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Billy Jin

Publications and source records attributed to Billy Jin.

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Maximum Entropy is a 10/7-Approximation Algorithm for the TSP on Half-Integral Cycle Cut Instances

One of the most famous conjectures in combinatorial optimization is the four-thirds conjecture, which states that the integrality gap of the Subtour LP relaxation of the TSP is equal to $\frac{4}{3}$. For 40 years, the best known upper bound was $1.5$, due to Wolsey. Recently, Karlin, Klein, and Oveis Gharan showed that the max entropy algorithm for the TSP gives an improved bound of $1.5 - 10^{-36}$. In this paper, we show that the maximum entropy algorithm is a $\frac{10}{7}$-approximation for half-integral cycle cut instances of the TSP. This class of instances contains examples which demonstrate the subtour LP has an integrality gap of at least $\frac{4}{3}$, as well as examples showing that the performance of the max entropy algorithm is no better than $\frac{11}{8}$. We note that the authors recently gave an algorithm upper bounding the integrality gap of this class of instances by $\frac{4}{3}$, so this work does not (and could not) provide an improved bound on the integrality gap. However, since there is no reason to believe that the analysis of the maximum entropy algorithm on general instances is tight, our work provides hope (and potentially direction) for improved analysis on other instance classes.

cs.DS

Learning-Augmented Online Bipartite Fractional Matching

Online bipartite matching is a fundamental problem in online optimization, extensively studied both in its integral and fractional forms due to its theoretical significance and practical applications, such as online advertising and resource allocation. Motivated by recent progress in learning-augmented algorithms, we study online bipartite fractional matching when the algorithm is given advice in the form of a suggested matching in each iteration. We develop algorithms for both the vertex-weighted and unweighted variants that provably dominate the naive "coin flip" strategy of randomly choosing between the advice-following and advice-free algorithms. Moreover, our algorithm for the vertex-weighted setting extends to the AdWords problem under the small bids assumption, yielding a significant improvement over the seminal work of Mahdian, Nazerzadeh, and Saberi (EC 2007, TALG 2012). Complementing our positive results, we establish a hardness bound on the robustness-consistency tradeoff that is attainable by any algorithm. We empirically validate our algorithms through experiments on synthetic and real-world data.

cs.DS

The Online Submodular Assignment Problem

Online resource allocation is a rich and varied field. One of the most well-known problems in this area is online bipartite matching, introduced in 1990 by Karp, Vazirani, and Vazirani [KVV90]. Since then, many variants have been studied, including AdWords, the generalized assignment problem (GAP), and online submodular welfare maximization. In this paper, we introduce a generalization of GAP which we call the submodular assignment problem (SAP). This generalization captures many online assignment problems, including all classical online bipartite matching problems as well as broader online combinatorial optimization problems such as online arboricity, flow scheduling, and laminar restricted allocations. We present a fractional algorithm for online SAP that is (1-1/e)-competitive. Additionally, we study several integral special cases of the problem. In particular, we provide a (1-1/e-epsilon)-competitive integral algorithm under a small-bids assumption, and a (1-1/e)-competitive integral algorithm for online submodular welfare maximization where the utility functions are given by rank functions of matroids. The key new ingredient for our results is the construction and structural analysis of a "water level" vector for polymatroids, which allows us to generalize the classic water-filling paradigm used in online matching problems. This construction reveals connections to submodular utility allocation markets and principal partition sequences of matroids.

cs.DS

Sample Complexity of Posted Pricing for a Single Item

Selling a single item to $n$ self-interested buyers is a fundamental problem in economics, where the two objectives typically considered are welfare maximization and revenue maximization. Since the optimal mechanisms are often impractical and do not work for sequential buyers, posted pricing mechanisms, where fixed prices are set for the item for different buyers, have emerged as a practical and effective alternative. This paper investigates how many samples are needed from buyers' value distributions to find near-optimal posted prices, considering both independent and correlated buyer distributions, and welfare versus revenue maximization. We obtain matching upper and lower bounds (up to logarithmic factors) on the sample complexity for all these settings.

