We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular function or minimize a nonincreasing supermodular function in the setting of bounded total curvature @math . In the case of submodular maximization with curvature @math , we obtain a @math -approximation --- the first improvement over the greedy @math -approximation of Conforti and Cornuejols from 1984, which holds for a cardinality constraint, as well as recent approaches that hold for an arbitrary matroid constraint. Our approach is based on modifications of the continuous greedy algorithm and non-oblivious local search, and allows us to approximately maximize the sum of a nonnegative, nondecreasing submodular function and a (possibly negative) linear function. We show how to reduce both submodular maximization and supermodular minimization to this general problem when the objective function has bounded total curvature. We prove that the approximation results we obtain are the best possible in the value oracle model, even in the case of a cardinality constraint. We define an extension of the notion of curvature to general monotone set functions and show @math -approximation for maximization and @math -approximation for minimization cases. Finally, we give two concrete applications of our results in the settings of maximum entropy sampling, and the column-subset selection problem.
Conforti and Cornu ' e jols @cite_18 defined the @math of non-decreasing submodular function @math as They showed that greedy algorithm has an approximation ratio of @math for the problem of maximizing a nondecreasing submodular function with curvature at most @math subject to a single matroid constraint. In the special case of a uniform matroid, they were able to show that the greedy is a @math -approximation algorithm. Later, Vondr ' a k @cite_15 considered the continuous greedy algorithm in the setting of bounded curvature. He introduced the notion of , which is a weaker notion than total curvature, and showed that the continuous greedy algorithm is a @math -approximation for maximizing a nondecreasing submodular function @math subject to an arbitrary matroid constraint whenever @math has curvature at most @math with respect to the optimum. He also showed that it is impossible to obtain a @math -approximation in this setting when evaluating @math on only a polynomial number of sets. Unfortunately, unlike total curvature, it is in general not possible to compute the curvature of a function with respect to the optimum, as it requires knowledge of an optimal solution.
@cite_18 @cite_15
2011193572 2310530842
Consider the problem of choosing a string of actions to optimize an objective function that is string submodular. It was shown in previous papers that the greedy strategy, consisting of a string of actions that only locally maximizes the step-wise gain in the objective function, achieves at least a @math -approximation to the optimal strategy. This paper improves this approximation by introducing additional constraints on curvature, namely, total backward curvature, total forward curvature, and elemental forward curvature. We show that if the objective function has total backward curvature @math , then the greedy strategy achieves at least a @math -approximation of the optimal strategy. If the objective function has total forward curvature @math , then the greedy strategy achieves at least a @math -approximation of the optimal strategy. Moreover, we consider a generalization of the diminishing-return property by defining the elemental forward curvature. We also introduce the notion of string-matroid and consider the problem of maximizing the objective function subject to a string-matroid constraint. We investigate two applications of string submodular functions with curvature constraints: 1) choosing a string of actions to maximize the expected fraction of accomplished tasks; and 2) designing a string of measurement matrices such that the information gain is maximized. The problem of choosing a string of actions to optimize an objective function that is string submodular has been considered in [1]. There it is shown that the greedy strategy, consisting of a string of actions that only locally maximizes the step-wise gain in the objective function, achieves at least a (1-e-1)-approximation to the optimal strategy. This paper improves this approximation by introducing additional constraints on curvature, namely, total backward curvature, total forward curvature, and elemental forward curvature. We show that if the objective function has total backward curvature σ, then the greedy strategy achieves at least a 1 σ(1 - e-σ)-approximation of the optimal strategy. If the objective function has total forward curvature c, then the greedy strategy achieves at least a (1 - e)-approximation of the optimal strategy. Moreover, we consider a generalization of the diminishing-return property by defining the elemental forward curvature. We also introduce the notion of string-matroid and consider the problem of maximizing the objective function subject to a string-matroid constraint. Let (X;I) be a matroid and let f : 2 X ! R+ be a monotone submodular function. The curvature of f is the minimum c 2 [0; 1] such that for any S X and j 2 X n S, f (S [ fjg) f (S) (1 c)f (fjg). We consider the optimization problem maxff (S) : S 2 Ig. It is known that the greedy algorithm yields a 1=2-approximation for this problem [10], and 1 1+c -approximation when f has curvature c [3]. For the uniform matroid, it was known that the greedy algorithm yields an improved 1 (1 e c )-approximation [3]. In this paper, we analyze the continuous greedy algorithm [19] and prove that it gives a 1 c (1 e c )-approximation for any matroid. Moreover, we show that this holds for a relaxed notion of curvature, curvature with respect to the optimum, and we prove that any better approximation under these conditions would require an exponential number of value queries. Let @math be a monotone submodular set function, and let @math be a matroid. We consider the problem @math . It is known that the greedy algorithm yields a @math -approximation [M. L. Fisher, G. L. Nemhauser, and L. A. Wolsey, Math. Programming Stud., no. 8 (1978), pp. 73-87] for this problem. For certain special cases, e.g., @math , the greedy algorithm yields a @math -approximation. It is known that this is optimal both in the value oracle model (where the only access to @math is through a black box returning @math for a given set @math ) [G. L. Nemhauser and L. A. Wolsey, Math. Oper. Res., 3 (1978), pp. 177-188] and for explicitly posed instances assuming @math [U. Feige, J. ACM, 45 (1998), pp. 634-652]. In this paper, we provide a randomized @math -approximation for any monotone submodular function and an arbitrary matroid. The algorithm works in the value oracle model. Our main tools are a variant of the pipage rounding technique of Ageev and Sviridenko [J. Combin. Optim., 8 (2004), pp. 307-328], and a continuous greedy process that may be of independent interest. As a special case, our algorithm implies an optimal approximation for the submodular welfare problem in the value oracle model [J. Vondrak, Proceedings of the @math th ACM Symposium on Theory of Computing, 2008, pp. 67-74]. As a second application, we show that the generalized assignment problem (GAP) is also a special case; although the reduction requires @math to be exponential in the original problem size, we are able to achieve a @math -approximation for GAP, simplifying previously known algorithms. Additionally, the reduction enables us to obtain approximation algorithms for variants of GAP with more general constraints.