1. Contention Resolution Schemes: Offline and Online
Moran Feldman
The Open University of Israel
Based On
Submodular function maximization via the multilinear relaxation and contention resolution schemes.
Chandra Chekuri, Jan Vondrák and Rico Zenklusen, SIAM J. Comput 2014.
A stochastic probing problem with applications.
Anupam Gupta and Viswanath Nagarajan, IPCO 2013.
Online Contention Resolution Schemes.
Moran Feldman, Ola Svensson and Rico Zenklusen, SODA 2016.

2. Talk Objectives Study a new tool Contention Resolution Schemes
Demonstrate using a few applications.
Main objective
Promote the use of this tool in additional applications/fields.

3. Constraints Ground set N. A constraint is a down-closed subset F  2N.
We say that a set is feasible (in F) if it belongs to F.
The intersection of more than two constraints can be defined similarly.
The elements of N are mapped to the edges of a graph G = (V, N).
A set S  N is feasible if it is a legal matching in G.
Constraint Examples
A matching constraint
A knapsack constraint
Each element is associated with a weight.
A set S  N is feasible if the total weight of the elements in S is at most B.
A collection F of sets is down-closed if:
(a) A  F
(b) B  A
B  F
Constraints Intersection
The intersection of two constraints F1 and F2 is a new constraint F = F1  F2.
A set is feasible in F if and only if it is feasible in both F1 and F2.

4. The integral vectors of P are:
Relaxations
A polytope P is a relaxation of a constraint F
1S  {0, 1}N is the characteristic vector of a set S  N
Reminder:
The integral vectors of P are:
{1S : S  F}
Remarks
A polytope is the relaxation of at most one constraint.
A relaxation P of a constraint F contains the convex hull of F. P F

5. Contention Resolution Schemes
A contention resolution scheme (CRS) x for a relaxation P of constraint F is a (random) function from 2N to 2N.
For every set S  N:
The function x might depend on the parameter x  P.
(a) x(S)  S
(b) x(S)  F
This CRS ignores the parameter x.
Example – Matching Constraint
Scan the elements (edges) of S in some arbitrary (fixed) order.
For every edge uv, add it to the solution if no previous edge hits u or v.

6. Balanced CRSs
Given a vector x  [0, 1]N, R(x) is a random set containing every element e  N with probability x(e), independently.
A CRS x is (b, c)-balanced if:
Given a vector x  [0, 1]N, R(x) is a random set containing every element u  N with probability x(u), independently.
A CRS x is c-balanced if: b
Application - Approximation Algorithm
Solve the LP:
Output x(R(x)).
Application - Approximation Algorithm
Solve the LP:
Output x(R(b  x)).
Always outputs a set in F.
bc-approximation for finding a set in F maximizing the weight function w.
Always outputs a set in F.
c-approximation for finding a set in F maximizing the weight function w.

7. Analyzing the Matching CRS
Relaxation
Conclusion
The matching CRS is (b, (1 – b)2)-balanced.
For b = 1/3 we get  0.15-approximation.
In R(b  x)
Fix an edge uv.
No other edge in R(b  x) hits u with probability 1 – b.
No other edge in R(b  x) hits v with probability 1 – b.
The above two events are independent.

8. Edges of S2 must appear after uv.
Monotone CRSs
A CRS x is monotone if:
Observation
The matching CRS is monotone.
Why?
The matching CRS is not randomized, so we need to prove:
Edges of S2 must appear after uv. v u

9. Combing Monotone CRSs A (b, c1)-balanced CRS 1,x for polytope P1.
Consider the function x(S) = 1,x(S)  2,x(S).
Observation
x(S) is a CRS for P1  P2.
Question
How good is x(S)?
Generalizes to the intersection of multiple constraints in the natural way.
Lemma
If 1,x(S) and 2,x(S) are monotone, then x(S) is a monotone (b, c1  c2)-balanced CRS.

10. Proof Idea Monotonicity (b, c1  c2)-Balance We need to show:
By the FKG inequality
Decreasing function of S
Decreasing function of S

11. Examples Some Known CRSs
(b, e-2b)-balanced monotone CRS for matching polytopes
(b, (1 – e-b)/b)-balanced monotone CRS for matroid polytopes
(1 – ε, 1 – ε)-balanced monotone CRS for knapsack polytopes
Requires preprocessing.
There is a (b, e-4b)-balanced CRS for the intersection of two matching constraints.
For b = 1/4, we get  approximation.
There is a (b, (e-2b – e-3b)/b - ε)-balanced CRS for the intersection of a matching, a matroid and a knapsack constraints.
For b = 0.4, we get  approximation.
Involving two different graph.

12. Summary
Quick (often non-optimal) approximation for involved constraints formed as the intersection of simple constraints.
Quick to prove
Often efficient
The same ideas can be extended also to submodular objective functions.
True also for the rest of the talk.

13. Stochastic Probing - Application
Setting
A ground set N.
Every element e  N has a weight we.
Every element e  N is active with probability pe.
Known
Algorithm (Policy)
Can decide in each step which element to probe (if any).
When an element e  N is probed:
The algorithm learns whether e is active.
If e is active it must be added to the solution.
Objective
Construct a maximum weight solution.
The probing must obey two constraints: inner and outer.

