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In the minimum eigenvalue problem, we are given a collection of vectors and the goal is to pick a subset B to maximize the minimum eigenvalue of the matrix formed by the sum of their outer products. We give a -time randomized algorithm that finds an assignment subject to a partition constraint whose minimum eigenvalue is at least $1-\epsilon$ times the optimum, with high probability. As a byproduct, we also get a simple algorithm for an algorithmic version of Kadison-Singer problem. 

Online advertising has motivated interest in online selection problems. Displaying ads to the right users benefits both the platform (e.g., via pay-per-click) and the advertisers (by increasing their reach). In practice, not all users click on displayed ads, while the platform’s algorithm may miss the users most disposed to do so. This mismatch decreases the platform’s revenue and the advertiser’s chances to reach the right customers. With this motivation, we propose a secretary problem where a candidate may or may not accept an offer according to a known probability p. Because we do not know the top candidate willing to accept an offer, the goal is to maximize a robust objective defined as the minimum over integers k of the probability of choosing one of the top k candidates, given that one of these candidates will accept an offer. Using Markov decision process theory, we derive a linear program for this max-min objective whose solution encodes an optimal policy. The derivation may be of independent interest, as it is generalizable and can be used to obtain linear programs for many online selection models. We further relax this linear program into an infinite counterpart, which we use to provide bounds for the objective and closed-form policies. For [Formula: see text], an optimal policy is a simple threshold rule that observes the first [Formula: see text] fraction of candidates and subsequently makes offers to the best candidate observed so far.

Funding: Financial support from the U.S. National Science Foundation [Grants CCF-2106444, CCF-1910423, and CMMI 1552479] is gratefully acknowledged.

 

In an instance of the weighted Nash Social Welfare problem, we are given a set of m indivisible items, G,and n agents, A, where each agent i in A has a valuation v_ij for each item j in G. In addition, every agent i has a non-negative weight w_i such that the weights collectively sum up to 1. The goal is to find an assignment that maximizes the weighted Nash Social welfare objective. When all the weights equal to 1/n , the problem reduces to the classical Nash Social Welfare problem, which has recently received much attention. In this work, we present a approximation algorithm for the weighted Nash Social Welfare problem that depends on the KL-divergence between the distribution w and the uniform distribution on [n]. We generalize the convex programming relaxations for the symmetric variant of Nash Social Welfare presented in [CDG+17, AGSS17] to two different mathematical programs. The first program is convex and is necessary for computational efficiency, while the second program is a non-convex relaxation that can be rounded efficiently. The approximation factor derives from the difference in the objective values of the convex and non-convex relaxation. 

In an instance of the weighted Nash Social Welfare problem, we are given a set of m indivisible items, G, and n agents, A, where each agent i in A has a valuation v_ij ≥ 0 for each item j in G. In addition, every agent i has a non-negative weight w_i such that the weights collectively sum up to 1. The goal is to find an assignment of items to players that maximizes the weighted geometric mean of the valuation received by the players. When all the weights are equal, the problem reduces to the classical Nash Social Welfare problem, which has recently received much attention. In this work, we present an approximation algorithm whose approximation depends on the KL-divergence between the weight distribution and the uniform distribution. We generalize the convex programming relaxations for the symmetric variant of Nash Social Welfare presented in [CDG+17, AGSS17] to two different mathematical programs. The first program is convex and is necessary for computational efficiency, while the second program is a non-convex relaxation that can be rounded efficiently. The approximation factor derives from the difference in the objective values of the convex and non-convex relaxation. 

We consider the Max-3-Section problem, where we are given an undirected graph G = (V, E) equipped with non-negative edge weights w : E → R+ and the goal is to find a partition of V into three equisized parts while maximizing the total weight of edges crossing between different parts. Max-3-Section is closely related to other well-studied graph partitioning problems, e.g., Max-Cut, Max-3-Cut, and Max-Bisection. We present a polynomial time algorithm achieving an approximation of 0.795, that improves upon the previous best known approximation of 0.673. The requirement of multiple parts that have equal sizes renders Max-3-Section much harder to cope with compared to, e.g., Max-Bisection. We show a new algorithm that combines the existing approach of Lassere hierarchy along with a random cut strategy that suffices to give our result. 

