arXiv:2411.13513cs.GTcs.DS2024-11被引 4

用近似优化方法设计高效且激励相容的采购拍卖机制

Procurement Auctions via Approximately Optimal Submodular Optimization

  • 将子模函数优化算法转化为满足激励相容的拍卖机制
  • 在对抗性环境下仍能实现约1/2的福利近似率
  • 适用于大规模真实数据集,适合系统设计与平台经济研究

我们研究采购拍卖,其中拍卖人需从具有私有成本的战略卖家处获取服务,服务品质由拍卖人知晓的子模函数衡量。目标是设计计算高效的拍卖机制,以近似最大化所获服务品质与总成本之间的差值,同时保证激励相容(IC)、卖家个体理性(IR)和拍卖人非负盈余(NAS)。贡献包括:(i) 改进现有非正子模函数最大化的分析;(ii) 构建将子模优化算法转化为保持IC、IR、NAS及近似性的机制框架,适用于离线与在线场景(卖家以对抗顺序到达,需不可撤销决策)。还探讨能否将先进子模优化算法转为对抗设定下的降价拍卖,证明满足双准则(1/2, 1)-近似的算法可有效适配。建立降价拍卖与在线子模优化的联系,并在包含数千卖家的真实数据集上实例化框架,实证比较其福利表现。

原文摘要 · Abstract (English)

We study procurement auctions, where an auctioneer seeks to acquire services from strategic sellers with private costs. The quality of services is measured by a submodular function known to the auctioneer. Our goal is to design computationally efficient procurement auctions that (approximately) maximize the difference between the quality of the acquired services and the total cost of the sellers, while ensuring incentive compatibility (IC), individual rationality (IR) for sellers, and non-negative surplus (NAS) for the auctioneer. Our contributions are twofold: (i) we provide an improved analysis of existing algorithms for non-positive submodular function maximization, and (ii) we design efficient frameworks that transform submodular optimization algorithms into mechanisms that are IC, IR, NAS, and approximation-preserving. These frameworks apply to both the offline setting, where all sellers' bids and services are available simultaneously, and the online setting, where sellers arrive in an adversarial order, requiring the auctioneer to make irrevocable decisions. We also explore whether state-of-the-art submodular optimization algorithms can be converted into descending auctions in adversarial settings, where the schedule of descending prices is determined by an adversary. We show that a submodular optimization algorithm satisfying bi-criteria $(1/2, 1)$-approximation in welfare can be effectively adapted to a descending auction. Additionally, we establish a connection between descending auctions and online submodular optimization. Finally, we demonstrate the practical applications of our frameworks by instantiating them with state-of-the-art submodular optimization algorithms and empirically comparing their welfare performance on publicly available datasets with thousands of sellers.

采购拍卖子模优化机制设计在线算法

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。