An algorithmic characterization of antimatroids

In an article entitled “Optimal sequencing of a single machine subject to precedence constraints” E.L. Lawler presented a now classical minmax result for job scheduling. In essence, Lawler's proof demonstrated that the properties of partially ordered sets were sufficient to solve the posed scheduling problem. These properties are, in fact, common to a more general class of combinatorial structures known as antimatroids, which have recently received considerable attention in the literature. It is demonstrated that the properties of antimatroids are not only sufficient but necessary to solve the scheduling problem posed by Lawler, thus yielding an algorithmic characterization of antimatroids. Examples of problems solvable by the general result are provided

Some recent results in the analysis of greedy algorithms for assignment problems

We survey some recent developments in the analysis of greedy algorithms for assignment and transportation problems. We focus on the linear programming model for matroids and linear assignment problems with Monge property, on general linear programs, probabilistic analysis for linear assignment and makespan minimization, and on-line algorithms for linear and non-linear assignment problems

Bi-Criteria and Approximation Algorithms for Restricted Matchings

In this work we study approximation algorithms for the \textit{Bounded Color Matching} problem (a.k.a. Restricted Matching problem) which is defined as follows: given a graph in which each edge $e$ has a color $c_e$ and a profit $p_e \in \mathbb{Q}^+$, we want to compute a maximum (cardinality or profit) matching in which no more than $w_j \in \mathbb{Z}^+$ edges of color $c_j$ are present. This kind of problems, beside the theoretical interest on its own right, emerges in multi-fiber optical networking systems, where we interpret each unique wavelength that can travel through the fiber as a color class and we would like to establish communication between pairs of systems. We study approximation and bi-criteria algorithms for this problem which are based on linear programming techniques and, in particular, on polyhedral characterizations of the natural linear formulation of the problem. In our setting, we allow violations of the bounds $w_j$ and we model our problem as a bi-criteria problem: we have two objectives to optimize namely (a) to maximize the profit (maximum matching) while (b) minimizing the violation of the color bounds. We prove how we can "beat" the integrality gap of the natural linear programming formulation of the problem by allowing only a slight violation of the color bounds. In particular, our main result is \textit{constant} approximation bounds for both criteria of the corresponding bi-criteria optimization problem

Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence

Block coordinate descent (BCD) methods are widely-used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule. In this paper we explore all three of these building blocks and propose variations for each that can lead to significantly faster BCD methods. We (i) propose new greedy block-selection strategies that guarantee more progress per iteration than the Gauss-Southwell rule; (ii) explore practical issues like how to implement the new rules when using "variable" blocks; (iii) explore the use of message-passing to compute matrix or Newton updates efficiently on huge blocks for problems with a sparse dependency between variables; and (iv) consider optimal active manifold identification, which leads to bounds on the "active set complexity" of BCD methods and leads to superlinear convergence for certain problems with sparse solutions (and in some cases finite termination at an optimal solution). We support all of our findings with numerical results for the classic machine learning problems of least squares, logistic regression, multi-class logistic regression, label propagation, and L1-regularization

Methods for evaluating Decision Problems with Limited Information

LImited Memory Influence Diagrams (LIMIDs) are general models of decision problems for representing limited memory policies (Lauritzen and Nilsson (2001)). The evaluation of LIMIDs can be done by Single Policy Updating that produces a local maximum strategy in which no single policy modification can increase the expected utility. This paper examines the quality of the obtained local maximum strategy and proposes three different methods for evaluating LIMIDs. The first algorithm, Temporal Policy Updating, resembles Single Policy Updating. The second algorithm, Greedy Search, successively updates the policy that gives the highest expected utility improvement. The final algorithm, Simulating Annealing, differs from the two preceeding by allowing the search to take some downhill steps to escape a local maximum. A careful comparison of the algorithms is provided both in terms of the quality of the obtained strategies, and in terms of implementation of the algorithms including some considerations of the computational complexity