The Multiple-Choice Matroid Secretary Problem

We introduce and study the multiple-choice matroid secretary problem, denoted $(J,\kappa)$-MSP. For rank-one matroids and $\kappa=\infty$, it reduces to the classical secretary problem with $J$ choices. Elements arrive in uniformly random order. Algorithms may keep a candidate pool $\mathrm{AUX}$ feasible in the $J$-fold union matroid $\mathcal{M}^{(J)}$ satisfying $|\mathrm{AUX}|\le \kappa\cdot\mathrm{rank}(\mathcal{M})$. Finally, one extracts the maximum-weight independent subset of $\mathrm{AUX}$ in $\mathcal{M}$. This model separates online storage from the final feasible solution. We study two multiple-choice implementations: multi-track algorithms (maintaining $J$ independent sets of $\mathcal{M}$) and union-based algorithms (maintaining the pool directly in $\mathcal{M}^{(J)}$). Our main result is an exact optimal algorithm for transversal matroids in the uncapacitated $(J,\infty)$ setting. For fixed $J$, its probability-competitive ratio equals the optimal success probability of the classical $J$-choice secretary problem. Thus, rank-one instances are the worst case for the whole transversal class, and the optimal guarantee converges exponentially fast to $1$ as $J$ grows. We also analyze a simple single-threshold routing algorithm for capacitated transversal matroids with local capacities $b$ and global capacity $\kappa\cdot\mathrm{rank}(\mathcal{M})$. Its analysis provides explicit finite-parameter bounds and asymptotic formulas, showing how finite-rank loss caused by global capacity decays, and how $b$, $J$, and $\kappa$ interact. Finally, we instantiate the multi-track approach for $k$-column-sparse matroids (guarantee $1-O(e^{-J/(ke)})$) and the union-based approach for laminar matroids (guarantee $1-O(e^{-J/e})$).