14. Stochastic Probing (cont.)
Inner Constraint
The solution must obey an inner constraint Fin  2N with relaxation Pin.
Outer Constraint
The set of probed elements must obey an outer constraint Fout  2N with relaxation Pout.
Obeys the outer constraint
Obeys the inner constraint
Corollary
The algorithm can probe an element e only if adding e does not violate neither Fin nor Fout.

15. Relaxation LP w is the vector of element weights
p is the vector of activation probabilities
Intuition
x(e) is the probability of probing element e.
y(e) is the probability of element e to be both probed and active.
Every legal algorithm induces a feasible solution.

16. Our Objective Given: A (b, c1)-balanced monotone CRS x,out for Pout.
A (b, c2)-balanced monotone CRS x,in for Pin.
An algorithm for the stochastic probing with a non-trivial approximation ratio.
Spoiler: we aim for an approximation ratio of b  c1  c2.
Unfortunately, this is unknown.
We need the CRS x,in to have an additional property.

17. Ordered CRS A CRS x is ordered if:
x constructs x(S) by examining the elements in a (possibly random) order .
For every examined element e the CRS x:
Learns whether e  S.
If e  S, decides whether to add e to x(S).
Remark
x does not know whether elements that have not been examined yet belong to S.
Am I in S?
Am I in S?
Am I in S?
Remark
When calculating x(R(x)) the membership of an element e in R(x) can be decided only when x examines e.

18. Ordered CRS Examples Matching
The matching CRS presented earlier is an ordered CRS.
Some Additional Ordered CRSs
(b, 1 – b)-balanced ordered monotone CRS for matroids.
(b, e-2b)-balanced ordered monotone CRS for matchings.
(b, 1 – 1 / (2 – 2b))-balanced ordered monotone CRS for knapsack constraints (assuming b ≤ ½).
(b, 1 – k  b)-balanced ordered monotone CRS for k-systems.
(b, 1 – 6b)-balanced ordered monotone CRS for unsplittable flow on trees (assuming “no bottlenecks” and b ≤ 60-1).

19. The algorithm obeys the outer constraint.
Reminder
x(e) – The probability of probing e according to the relaxation.
y(e) – The probability of e to be both probed and active according to the relaxation.
w  y – The value we need to compete with.
Black Boxes
x,out – (b, cout)-balanced monotone CRS for Pout.
x,in – (b, cin)-balanced ordered monotone CRS for Pin.
The algorithm obeys the outer constraint.
First Step
Choose a random set Rout ∼ R(b  x), and let Q = x,out(Rout).
Only (some) elements from Q will be probed.

20. Algorithm (cont.) First Step
Choose a random set Rout ∼ R(x), and let Q = x,out(Rout).
Only (some) elements from Q will be probed.
Every element e belongs to Rout with probability bx(e)pe = by(e), independently.
Second Step
We construct a set random set Rin ∼ R(b  y) on the fly.
For every element y,in(Rin) examines:
Is e  Rout?
Is e  Q?
Yes
Yes
Will y,in except e if it is in Rin?
e is not in Rin No
e is in Rin with probability pe No No
Yes
Probe e. e is in Rin if it is active

21. Algorithm (cont.) Solution x,out(Rout)  y,in(Rin)
The algorithm obeys the inner constraint.
By the FKG inequality:
Pr[e is selected]  cin  cout  [by(e)].
Is e  Rout?
Is e  Q?
Yes
Yes
Will y,in except e if it is in Rin?
e is not in Rin No
e is in Rin with probability pe No No
Yes
Probe e. e is in Rin if it is active

22. Adversaries An ordered CRS examines elements in an order it specifies.
What happens if the order is determined by an adversary?
Offline Adversary
Specifies the order at the beginning, knowing nothing beside x.
Almighty Adversary
Knows everything: R(x) and the (future) random bits of the algorithm.
Online Adversary
Chooses the order online. Has the same knowledge as the algorithm.

23. Greedy OCRSs Online CRS (OCRS)
Examine the elements in an adversarial order.
When examining an element e:
Learns whether e belongs to R(bx).
If e  R(bx), decides whether to add e to the output.
Greedy OCRS for a Relaxation P
Let F be the constraint of P.
Defined by a (possibly random) constraint Fx  F.
Let S   be the output.
When examining an element e  R(bx):
Add e to S if S  {e}  Fx.

24. Selectability We need a quality measure like balance for OCRSs.
An OCRS Fx is (b, c)-selectable if:
Intuition
With probability c the set R(bx) has the property:
If we add to the output a subset of R(bx) that is legal in Fx,
then e can also be added to the output.
If Fx is (b, c)-selectable,
then every element e  N is in the output with probability at least bc  x(e).

