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Matroid Prophet Inequality


A matroid prophet inequality is a prophet inequality in which the accepted elements must form an independent set of a known finite matroid M=(E,I). For a vector of nonnegative values V, the offline benchmark is

 OPT_M(V)=max_(I in I)sum_(e in I)V_e.

The online rule decides irrevocably whether to accept each arriving element.

OpenAI (2026) reports a measurable rule using one independent sample S_e from each element's value statistical distribution before arrivals. The random variables S_e and V_e are mutually independent across all elements and draws, with each S_e having the law of its own V_e. The rule uses the samples and the arrival history without knowing the value laws. If the offline optimum has finite expectation value, the claimed guarantee for the accepted set A is

 E[sum_(e in A)V_e]>=2^(-310)E[OPT_M(V)].

The bound is claimed even when the order of arrival is chosen after seeing the samples, values, value laws, and the rule's random seed. The AI-generated proof gives a measurable rule without a polynomial time bound.

Abdi et al. (2026) consider an order unknown to the rule and fixed independently of the samples, values, and the rule's randomness. With independent nonnegative values and one independent sample from each value's statistical distribution, their algorithm is reported to attain the optimal guarantee of half the expectation value of the offline optimum, using O(n^2) independence queries for a known matroid with n elements. They credit GPT Astra and GPT Sol 5.6 with assistance in deriving the algorithm and its guarantee.


See also

Matroid, Online Algorithm, Prophet Inequality

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References

Abdi, H.; Banihashem, K.; Hajiaghayi, M. T.; Huang, Z.; Mittal, D.; and Singla, S. "As Easy as Rank One: Optimal Algorithms for Matroid Secretary and Single-Sample Matroid Prophet." 6 Nov 2026. https://arxiv.org/abs/2611.08869v1.Kleinberg, R. and Weinberg, S. M. "Matroid Prophet Inequalities." In Proc. Forty-Fourth Annual ACM Symposium on Theory of Computing (Ed. H. J. Karloff and T. Pitassi). New York: ACM, pp. 123-136, 2012. https://doi.org/10.1145/2213977.2213991.OpenAI. "One Sample Suffices for Matroid Prophet Inequalities Against an Almighty Adversary." 23 Sep 2026. https://github.com/openai/math/blob/fd4aeeb2ee4fc729c18d98444fed42fd0529eeeb/preprints/One-Sample-Suffices-for-Matroid-Prophet-Inequalities-against-an-Almighty-Adversary-September-23-2026/final.pdf.

Cite this as:

Weisstein, Eric W. "Matroid Prophet Inequality." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MatroidProphetInequality.html

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