289 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
General Bounds for Incremental Maximization
We propose a theoretical framework to capture incremental solutions to
cardinality constrained maximization problems. The defining characteristic of
our framework is that the cardinality/support of the solution is bounded by a
value that grows over time, and we allow the solution to be
extended one element at a time. We investigate the best-possible competitive
ratio of such an incremental solution, i.e., the worst ratio over all
between the incremental solution after steps and an optimum solution of
cardinality . We define a large class of problems that contains many
important cardinality constrained maximization problems like maximum matching,
knapsack, and packing/covering problems. We provide a general
-competitive incremental algorithm for this class of problems, and show
that no algorithm can have competitive ratio below in general.
In the second part of the paper, we focus on the inherently incremental
greedy algorithm that increases the objective value as much as possible in each
step. This algorithm is known to be -competitive for submodular objective
functions, but it has unbounded competitive ratio for the class of incremental
problems mentioned above. We define a relaxed submodularity condition for the
objective function, capturing problems like maximum (weighted) (-)matching
and a variant of the maximum flow problem. We show that the greedy algorithm
has competitive ratio (exactly) for the class of problems that satisfy
this relaxed submodularity condition.
Note that our upper bounds on the competitive ratios translate to
approximation ratios for the underlying cardinality constrained problems.Comment: fixed typo
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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