282 research outputs found
Randomized Strategies for Robust Combinatorial Optimization
In this paper, we study the following robust optimization problem. Given an
independence system and candidate objective functions, we choose an independent
set, and then an adversary chooses one objective function, knowing our choice.
Our goal is to find a randomized strategy (i.e., a probability distribution
over the independent sets) that maximizes the expected objective value. To
solve the problem, we propose two types of schemes for designing approximation
algorithms. One scheme is for the case when objective functions are linear. It
first finds an approximately optimal aggregated strategy and then retrieves a
desired solution with little loss of the objective value. The approximation
ratio depends on a relaxation of an independence system polytope. As
applications, we provide approximation algorithms for a knapsack constraint or
a matroid intersection by developing appropriate relaxations and retrievals.
The other scheme is based on the multiplicative weights update method. A key
technique is to introduce a new concept called -reductions for
objective functions with parameters . We show that our scheme
outputs a nearly -approximate solution if there exists an
-approximation algorithm for a subproblem defined by
-reductions. This improves approximation ratio in previous
results. Using our result, we provide approximation algorithms when the
objective functions are submodular or correspond to the cardinality robustness
for the knapsack problem
An FPTAS for optimizing a class of low-rank functions over a polytope
We present a fully polynomial time approximation scheme (FPTAS) for optimizing a very general class of non-linear functions of low rank over a polytope. Our approximation scheme relies on constructing an approximate Pareto-optimal front of the linear functions which constitute the given low-rank function. In contrast to existing results in the literature, our approximation scheme does not require the assumption of quasi-concavity on the objective function. For the special case of quasi-concave function minimization, we give an alternative FPTAS, which always returns a solution which is an extreme point of the polytope. Our technique can also be used to obtain an FPTAS for combinatorial optimization problems with non-linear objective functions, for example when the objective is a product of a fixed number of linear functions. We also show that it is not possible to approximate the minimum of a general concave function over the unit hypercube to within any factor, unless P = NP. We prove this by showing a similar hardness of approximation result for supermodular function minimization, a result that may be of independent interest
The Ising Partition Function: Zeros and Deterministic Approximation
We study the problem of approximating the partition function of the
ferromagnetic Ising model in graphs and hypergraphs. Our first result is a
deterministic approximation scheme (an FPTAS) for the partition function in
bounded degree graphs that is valid over the entire range of parameters
(the interaction) and (the external field), except for the case
(the "zero-field" case). A randomized algorithm (FPRAS)
for all graphs, and all , has long been known. Unlike most other
deterministic approximation algorithms for problems in statistical physics and
counting, our algorithm does not rely on the "decay of correlations" property.
Rather, we exploit and extend machinery developed recently by Barvinok, and
Patel and Regts, based on the location of the complex zeros of the partition
function, which can be seen as an algorithmic realization of the classical
Lee-Yang approach to phase transitions. Our approach extends to the more
general setting of the Ising model on hypergraphs of bounded degree and edge
size, where no previous algorithms (even randomized) were known for a wide
range of parameters. In order to achieve this extension, we establish a tight
version of the Lee-Yang theorem for the Ising model on hypergraphs, improving a
classical result of Suzuki and Fisher.Comment: clarified presentation of combinatorial arguments, added new results
on optimality of univariate Lee-Yang theorem
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