Near-Optimal Sparsifiers for Stochastic Knapsack and Assignment Problems

TL;DR

This paper introduces a polyhedral sparsification framework for stochastic packing problems, enabling near-optimal solutions with query sets of polynomial size, independent of problem dimensions, especially for knapsack and assignment problems.

Contribution

It develops a novel polyhedral sparsification method that achieves near-optimal solutions for complex stochastic packing problems with query sets of polynomial degree, surpassing previous cardinality-based approaches.

Findings

Polyhedral sparsifiers achieve (1 - epsilon)-approximation for knapsack and assignment problems.

Query sets of polynomial size suffice for near-optimal solutions, independent of problem dimensions.

Efficient algorithms identify these query sets despite hardness results for related problems.

Abstract

When uncertainty meets costly information gathering, a fundamental question emerges: which data points should we probe to unlock near-optimal solutions? Sparsification of stochastic packing problems addresses this trade-off. The existing notions of sparsification measure the level of sparsity, called degree, as the ratio of queried items to the optimal solution size. While effective for matching and matroid-type problems with uniform structures, this cardinality-based approach fails for knapsack-type constraints where feasible sets exhibit dramatic structural variation. We introduce a polyhedral sparsification framework that measures the degree as the smallest scalar needed to embed the query set within a scaled feasibility polytope, naturally capturing redundancy without relying on cardinality. Our main contribution establishes that knapsack, multiple knapsack, and generalized assignment problems admit (1 - epsilon)-approximate sparsifiers with degree polynomial in 1/p and 1/epsilon -- where p denotes the independent activation probability of each element -- remarkably independent of problem dimensions. The key insight involves grouping items with similar weights and deploying a charging argument: when our query set misses an optimal item, we either substitute it with a queried item from the same group or leverage that group's excess contribution to compensate for the loss. This reveals an intriguing complexity-theoretic separation -- while the multiple knapsack problem lacks an FPTAS and generalized assignment is APX-hard, their sparsification counterparts admit efficient (1 - epsilon)-approximation algorithms that identify polynomial-degree query sets. Finally, we raise an open question: can such sparsification extend to general integer linear programs with degree independent of problem dimensions?