Large-Scale Trade-Off Curve Computation for Incentive Allocation with Cardinality and Matroid Constraints

We consider a large-scale incentive allocation problem where the entire trade-off curve between budget and profit has to be maintained approximately at all time. The application originally comes from assigning coupons to users of the ride-sharing apps, where each user can have a limit on the number of coupons been assigned. We consider a more general form, where the coupons for each user forms a matroid, and the coupon assigned to each user must be an independent set. We show the entire trade-off curve can be maintained approximately in near real time.