25. Matching OCRS Matching CRS
Scan the elements (edges) of S in some arbitrary (fixed) order.
For every edge uv, add it to the solution if no previous edge hits u or v.
Matching Greedy OCRS
Scan the elements (edges) of S in the order specified by the adversary.
For every edge uv, add it to the solution if no edge of the current output hits u or v.
Depends on rejected edges.
Not a greedy OCRS.
Observations
In this OCRS Fx = F.
For an edge uv, with probability (1 – b)2 no other edge in R(bx) hits u or v.
(b, (1 – b)2)-selectable.

26. No need for monotonicity this time.
More OCRSs
Some Additional OCRSs
(b, 1 – b)-selectable greedy OCRS for matroids.
(b, e-2b)-selectable greedy OCRS for matchings.
(b, 1 – 1 / (2 – 2b))-selectable greedy OCRS for knapsack constraints (assuming b ≤ ½).
A (b, c1)-selectable greedy OCRS F1,x for polytope P1.
A (b, c2)-selectable greedy OCRS F2,x for polytope P2.
No need for monotonicity this time.
Consider the constraint Fx = F1,x  F2,x.
Observation
Fx is a greedy OCRS for P1  P2.
Fx is (b, c1c2)-selectable.

27. Stochastic Probing and OCRSs
One can implement the algorithm for stochastic probing with greedy OCRSs Fx,out and Fx,in instead of the CRSs x,out and x,in.
If Fx,out is (b, cout)-selectable and Fx,in is (b, cin)-selectable then we get a bcoutcin-approximation.
Advantage 1
Previously the algorithm examined elements in the order determined by x,in.
Fx,in can work with an adversarial order.
Allows adversarial ordering.
The adversary points at elements, and the algorithm must decide immediately whether to probe the pointed element.

28. Advantage 2 - Deadlines Problem Extension
Each element e  N specifies a deadline de.
If the algorithm probes e, this must be one of the first de probes.
Idea
Consider the elements in a non-decreasing deadline order.
Introduce a second outer constraint:
d: Probe at most d elements of {e  N | de  d}.
Note that we assume again that the algorithm control the order.
Chain of sets
Laminar matroid constraint

29. Advantage 2 – Deadlines (cont.)
We need a specific order of examining elements
The inner constraint is unchanged
Two outer constraints:
The original
Laminar matroid
OCRSs let us handle arbitrary orders
(b, cin)-selectable OCRS for the inner constraint
Corresponding OCRS:
(b, cout)-selectable
(b, 1 – b)-selectable
Approximation ratio for “Stochastic Probing with Deadlines”:
b(1 – b)cincout
Combined OCRS:
(b, (1 – b)cout)-selectable

30. More Applications Prophet Inequality
Each element takes a random value from a known distribution.
The elements are examined in some order.
For every examined element:
The algorithm learns its realized value.
Must decide immediately whether to add it to the solution (subject to some constraint).
Even determined by an almighty adversary
(b, c)-selectable OCRS for a constraint
bc-approximation for maximizing the total value

31. More Applications (cont.)
Constrained Oblivious Posted Price Mechanisms
Each buyer is willing to pay an amount chosen from a known distribution.
The buyers arrive in an adversarial order.
For every arriving buyer:
The algorithm can skip the buyer or offer her a take-it-or-leave-it price, respecting a supply constraint.
The buyer takes the offer if this is beneficial for her.
Truthful
The mechanism must, in fact, obey additional properties.
(b, c)-selectable OCRS for a constraint
bc-competitive mechanism compared to the
optimal truthful mechanism

32. OCRS for the Graphical Matroid
Defined by a graph G = (V, E).
The elements of the matroid are the edges of E.
A set S  E of edges is feasible (independent) if it forms a forest (i.e., it contains no cycles).
A similar proof works for general matroids.
Relaxation
The convex hull of the characteristic vectors of all forests.
One can efficiently optimize linear functions over this polytope.

33. OCRS for the Graphical Matroid (cont.)
This is the vector x from the relaxation polytope.
Every edge e appears with probability bx(e). [b = ½ here]
0.4
0.2
0.25
0.35
0.1
0.05
0.3
0.5
0.8
0.4
0.5
0.7
0.2
0.1
0.6 1

34. OCRS for the Graphical Matroid (cont.)
We are interested in the probability of an edge to be spanned by other edges.
Edges that are likely to be spanned have to be protected.
0.4
0.2
0.25
0.35
0.1
0.05
0.3
0.5

35. After contracting S no edge is likely to be spanned.
Technical Tool
Theorem
There exists a set S  E of edges such that:
Inside the contracted region it is OK to have an arbitrary forest.
Like in the original problem…
After contracting S no edge is likely to be spanned.
0.4
0.2
0.25
0.35
0.1
0.05
0.3
0.5
0.4
0.2
0.1

36. We made advanecment since S  N.
Complete OCRS
Case 1
For an edge e  S, accept the edge if it is not spanned in the contracted graph G(V, E) / S.
The edge is accepted with probability at least 1 - b.
Case 2
For an edge e  S, feed it to the same OCRS on the induced graph G(V, S).
We made advanecment since S  N.
A (b, 1 – b)-selectable OCRS for the graphical matroid.

37. Questions?