cs.GT

The Online Submodular Assignment Problem

Online resource allocation is a rich and varied field. One of the most well-known problems in this area is online bipartite matching, introduced in 1990 by Karp, Vazirani, and Vazirani [KVV90]. Since then, many variants have been studied, including AdWords, the generalized assignment problem (GAP), and online submodular welfare maximization. In this paper, we introduce a generalization of GAP which we call the submodular assignment problem (SAP). This generalization captures many online assignment problems, including all classical online bipartite matching problems as well as broader online combinatorial optimization problems such as online arboricity, flow scheduling, and laminar restricted allocations. We present a fractional algorithm for online SAP that is $(1-\frac{1}{e})$-competitive. Additionally, we study several integral special cases of the problem. In particular, we provide a $(1-\frac{1}{e}-\epsilon)$-competitive integral algorithm under a small-bids assumption, and a $(1-\frac{1}{e})$-competitive integral algorithm for online submodular welfare maximization where the utility functions are given by rank functions of matroids. The key new ingredient for our results is the construction and structural analysis of a "water level" vector for polymatroids, which allows us to generalize the classic water-filling paradigm used in online matching problems. This construction reveals connections to submodular utility allocation markets and principal partition sequences of matroids.

cs.DS

A Lower Bound for the Max Entropy Algorithm for TSP

One of the most famous conjectures in combinatorial optimization is the four-thirds conjecture, which states that the integrality gap of the subtour LP relaxation of the TSP is equal to $\frac43$. For 40 years, the best known upper bound was 1.5, due to Wolsey (1980). Recently, Karlin, Klein, and Oveis Gharan (2022) showed that the max entropy algorithm for the TSP gives an improved bound of $1.5 - 10^{-36}$. In this paper, we show that the approximation ratio of the max entropy algorithm is at least 1.375, even for graphic TSP. Thus the max entropy algorithm does not appear to be the algorithm that will ultimately resolve the four-thirds conjecture in the affirmative, should that be possible.

cs.DS

Sample Complexity Analysis for Adaptive Optimization Algorithms with Stochastic Oracles

Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic oracles. Unlike the majority of stochastic methods, these methods do not use a pre-specified sequence of step size parameters, but adapt the step size parameter according to the estimated progress of the algorithm and use it to dictate the accuracy required from the stochastic approximations. The requirements on stochastic approximations are, thus, also adaptive and the oracle costs can vary from iteration to iteration. The step size parameters in these methods can increase and decrease based on the perceived progress, but unlike the deterministic case they are not bounded away from zero due to possible oracle failures, and bounds on the step size parameter have not been previously derived. This creates obstacles in the total complexity analysis of such methods, because the oracle costs are typically decreasing in the step size parameter, and could be arbitrarily large as the step size parameter goes to 0. Thus, until now only the total iteration complexity of these methods has been analyzed. In this paper, we derive a lower bound on the step size parameter that holds with high probability for a large class of adaptive stochastic methods. We then use this lower bound to derive a framework for analyzing the expected and high probability total oracle complexity of any method in this class. Finally, we apply this framework to analyze the total sample complexity of two particular algorithms, STORM and SASS, in the expected risk minimization problem.

math.OC

A 4/3-Approximation Algorithm for Half-Integral Cycle Cut Instances of the TSP

A long-standing conjecture for the traveling salesman problem (TSP) states that the integrality gap of the standard linear programming relaxation of the TSP is at most 4/3. Despite significant efforts, the conjecture remains open. We consider the half-integral case, in which the LP has solution values in $\{0, 1/2, 1\}$. Such instances have been conjectured to be the most difficult instances for the overall four-thirds conjecture. Karlin, Klein, and Oveis Gharan, in a breakthrough result, were able to show that in the half-integral case, the integrality gap is at most 1.49993. This result led to the first significant progress on the overall conjecture in decades; the same authors showed the integrality gap is at most $1.5- 10^{-36}$ in the non-half-integral case. For the half-integral case, the current best-known ratio is 1.4983, a result by Gupta et al. With the improvements on the 3/2 bound remaining very incremental even in the half-integral case, we turn the question around and look for a large class of half-integral instances for which we can prove that the 4/3 conjecture is correct. The previous works on the half-integral case perform induction on a hierarchy of critical tight sets in the support graph of the LP solution, in which some of the sets correspond to "cycle cuts" and the others to "degree cuts". We show that if all the sets in the hierarchy correspond to cycle cuts, then we can find a distribution of tours whose expected cost is at most 4/3 times the value of the half-integral LP solution; sampling from the distribution gives us a randomized 4/3-approximation algorithm. We note that the known bad cases for the integrality gap have a gap of 4/3 and have a half-integral LP solution in which all the critical tight sets in the hierarchy are cycle cuts; thus our result is tight.

