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We consider the following general network design problem. The input is an asymmetric metric (V, c), root [Formula: see text], monotone submodular function [Formula: see text], and budget B. The goal is to find an r-rooted arborescence T of cost at most B that maximizes f(T). Our main result is a simple quasi-polynomial time [Formula: see text]-approximation algorithm for this problem, in which [Formula: see text] is the number of vertices in an optimal solution. As a consequence, we obtain an [Formula: see text]-approximation algorithm for directed (polymatroid) Steiner tree in quasi-polynomial time. We also extend our main result to a setting with additional length bounds at vertices, which leads to improved [Formula: see text]-approximation algorithms for the single-source buy-at-bulk and priority Steiner tree problems. For the usual directed Steiner tree problem, our result matches the best previous approximation ratio but improves significantly on the running time. For polymatroid Steiner tree and single-source buy-at-bulk, our result improves prior approximation ratios by a logarithmic factor. For directed priority Steiner tree, our result seems to be the first nontrivial approximation ratio. Under certain complexity assumptions, our approximation ratios are the best possible (up to constant factors). 

We study the assortment optimization problem when customer choices are governed by the paired combinatorial logit model. We study unconstrained, cardinality-constrained, and knapsack-constrained versions of this problem, which are all known to be NP-hard. We design efficient algorithms that compute approximately optimal solutions, using a novel relation to the maximum directed cut problem and suitable linear-program rounding algorithms. We obtain a randomized polynomial time approximation scheme for the unconstrained version and performance guarantees of 50% and [Formula: see text] for the cardinality-constrained and knapsack-constrained versions, respectively. These bounds improve significantly over prior work. We also obtain a performance guarantee of 38.5% for the assortment problem under more general constraints, such as multidimensional knapsack (where products have multiple attributes and there is a knapsack constraint on each attribute) and partition constraints (where products are partitioned into groups and there is a limit on the number of products selected from each group). In addition, we implemented our algorithms and tested them on random instances available in prior literature. We compared our algorithms against an upper bound obtained using a linear program. Our average performance bounds for the unconstrained, cardinality-constrained, knapsack-constrained, and partition-constrained versions are over 99%, 99%, 96%, and 99%, respectively. 

We consider a variant of the vehicle routing problem (VRP) where each customer has a unit demand and the goal is to minimize the total cost of routing a fleet of capacitated vehicles from one or multiple depots to visit all customers. We propose two parallel algorithms to efficiently solve the column-generation-based linear-programming relaxation for this VRP. Specifically, we focus on algorithms for the “pricing problem,” which corresponds to the resource-constrained elementary shortest path problem. The first algorithm extends the pulse algorithm for which we derive a new bounding scheme on the maximum load of any route. The second algorithm is based on random coloring from parameterized complexity which can be also combined with other techniques in the literature for improving VRPs, including cutting planes and column enumeration. We conduct numerical studies using VRP benchmarks (with 50–957 nodes) and instances of a medical home care delivery problem using census data in Wayne County, Michigan. Using parallel computing, both pulse and random coloring can significantly improve column generation for solving the linear programming relaxations and we can obtain heuristic integer solutions with small optimality gaps. Combining random coloring with column enumeration, we can obtain improved integer solutions having less than 2% optimality gaps for most VRP benchmark instances and less than 1% optimality gaps for the medical home care delivery instances, both under a 30-minute computational time limit. The use of cutting planes (e.g., robust cuts) can further reduce optimality gaps on some hard instances, without much increase in the run time. Summary of Contribution: The vehicle routing problem (VRP) is a fundamental combinatorial problem, and its variants have been studied extensively in the literature of operations research and computer science. In this paper, we consider general-purpose algorithms for solving VRPs, including the column-generation approach for the linear programming relaxations of the integer programs of VRPs and the column-enumeration approach for seeking improved integer solutions. We revise the pulse algorithm and also propose a random-coloring algorithm that can be used for solving the elementary shortest path problem that formulates the pricing problem in the column-generation approach. We show that the parallel implementation of both algorithms can significantly improve the performance of column generation and the random coloring algorithm can improve the solution time and quality of the VRP integer solutions produced by the column-enumeration approach. We focus on algorithmic design for VRPs and conduct extensive computational tests to demonstrate the performance of various approaches. 

We consider the problem of makespan minimization on unrelated machines when job sizes are stochastic. The goal is to find a fixed assignment of jobs to machines, to minimize the expected value of the maximum load over all the machines. For the identical-machines special case when the size of a job is the same across all machines, a constant-factor approximation algorithm has long been known. Our main result is the first constant-factor approximation algorithm for the general case of unrelated machines. This is achieved by (i) formulating a lower bound using an exponential-size linear program that is efficiently computable and (ii) rounding this linear program while satisfying only a specific subset of the constraints that still suffice to bound the expected makespan. We also consider two generalizations. The first is the budgeted makespan minimization problem, where the goal is to minimize the expected makespan subject to scheduling a target number (or reward) of jobs. We extend our main result to obtain a constant-factor approximation algorithm for this problem. The second problem involves q-norm objectives, where we want to minimize the expected q-norm of the machine loads. Here we give an [Formula: see text]-approximation algorithm, which is a constant-factor approximation for any fixed q. 

We study a general stochastic ranking problem in which an algorithm needs to adaptively select a sequence of elements so as to “cover” a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario is captured by an individual submodular function, in which the scenario is said to be covered when its function value goes above a given threshold. We obtain a logarithmic factor approximation algorithm for this adaptive ranking problem, which is the best possible (unless P = NP). This problem unifies and generalizes many previously studied problems with applications in search ranking and active learning. The approximation ratio of our algorithm either matches or improves the best result known in each of these special cases. Furthermore, we extend our results to an adaptive vehicle-routing problem, in which costs are determined by an underlying metric. This routing problem is a significant generalization of the previously studied adaptive traveling salesman and traveling repairman problems. Our approximation ratio nearly matches the best bound known for these special cases. Finally, we present experimental results for some applications of adaptive ranking.