Papers for
network resource managers
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Dynamic algorithms achieve fast updates for submodular maximization
From Linear to Polylogarithmic: Dynamic Submodular Maximization over Matroids
Abstract: We study the problem of submodular maximization under a matroid constraint. In this problem, there is a monotone submodular function $f: 2^{N} \rightarrow \mathbb{R}^+$ and a matroid $M(N, I)$, accessible via value and independence oracles and the goal is to find the independent set $S \in I$ maximizing the objective function, i.e., $f(S) = \max_{I \in I} f(I)$. In the fully dynamic setting, the active ground set $N \subseteq N$ evolves through element insertions and deletions. The goal is to maintain a solution $S \subseteq N$ with $S \in I$ and $f(S) = \max_{I \subseteq N,, I \in I} f(I)$ after each update. Two approximation algorithms have been proposed to solve this problem: Dütting et al. developed a $(4+ε)$-approximation algorithm with an expected amortized update time of $O\!\bigl(\frac{k^2}ε \log k \log n \log^3 \frac{k}ε\bigr)$, and Banihashem et al. achieved a similar approximation with a better update time $O\!\bigl(k \log k \log^3 \frac{k}ε\bigr)$. However, these methods both become inefficient when the rank $k$ of the matroid is large (e.g., when $k = n^{o(1)}$). The central open question in this line of work is whether a fully dynamic algorithm with polylogarithmic update time exists. We resolve this question by presenting the first fully dynamic algorithm for submodular maximization over matroids with polylogarithmic update time. Our algorithm maintains a $(4+ε)$-approximate solution with expected amortized update time $poly(\log n, ε^{-1})$, where $n = |N|$. In particular, the update time is independent of the matroid rank $k$, thereby eliminating the dependence on $k$ and settling the open problem.
Optimal strategies for safe learning in adversarial decision processes
Toward Optimal Regret in Adversarial MDPs with Stochastic Hard Constraints
Abstract: We study episodic constrained Markov decision processes with adversarial losses under stochastic hard constraints. Specifically, starting from a known strictly feasible policy with margin $d$, we seek to obtain optimal regret while satisfying the expected cost constraints in every episode. In this setting, Stradi et al. (2025) show that a carefully designed mixing rule attains regret of order $\widetilde{\mathcal{O}}(\sqrt{T}/\min\{d,d^2\})$. Interestingly, they also provide a lower bound of order $Ω(\sqrt{T}/ρ)$ for the same setting, where $ρ$ is the Slater margin of the offline problem and can be much larger than $d$. In this work, we build on their approach to obtain optimal regret dependence on these margins. Specifically, we propose MA-OPS, an algorithm that combines an optimistic search for the Slater margin with a pessimistic evaluation of the selected policies to safely learn a policy with a large feasibility margin. This policy is then used to minimize regret while satisfying the constraints at every episode. In particular, we show that MA-OPS attains regret $\widetilde{\mathcal{O}}(\sqrt{T}/ρ+ 1/(dρ))$. Finally, we provide a matching lower bound, showing that the dependence on $T$, $d$, $ρ$ in the regret bound is optimal up to logarithmic factors.