cs.DS

Proportionally Fair Online Allocation of Public Goods with Predictions

We design online algorithms for the fair allocation of public goods to a set of $N$ agents over a sequence of $T$ rounds and focus on improving their performance using predictions. In the basic model, a public good arrives in each round, the algorithm learns every agent's value for the good, and must irrevocably decide the amount of investment in the good without exceeding a total budget of $B$ across all rounds. The algorithm can utilize (potentially inaccurate) predictions of each agent's total value for all the goods to arrive. We measure the performance of the algorithm using a proportional fairness objective, which informally demands that every group of agents be rewarded in proportion to its size and the cohesiveness of its preferences. In the special case of binary agent preferences and a unit budget, we show that $O(\log N)$ proportional fairness can be achieved without using any predictions, and that this is optimal even if perfectly accurate predictions were available. However, for general preferences and budget no algorithm can achieve better than $\Theta(T/B)$ proportional fairness without predictions. We show that algorithms with (reasonably accurate) predictions can do much better, achieving $\Theta(\log (T/B))$ proportional fairness. We also extend this result to a general model in which a batch of $L$ public goods arrive in each round and achieve $O(\log (\min(N,L) \cdot T/B))$ proportional fairness. Our exact bounds are parametrized as a function of the error in the predictions and the performance degrades gracefully with increasing errors.

cs.GT

The Two-Stripe Symmetric Circulant TSP is in P

The symmetric circulant TSP is a special case of the traveling salesman problem in which edge costs are symmetric and obey circulant symmetry. Despite the substantial symmetry of the input, remarkably little is known about the symmetric circulant TSP, and the complexity of the problem has been an often-cited open question. Considerable effort has been made to understand the case in which only edges of two lengths are allowed to have finite cost: the two-stripe symmetric circulant TSP. In this paper, we resolve the complexity of the two-stripe symmetric circulant TSP. To do so, we reduce two-stripe symmetric circulant TSP to the problem of finding certain minimum-cost Hamiltonian paths on cylindrical graphs. We then solve this Hamiltonian path problem. Our results show that the two-stripe symmetric circulant TSP is in P. Note that a two-stripe symmetric circulant TSP instance consists of a constant number of inputs (including $n$, the number of cities), so that a polynomial-time algorithm for the decision problem must run in time polylogarithmic in $n$, and a polynomial-time algorithm for the optimization problem cannot output the tour. We address this latter difficulty by showing that the optimal tour must fall into one of two parameterized classes of tours, and that we can output the class and the parameters in polynomial time. Thus we make a substantial contribution to the set of polynomial-time solvable special cases of the TSP, and take an important step towards resolving the complexity of the general symmetric circulant TSP.

cs.DM

Online Bipartite Matching with Advice: Tight Robustness-Consistency Tradeoffs for the Two-Stage Model

Two-stage bipartite matching is a fundamental problem of optimization under uncertainty introduced by Feng, Niazadeh, and Saberi (2021), who study it under the stochastic and adversarial paradigms of uncertainty. We propose a method to interpolate between these paradigms, using the Algorithms with Predictions (ALPS) framework. To elaborate, given some form of information (e.g. a distributional prediction) about the uncertainty, we consider the optimal decision assuming that information is correct to be some "advice", whose accuracy is unknown. In the ALPS framework, we define Consistency to be an algorithm's performance relative to the advice, and Robustness to be an algorithm's performance relative to the hindsight-optimal decision. We characterize the tight tradeoff between Consistency and Robustness for four settings of two-stage matching: unweighted, vertex-weighted, edge-weighted, and fractional budgeted allocation. Additionally, we show our algorithm achieves state-of-the-art performance in both synthetic and real-data simulations.

cs.DS

Cut-Toggling and Cycle-Toggling for Electrical Flow and Other p-Norm Flows

We study the problem of finding flows in undirected graphs so as to minimize the weighted $p$-norm of the flow for any $p > 1$. When $p=2$, the problem is that of finding an electrical flow, and its dual is equivalent to solving a Laplacian linear system. The case $p = \infty$ corresponds to finding a min-congestion flow, which is equivalent to max-flows. A typical algorithmic construction for such problems considers vertex potentials corresponding to the flow conservation constraints, and has two simple types of update steps: cycle toggling, which modifies the flow along a cycle, and cut toggling, which modifies all potentials on one side of a cut. Both types of steps are typically performed relative to a spanning tree $T$; then the cycle is a fundamental cycle of $T$, and the cut is a fundamental cut of $T$. In this paper, we show that these simple steps can be used to give a novel efficient implementation for the $p = 2$ case and to find near-optimal $p$-norm flows in a low number of iterations for all values of $p > 1$. Compared to known faster algorithms for these problems, our algorithms are simpler, more combinatorial, and also expose several underlying connections between these algorithms and dynamic graph data structures that have not been formalized previously.

