We study a bilevel optimization problem which is a zero-sum Stackelberg game. In this problem, there are two players, a leader and a follower, who pick items from a common set. Both the leader and the follower have their own (multi-dimensional) budgets, respectively. Each item is associated with a profit, which is the same to the leader and the follower, and will consume the leader's (follower's) budget if it is selected by the leader (follower). The leader and the follower will select items in a sequential way: First, the leader selects items within the leader's budget. Then the follower selects items from the remaining items within the follower's budget. The goal of the leader is to minimize the maximum profit that the follower can obtain. Let $s_A$ and $s_B$ be the dimension of the leader's and follower's budget, respectively. A special case of our problem is the bilevel knapsack problem studied by Caprara et al. [SIAM Journal on Optimization, 2014], where $s_A=s_B=1$. We consider the general problem and obtain an $(s_B+\epsilon)$-approximation algorithm when $s_A$ and $s_B$ are both constant. In particular, if $s_B=1$, our algorithm implies a PTAS for the bilevel knapsack problem, which is the first O(1)-approximation algorithm. We also complement our result by showing that there does not exist any $(4/3-\epsilon)$-approximation algorithm even if $s_A=1$ and $s_B=2$. We also consider a variant of our problem with resource augmentation when $s_A$ and $s_B$ are both part of the input. We obtain an O(1)-approximation algorithm with O(1)-resource augmentation, that is, we give an algorithm that returns a solution which exceeds the given leader's budget by O(1) times, and the objective value achieved by the solution is O(1) times the optimal objective value that respects the leader's budget.
翻译:我们研究的是双级优化问题, 它是一个零和 Ockelberg 游戏。 在这个问题上, 有两个玩家, 一位领导者和一位追随者, 从一个共同的游戏中挑选项目。 领导者和追随者各自都有自己的( 多维) 预算。 每个项目都与利润相关, 与领导者和追随者相同, 如果由领导者( 追随者) 选择了领导者( 跟踪者) 的预算, 领导者和追随者将按顺序选择项目 : 首先, 领导者在领导预算中选择项目。 然后, 领导者从追随者预算的剩余项目中选择项目。 领导者和追随者分别拥有自己的( 多维) 预算预算预算。 美元和 美元是领导者和追随者预算的层面。 我们的问题的一个特殊例子是, 当我们从卡普拉拉等人那里研究的双级 knassack 问题时, 我们的O- discoal disal dision, 我们的O_ a mexcial dismo 。