Given a set of facilities and clients, and costs to open facilities, the classic facility location problem seeks to open a set of facilities and assign each client to one open facility to minimize the cost of opening the chosen facilities and the total distance of the clients to their assigned open facilities. Such an objective may induce an unequal cost over certain socioeconomic groups of clients (i.e., total distance traveled by clients in such a group). This is important when planning the location of socially relevant facilities such as emergency rooms. In this work, we consider a fair version of the problem where we are given 𝑟 clients groups that partition the set of clients, and the distance of a given group is defined as the average distance of clients in the group to their respective open facilities. The objective is to minimize the Minkowski 𝑝-norm of vector of group distances, to penalize high access costs to open facilities across 𝑟 groups of clients. This generalizes classic facility location (𝑝 = 1) and the minimization of the maximum group distance (𝑝 = ∞). However, in practice, fairness criteria may not be explicit or even known to a decision maker, and it is often unclear how to select a specific "𝑝" to model the cost of unfairness. To get around this, we study the notion of solution portfolios where for a fixed problem instance, we seek a small portfolio of solutions such that for any Minkowski norm 𝑝, one of these solutions is an 𝑂(1)-approximation. Using the geometric relationship between various 𝑝-norms, we show the existence of a portfolio of cardinality 𝑂(log 𝑟), and a lower bound of (\sqrt{log r}). There may not be common structure across different solutions in this portfolio, which can make planning difficult if the notion of fairness changes over time or if the budget to open facilities is disbursed over time. For example, small changes in 𝑝 could lead to a completely different set of open facilities in the portfolio. Inspired by this, we introduce the notion of refinement, which is a family of solutions for each 𝑝-norm satisfying a combinatorial property. This property requires that (1) the set of facilities open for a higher 𝑝-norm must be a subset of the facilities open for a lower 𝑝-norm, and (2) all clients assigned to an open facility for a lower 𝑝-norm must be assigned to the same open facility for any higher 𝑝-norm. A refinement is 𝛼-approximate if the solution for each 𝑝-norm problem is an 𝛼-approximation for it. We show that it is sufficient to consider only 𝑂(log 𝑟) norms instead of all 𝑝-norms, 𝑝 ∈ [1, ∞] to construct refinements. A natural greedy algorithm for the problem gives a poly(𝑟)-approximate refinement, which we improve to poly(r^1/\sqrt{log 𝑟})-approximate using a recursive algorithm. We improve this ratio to 𝑂(log 𝑟) for the special case of tree metric for uniform facility open cost. Our recursive algorithm extends to other settings, including to a hierarchical facility location problem that models facility location problems at several levels, such as public works departments and schools. A full version of this paper can be found at https://arxiv.org/abs/2211.14873. 

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics [Puk06], convex geometry [Kha96], fair allocations [AGSS16], combinatorics [AGV18], spectral graph theory [NST19a], network design, and random processes [KT12]. In an instance of a determinant maximization problem, we are given a collection of vectors U = {v1, . . . , vn} ⊂ Rd , and a goal is to pick a subset S ⊆ U of given vectors to maximize the determinant of the matrix ∑i∈S vivi^T. Often, the set S of picked vectors must satisfy additional combinatorial constraints such as cardinality constraint (|S| ≤ k) or matroid constraint (S is a basis of a matroid defined on the vectors). In this paper, we give a polynomial-time deterministic algorithm that returns a r O(r)-approximation for any matroid of rank r ≤ d. This improves previous results that give e O(r^2)-approximation algorithms relying on e^O(r)-approximate estimation algorithms [NS16, AG17,AGV18, MNST20] for any r ≤ d. All previous results use convex relaxations and their relationship to stable polynomials and strongly log-concave polynomials. In contrast, our algorithm builds on combinatorial algorithms for matroid intersection, which iteratively improve any solution by finding an alternating negative cycle in the exchange graph defined by the matroids. While the det(.) function is not linear, we show that taking appropriate linear approximations at each iteration suffice to give the improved approximation algorithm. 

We study optimal design problems in which the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector. We study the [Formula: see text]-optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of the vector being measured. We introduce the proportional volume sampling algorithm to obtain nearly optimal bounds in the asymptotic regime when the number [Formula: see text] of measurements made is significantly larger than the dimension [Formula: see text] and obtain the first approximation algorithms whose approximation factor does not degrade with the number of possible measurements when [Formula: see text] is small. The algorithm also gives approximation guarantees for other optimal design objectives such as [Formula: see text]-optimality and the generalized ratio objective, matching or improving the previously best-known results. We further show that bounds similar to ours cannot be obtained for [Formula: see text]-optimal design and that [Formula: see text]-optimal design is NP-hard to approximate within a fixed constant when [Formula: see text].