cs.DS

Online Nash Social Welfare Maximization with Predictions

We consider the problem of allocating a set of divisible goods to $N$ agents in an online manner, aiming to maximize the Nash social welfare, a widely studied objective which provides a balance between fairness and efficiency. The goods arrive in a sequence of $T$ periods and the value of each agent for a good is adversarially chosen when the good arrives. We first observe that no online algorithm can achieve a competitive ratio better than the trivial $O(N)$, unless it is given additional information about the agents' values. Then, in line with the emerging area of "algorithms with predictions", we consider a setting where for each agent, the online algorithm is only given a prediction of her monopolist utility, i.e., her utility if all goods were given to her alone (corresponding to the sum of her values over the $T$ periods). Our main result is an online algorithm whose competitive ratio is parameterized by the multiplicative errors in these predictions. The algorithm achieves a competitive ratio of $O(\log N)$ and $O(\log T)$ if the predictions are perfectly accurate. Moreover, the competitive ratio degrades smoothly with the errors in the predictions, and is surprisingly robust: the logarithmic competitive ratio holds even if the predictions are very inaccurate. We complement this positive result by showing that our bounds are essentially tight: no online algorithm, even if provided with perfectly accurate predictions, can achieve a competitive ratio of $O(\log^{1-ε} N)$ or $O(\log^{1-ε} T)$ for any constant $ε>0$.

cs.GT

High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles

We consider a step search method for continuous optimization under a stochastic setting where the function values and gradients are available only through inexact probabilistic zeroth- and first-order oracles. Unlike the stochastic gradient method and its many variants, the algorithm does not use a pre-specified sequence of step sizes but increases or decreases the step size adaptively according to the estimated progress of the algorithm. These oracles capture multiple standard settings including expected loss minimization and zeroth-order optimization. Moreover, our framework is very general and allows the function and gradient estimates to be biased. The proposed algorithm is simple to describe and easy to implement. Under fairly general conditions on the oracles, we derive a high probability tail bound on the iteration complexity of the algorithm when it is applied to non-convex, convex, and strongly convex (more generally, those satisfying the PL condition) functions. Our analysis strengthens and extends prior results for stochastic step and line search methods.

math.OC

A Combinatorial Cut-Toggling Algorithm for Solving Laplacian Linear Systems

Over the last two decades, a significant line of work in theoretical algorithms has made progress in solving linear systems whose coefficient matrix is the Laplacian matrix of a weighted graph. The solution of the linear system can be interpreted as the potentials of an electrical flow. Kelner, Orrechia, Sidford, and Zhu (STOC 2013) give a combinatorial, near-linear time algorithm that maintains the Kirchoff Current Law, and gradually enforces the Kirchoff Potential Law by updating flows around cycles (cycle toggling). In this paper, we consider a dual version of the algorithm that maintains the Kirchoff Potential Law, and gradually enforces the Kirchoff Current Law by cut toggling: each iteration updates all potentials on one side of a fundamental cut of a spanning tree by the same amount. We prove that this dual algorithm also runs in a near-linear number of iterations. We show, however, that if we abstract cut toggling as a natural data structure problem, this problem can be reduced to the online vector-matrix-vector problem, which has been conjectured to be difficult for dynamic algorithms by Henzinger, Krinninger, Nanongkai, and Saranurak (STOC 2015). The conjecture implies that a straightforward implementation of the cut-toggling algorithm requires essentially linear time per iteration. To circumvent the lower bound, we batch update steps, and perform them simultaneously instead of sequentially. An appropriate choice of batching leads to an $\tilde{O}(m^{1.5})$ time cut-toggling algorithm for solving Laplacian systems. Furthermore, if we sparsify the graph and call our algorithm recursively on the Laplacian system implied by batching and sparsifying, the running time can be reduced to $O(m^{1+\epsilon})$ for any $\epsilon > 0$. Thus, the dual cut-toggling algorithm can achieve (almost) the same running time as its primal cycle-toggling counterpart.

cs.DS

Improved Analysis of RANKING for Online Vertex-Weighted Bipartite Matching in the Random Order Model

In this paper, we consider the online vertex-weighted bipartite matching problem in the random arrival model. We consider the generalization of the RANKING algorithm for this problem introduced by Huang, Tang, Wu, and Zhang (TALG 2019), who show that their algorithm has a competitive ratio of 0.6534. We show that assumptions in their analysis can be weakened, allowing us to replace their derivation of a crucial function $g$ on the unit square with a linear program that computes the values of a best possible $g$ under these assumptions on a discretized unit square. We show that the discretization does not incur much error, and show computationally that we can obtain a competitive ratio of 0.6629. To compute the bound over our discretized unit square we use parallelization, and still needed two days of computing on a 64-core machine. Furthermore, by modifying our linear program somewhat, we can show computationally an upper bound on our approach of 0.6688; any further progress beyond this bound will require either further weakening in the assumptions of $g$ or a stronger analysis than that of Huang et al.

cs.DS