126 research outputs found
The Price of Information in Combinatorial Optimization
Consider a network design application where we wish to lay down a
minimum-cost spanning tree in a given graph; however, we only have stochastic
information about the edge costs. To learn the precise cost of any edge, we
have to conduct a study that incurs a price. Our goal is to find a spanning
tree while minimizing the disutility, which is the sum of the tree cost and the
total price that we spend on the studies. In a different application, each edge
gives a stochastic reward value. Our goal is to find a spanning tree while
maximizing the utility, which is the tree reward minus the prices that we pay.
Situations such as the above two often arise in practice where we wish to
find a good solution to an optimization problem, but we start with only some
partial knowledge about the parameters of the problem. The missing information
can be found only after paying a probing price, which we call the price of
information. What strategy should we adopt to optimize our expected
utility/disutility?
A classical example of the above setting is Weitzman's "Pandora's box"
problem where we are given probability distributions on values of
independent random variables. The goal is to choose a single variable with a
large value, but we can find the actual outcomes only after paying a price. Our
work is a generalization of this model to other combinatorial optimization
problems such as matching, set cover, facility location, and prize-collecting
Steiner tree. We give a technique that reduces such problems to their non-price
counterparts, and use it to design exact/approximation algorithms to optimize
our utility/disutility. Our techniques extend to situations where there are
additional constraints on what parameters can be probed or when we can
simultaneously probe a subset of the parameters.Comment: SODA 201
Knapsack Cover Subject to a Matroid Constraint
We consider the Knapsack Covering problem subject to a matroid constraint. In this problem, we are given an universe U of n items where item i has attributes: a cost c(i) and a size s(i). We also have a demand D. We are also given a matroid M = (U, I) on the set U. A feasible solution S to the problem is one such that (i) the cumulative size of the items chosen is at least D, and (ii) the set S is independent in the matroid M (i.e. S is in I). The objective is to minimize the total cost of the items selected, sum_{i in S}c(i).
Our main result proves a 2-factor approximation for this problem.
The problem described above falls in the realm of mixed packing covering problems. We also consider packing extensions of certain other covering problems and prove that in such cases it is not possible to derive any constant factor pproximations
Submodular Maximization with Matroid and Packing Constraints in Parallel
We consider the problem of maximizing the multilinear extension of a
submodular function subject a single matroid constraint or multiple packing
constraints with a small number of adaptive rounds of evaluation queries.
We obtain the first algorithms with low adaptivity for submodular
maximization with a matroid constraint. Our algorithms achieve a
approximation for monotone functions and a
approximation for non-monotone functions, which nearly matches the best
guarantees known in the fully adaptive setting. The number of rounds of
adaptivity is , which is an exponential speedup over
the existing algorithms.
We obtain the first parallel algorithm for non-monotone submodular
maximization subject to packing constraints. Our algorithm achieves a
approximation using parallel rounds, which is again an exponential speedup
in parallel time over the existing algorithms. For monotone functions, we
obtain a approximation in
parallel rounds. The number of parallel
rounds of our algorithm matches that of the state of the art algorithm for
solving packing LPs with a linear objective.
Our results apply more generally to the problem of maximizing a diminishing
returns submodular (DR-submodular) function
Recommended from our members
Combinatorial Optimization (hybrid meeting)
Combinatorial Optimization deals with optimization problems defined on combinatorial structures such as graphs and networks. Motivated by diverse practical problem setups, the topic has developed into a rich mathematical discipline with many connections to other fields of Mathematics (such as, e.g., Combinatorics, Convex Optimization and Geometry, and Real Algebraic Geometry). It also has strong ties to Theoretical Computer Science and Operations Research. A series of Oberwolfach Workshops have been crucial for establishing and developing the field. The workshop we report about was a particularly exciting event - due to the depth of results that were presented, the spectrum of developments that became apparent from the talks, the breadth of the connections to other mathematical fields that were explored, and last but not least because for many of the particiants it was the first opportunity to exchange ideas and to collaborate during an on-site workshop since almost two years
A Unifying Hierarchy of Valuations with Complements and Substitutes
We introduce a new hierarchy over monotone set functions, that we refer to as
(Maximum over Positive Hypergraphs). Levels of the hierarchy
correspond to the degree of complementarity in a given function. The highest
level of the hierarchy, - (where is the total number of
items) captures all monotone functions. The lowest level, -,
captures all monotone submodular functions, and more generally, the class of
functions known as . Every monotone function that has a positive
hypergraph representation of rank (in the sense defined by Abraham,
Babaioff, Dughmi and Roughgarden [EC 2012]) is in -. Every
monotone function that has supermodular degree (in the sense defined by
Feige and Izsak [ITCS 2013]) is in -. In both cases, the
converse direction does not hold, even in an approximate sense. We present
additional results that demonstrate the expressiveness power of
-.
One can obtain good approximation ratios for some natural optimization
problems, provided that functions are required to lie in low levels of the
hierarchy. We present two such applications. One shows that the
maximum welfare problem can be approximated within a ratio of if all
players hold valuation functions in -. The other is an upper
bound of on the price of anarchy of simultaneous first price auctions.
Being in - can be shown to involve two requirements -- one
is monotonicity and the other is a certain requirement that we refer to as
(Positive Lower Envelope). Removing the monotonicity
requirement, one obtains the hierarchy over all non-negative
set functions (whether monotone or not), which can be fertile ground for
further research
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