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

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Stochastic Budget Optimization in Internet Advertising

Internet advertising is a sophisticated game in which the many advertisers "play" to optimize their return on investment. There are many "targets" for the advertisements, and each "target" has a collection of games with a potentially different set of players involved. In this paper, we study the problem of how advertisers allocate their budget across these "targets". In particular, we focus on formulating their best response strategy as an optimization problem. Advertisers have a set of keywords ("targets") and some stochastic information about the future, namely a probability distribution over scenarios of cost vs click combinations. This summarizes the potential states of the world assuming that the strategies of other players are fixed. Then, the best response can be abstracted as stochastic budget optimization problems to figure out how to spread a given budget across these keywords to maximize the expected number of clicks. We present the first known non-trivial poly-logarithmic approximation for these problems as well as the first known hardness results of getting better than logarithmic approximation ratios in the various parameters involved. We also identify several special cases of these problems of practical interest, such as with fixed number of scenarios or with polynomial-sized parameters related to cost, which are solvable either in polynomial time or with improved approximation ratios. Stochastic budget optimization with scenarios has sophisticated technical structure. Our approximation and hardness results come from relating these problems to a special type of (0/1, bipartite) quadratic programs inherent in them. Our research answers some open problems raised by the authors in (Stochastic Models for Budget Optimization in Search-Based Advertising, Algorithmica, 58 (4), 1022-1044, 2010).Comment: FINAL versio

The min-max edge q-coloring problem

In this paper we introduce and study a new problem named \emph{min-max edge $q$-coloring} which is motivated by applications in wireless mesh networks. The input of the problem consists of an undirected graph and an integer $q$. The goal is to color the edges of the graph with as many colors as possible such that: (a) any vertex is incident to at most $q$ different colors, and (b) the maximum size of a color group (i.e. set of edges identically colored) is minimized. We show the following results: 1. Min-max edge $q$-coloring is NP-hard, for any $q \ge 2$. 2. A polynomial time exact algorithm for min-max edge $q$-coloring on trees. 3. Exact formulas of the optimal solution for cliques and almost tight bounds for bicliques and hypergraphs. 4. A non-trivial lower bound of the optimal solution with respect to the average degree of the graph. 5. An approximation algorithm for planar graphs.Comment: 16 pages, 5 figure