427 research outputs found
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
Ranking with Submodular Valuations
We study the problem of ranking with submodular valuations. An instance of
this problem consists of a ground set , and a collection of monotone
submodular set functions , where each .
An additional ingredient of the input is a weight vector . The
objective is to find a linear ordering of the ground set elements that
minimizes the weighted cover time of the functions. The cover time of a
function is the minimal number of elements in the prefix of the linear ordering
that form a set whose corresponding function value is greater than a unit
threshold value.
Our main contribution is an -approximation algorithm
for the problem, where is the smallest non-zero marginal value that
any function may gain from some element. Our algorithm orders the elements
using an adaptive residual updates scheme, which may be of independent
interest. We also prove that the problem is -hard to
approximate, unless P = NP. This implies that the outcome of our algorithm is
optimal up to constant factors.Comment: 16 pages, 3 figure
Stochastic Vehicle Routing with Recourse
We study the classic Vehicle Routing Problem in the setting of stochastic
optimization with recourse. StochVRP is a two-stage optimization problem, where
demand is satisfied using two routes: fixed and recourse. The fixed route is
computed using only a demand distribution. Then after observing the demand
instantiations, a recourse route is computed -- but costs here become more
expensive by a factor lambda.
We present an O(log^2 n log(n lambda))-approximation algorithm for this
stochastic routing problem, under arbitrary distributions. The main idea in
this result is relating StochVRP to a special case of submodular orienteering,
called knapsack rank-function orienteering. We also give a better approximation
ratio for knapsack rank-function orienteering than what follows from prior
work. Finally, we provide a Unique Games Conjecture based omega(1) hardness of
approximation for StochVRP, even on star-like metrics on which our algorithm
achieves a logarithmic approximation.Comment: 20 Pages, 1 figure Revision corrects the statement and proof of
Theorem 1.
Curvature and Optimal Algorithms for Learning and Minimizing Submodular Functions
We investigate three related and important problems connected to machine
learning: approximating a submodular function everywhere, learning a submodular
function (in a PAC-like setting [53]), and constrained minimization of
submodular functions. We show that the complexity of all three problems depends
on the 'curvature' of the submodular function, and provide lower and upper
bounds that refine and improve previous results [3, 16, 18, 52]. Our proof
techniques are fairly generic. We either use a black-box transformation of the
function (for approximation and learning), or a transformation of algorithms to
use an appropriate surrogate function (for minimization). Curiously, curvature
has been known to influence approximations for submodular maximization [7, 55],
but its effect on minimization, approximation and learning has hitherto been
open. We complete this picture, and also support our theoretical claims by
empirical results.Comment: 21 pages. A shorter version appeared in Advances of NIPS-201
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