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 times. The application originally comes from assigning coupons to users of ride-sharing apps, where each user can have a limit on the number of coupons assigned to them. We consider a more general form, where the coupons for each user form a matroid, and the set of coupons assigned to each user must be an independent set. We show the entire trade-off curve can be maintained approximately in near real time.