generalizes the classical solution of Scarf (1957), maintaining its simplicity and interpretability: it identifies a hierarchical set of clusters, assigns a ``virtual" underage cost to each cluster, then makes sure that each cluster holds at least the inventory suggested by Scarf's solution if the cluster behaved as a single point with ``virtual" underage cost. As demand arrives sequentially, our policy fulfills orders from nearby clusters, minimizing fulfilment costs, while balancing inventory consumption across the clusters to avoid depleting any single one. We show that the policy achieves a poly-logarithmic approximation. To the best of our knowledge, this is the first algorithm with provable performance guarantees. Furthermore, our numerical experiments show that the policy performs well in practice.

math.OC↗

arXiv2025

Minimum Cut Representability of Stable Matching Problems

We introduce and study Minimum Cut Representability, a framework to solve optimization and feasibility problems over stable matchings by representing them as minimum s-t cut problems on digraphs over rotations. We provide necessary and sufficient conditions on objective functions and feasibility sets for problems to be minimum cut representable. In particular, we define the concepts of first and second order differentials of a function over stable matchings and show that a problem is minimum cut representable if and only if, roughly speaking, the objective function can be expressed solely using these differentials, and the feasibility set is a sublattice of the stable matching lattice. To demonstrate the practical relevance of our framework, we study a range of real-world applications, including problems involving school choice with siblings and a two-stage stochastic stable matching problem. We show how our framework can be used to help solving these problems.

math.OC↗

arXiv2023

MNL-Bandit in non-stationary environments

In this paper, we study the MNL-Bandit problem in a non-stationary environment and present an algorithm with a worst-case expected regret of $\tilde{O}\left( \min \left\{ \sqrt{NTL}\;,\; N^{\frac{1}{3}}(Δ_{\infty}^{K})^{\frac{1}{3}} T^{\frac{2}{3}} + \sqrt{NT}\right\}\right)$. Here $N$ is the number of arms, $L$ is the number of changes and $Δ_{\infty}^{K}$ is a variation measure of the unknown parameters. Furthermore, we show matching lower bounds on the expected regret (up to logarithmic factors), implying that our algorithm is optimal. Our approach builds upon the epoch-based algorithm for stationary MNL-Bandit in Agrawal et al. 2016. However, non-stationarity poses several challenges and we introduce new techniques and ideas to address these. In particular, we give a tight characterization for the bias introduced in the estimators due to non stationarity and derive new concentration bounds.

cs.LG↗

arXiv2023

LP-based Approximations for Disjoint Bilinear and Two-Stage Adjustable Robust Optimization

We consider the class of disjoint bilinear programs $ \max \, \{ \mathbf{x}^T\mathbf{y} \mid \mathbf{x} \in \mathcal{X}, \;\mathbf{y} \in \mathcal{Y}\}$ where $\mathcal{X}$ and $\mathcal{Y}$ are packing polytopes. We present an $O(\frac{\log \log m_1}{\log m_1} \frac{\log \log m_2}{\log m_2})$-approximation algorithm for this problem where $m_1$ and $m_2$ are the number of packing constraints in $\mathcal{X}$ and $\mathcal{Y}$ respectively. In particular, we show that there exists a near-optimal solution $(\tilde{\mathbf{x}}, \tilde{\mathbf{y}})$ such that $\tilde{\mathbf{x}}$ and $\tilde{\mathbf{y}}$ are ``near-integral". We give an LP relaxation of the problem from which we obtain the near-optimal near-integral solution via randomized rounding. We show that our relaxation is tightly related to the widely used reformulation linearization technique (RLT). As an application of our techniques, we present a tight approximation for the two-stage adjustable robust optimization problem with covering constraints and right-hand side uncertainty where the separation problem is a bilinear optimization problem. In particular, based on the ideas above, we give an LP restriction of the two-stage problem that is an $O(\frac{\log n}{\log \log n} \frac{\log L}{\log \log L})$-approximation where $L$ is the number of constraints in the uncertainty set. This significantly improves over state-of-the-art approximation bounds known for this problem. Furthermore, we show that our LP restriction gives a feasible affine policy for the two-stage robust problem with the same (or better) objective value. As a consequence, affine policies give an $O(\frac{\log n}{\log \log n} \frac{\log L}{\log \log L})$-approximation of the two-stage problem, significantly generalizing the previously known bounds on their performance.

math.OC↗

arXiv2023

Last Switch Dependent Bandits with Monotone Payoff Functions

In a recent work, Laforgue et al. introduce the model of last switch dependent (LSD) bandits, in an attempt to capture nonstationary phenomena induced by the interaction between the player and the environment. Examples include satiation, where consecutive plays of the same action lead to decreased performance, or deprivation, where the payoff of an action increases after an interval of inactivity. In this work, we take a step towards understanding the approximability of planning LSD bandits, namely, the (NP-hard) problem of computing an optimal arm-pulling strategy under complete knowledge of the model. In particular, we design the first efficient constant approximation algorithm for the problem and show that, under a natural monotonicity assumption on the payoffs, its approximation guarantee (almost) matches the state-of-the-art for the special and well-studied class of recharging bandits (also known as delay-dependent). In this attempt, we develop new tools and insights for this class of problems, including a novel higher-dimensional relaxation and the technique of mirroring the evolution of virtual states. We believe that these novel elements could potentially be used for approaching richer classes of action-induced nonstationary bandits (e.g., special instances of restless bandits). In the case where the model parameters are initially unknown, we develop an online learning adaptation of our algorithm for which we provide sublinear regret guarantees against its full-information counterpart.

cs.LG↗