625 research outputs found
Submodular Optimization with Submodular Cover and Submodular Knapsack Constraints
We investigate two new optimization problems -- minimizing a submodular
function subject to a submodular lower bound constraint (submodular cover) and
maximizing a submodular function subject to a submodular upper bound constraint
(submodular knapsack). We are motivated by a number of real-world applications
in machine learning including sensor placement and data subset selection, which
require maximizing a certain submodular function (like coverage or diversity)
while simultaneously minimizing another (like cooperative cost). These problems
are often posed as minimizing the difference between submodular functions [14,
35] which is in the worst case inapproximable. We show, however, that by
phrasing these problems as constrained optimization, which is more natural for
many applications, we achieve a number of bounded approximation guarantees. We
also show that both these problems are closely related and an approximation
algorithm solving one can be used to obtain an approximation guarantee for the
other. We provide hardness results for both problems thus showing that our
approximation factors are tight up to log-factors. Finally, we empirically
demonstrate the performance and good scalability properties of our algorithms.Comment: 23 pages. A short version of this appeared in Advances of NIPS-201
Robust and MaxMin Optimization under Matroid and Knapsack Uncertainty Sets
Consider the following problem: given a set system (U,I) and an edge-weighted
graph G = (U, E) on the same universe U, find the set A in I such that the
Steiner tree cost with terminals A is as large as possible: "which set in I is
the most difficult to connect up?" This is an example of a max-min problem:
find the set A in I such that the value of some minimization (covering) problem
is as large as possible.
In this paper, we show that for certain covering problems which admit good
deterministic online algorithms, we can give good algorithms for max-min
optimization when the set system I is given by a p-system or q-knapsacks or
both. This result is similar to results for constrained maximization of
submodular functions. Although many natural covering problems are not even
approximately submodular, we show that one can use properties of the online
algorithm as a surrogate for submodularity.
Moreover, we give stronger connections between max-min optimization and
two-stage robust optimization, and hence give improved algorithms for robust
versions of various covering problems, for cases where the uncertainty sets are
given by p-systems and q-knapsacks.Comment: 17 pages. Preliminary version combining this paper and
http://arxiv.org/abs/0912.1045 appeared in ICALP 201
Submodular Minimization Under Congruency Constraints
Submodular function minimization (SFM) is a fundamental and efficiently
solvable problem class in combinatorial optimization with a multitude of
applications in various fields. Surprisingly, there is only very little known
about constraint types under which SFM remains efficiently solvable. The
arguably most relevant non-trivial constraint class for which polynomial SFM
algorithms are known are parity constraints, i.e., optimizing only over sets of
odd (or even) cardinality. Parity constraints capture classical combinatorial
optimization problems like the odd-cut problem, and they are a key tool in a
recent technique to efficiently solve integer programs with a constraint matrix
whose subdeterminants are bounded by two in absolute value.
We show that efficient SFM is possible even for a significantly larger class
than parity constraints, by introducing a new approach that combines techniques
from Combinatorial Optimization, Combinatorics, and Number Theory. In
particular, we can show that efficient SFM is possible over all sets (of any
given lattice) of cardinality r mod m, as long as m is a constant prime power.
This covers generalizations of the odd-cut problem with open complexity status,
and with relevance in the context of integer programming with higher
subdeterminants. To obtain our results, we establish a connection between the
correctness of a natural algorithm, and the inexistence of set systems with
specific combinatorial properties. We introduce a general technique to disprove
the existence of such set systems, which allows for obtaining extensions of our
results beyond the above-mentioned setting. These extensions settle two open
questions raised by Geelen and Kapadia [Combinatorica, 2017] in the context of
computing the girth and cogirth of certain types of binary matroids
Symmetric Submodular Function Minimization Under Hereditary Family Constraints
We present an efficient algorithm to find non-empty minimizers of a symmetric
submodular function over any family of sets closed under inclusion. This for
example includes families defined by a cardinality constraint, a knapsack
constraint, a matroid independence constraint, or any combination of such
constraints. Our algorithm make oracle calls to the submodular
function where is the cardinality of the ground set. In contrast, the
problem of minimizing a general submodular function under a cardinality
constraint is known to be inapproximable within (Svitkina
and Fleischer [2008]).
The algorithm is similar to an algorithm of Nagamochi and Ibaraki [1998] to
find all nontrivial inclusionwise minimal minimizers of a symmetric submodular
function over a set of cardinality using oracle calls. Their
procedure in turn is based on Queyranne's algorithm [1998] to minimize a
symmetric submodularComment: 13 pages, Submitted to SODA 201
Precoder Design for Physical Layer Multicasting
This paper studies the instantaneous rate maximization and the weighted sum
delay minimization problems over a K-user multicast channel, where multiple
antennas are available at the transmitter as well as at all the receivers.
Motivated by the degree of freedom optimality and the simplicity offered by
linear precoding schemes, we consider the design of linear precoders using the
aforementioned two criteria. We first consider the scenario wherein the linear
precoder can be any complex-valued matrix subject to rank and power
constraints. We propose cyclic alternating ascent based precoder design
algorithms and establish their convergence to respective stationary points.
Simulation results reveal that our proposed algorithms considerably outperform
known competing solutions. We then consider a scenario in which the linear
precoder can be formed by selecting and concatenating precoders from a given
finite codebook of precoding matrices, subject to rank and power constraints.
We show that under this scenario, the instantaneous rate maximization problem
is equivalent to a robust submodular maximization problem which is strongly NP
hard. We propose a deterministic approximation algorithm and show that it
yields a bicriteria approximation. For the weighted sum delay minimization
problem we propose a simple deterministic greedy algorithm, which at each step
entails approximately maximizing a submodular set function subject to multiple
knapsack constraints, and establish its performance guarantee.Comment: 37 pages, 8 figures, submitted to IEEE Trans. Signal Pro
Submodular relaxation for inference in Markov random fields
In this paper we address the problem of finding the most probable state of a
discrete Markov random field (MRF), also known as the MRF energy minimization
problem. The task is known to be NP-hard in general and its practical
importance motivates numerous approximate algorithms. We propose a submodular
relaxation approach (SMR) based on a Lagrangian relaxation of the initial
problem. Unlike the dual decomposition approach of Komodakis et al., 2011 SMR
does not decompose the graph structure of the initial problem but constructs a
submodular energy that is minimized within the Lagrangian relaxation. Our
approach is applicable to both pairwise and high-order MRFs and allows to take
into account global potentials of certain types. We study theoretical
properties of the proposed approach and evaluate it experimentally.Comment: This paper is accepted for publication in IEEE Transactions on
Pattern Analysis and Machine Intelligenc
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