Quantized VCG Mechanisms for Polymatroid Environments

Many network resource allocation problems can be viewed as allocating a divisible resource, where the allocations are constrained to lie in a polymatroid. We consider market-based mechanisms for such problems. Though the Vickrey-Clarke-Groves (VCG) mechanism can provide the efficient allocation with strong incentive properties (namely dominant strategy incentive compatibility), its well-known high communication requirements can prevent it from being used. There have been a number of approaches for reducing the communication costs of VCG by weakening its incentive properties. Here, instead we take a different approach of reducing communication costs via quantization while maintaining VCG's dominant strategy incentive properties. The cost for this approach is a loss in efficiency which we characterize. We first consider quantizing the resource allocations so that agents need only submit a finite number of bids instead of full utility function. We subsequently consider quantizing the agent's bids

An Algorithmic Theory of Dependent Regularizers, Part 1: Submodular Structure

We present an exploration of the rich theoretical connections between several classes of regularized models, network flows, and recent results in submodular function theory. This work unifies key aspects of these problems under a common theory, leading to novel methods for working with several important models of interest in statistics, machine learning and computer vision. In Part 1, we review the concepts of network flows and submodular function optimization theory foundational to our results. We then examine the connections between network flows and the minimum-norm algorithm from submodular optimization, extending and improving several current results. This leads to a concise representation of the structure of a large class of pairwise regularized models important in machine learning, statistics and computer vision. In Part 2, we describe the full regularization path of a class of penalized regression problems with dependent variables that includes the graph-guided LASSO and total variation constrained models. This description also motivates a practical algorithm. This allows us to efficiently find the regularization path of the discretized version of TV penalized models. Ultimately, our new algorithms scale up to high-dimensional problems with millions of variables

A 3/2-Approximation for the Metric Many-visits Path TSP

In the Many-visits Path TSP, we are given a set of $n$ cities along with their pairwise distances (or cost) $c(uv)$, and moreover each city $v$ comes with an associated positive integer request $r(v)$. The goal is to find a minimum-cost path, starting at city $s$ and ending at city $t$, that visits each city $v$ exactly $r(v)$ times. We present a $\frac32$-approximation algorithm for the metric Many-visits Path TSP, that runs in time polynomial in $n$ and poly-logarithmic in the requests $r(v)$. Our algorithm can be seen as a far-reaching generalization of the $\frac32$-approximation algorithm for Path TSP by Zenklusen (SODA 2019), which answered a long-standing open problem by providing an efficient algorithm which matches the approximation guarantee of Christofides' algorithm from 1976 for metric TSP. One of the key components of our approach is a polynomial-time algorithm to compute a connected, degree bounded multigraph of minimum cost. We tackle this problem by generalizing a fundamental result of Kir\'aly, Lau and Singh (Combinatorica, 2012) on the Minimum Bounded Degree Matroid Basis problem, and devise such an algorithm for general polymatroids, even allowing element multiplicities. Our result directly yields a $\frac32$-approximation to the metric Many-visits TSP, as well as a $\frac32$-approximation for the problem of scheduling classes of jobs with sequence-dependent setup times on a single machine so as to minimize the makespan.Comment: arXiv admin note: text overlap with arXiv:1911.0989

Degree-bounded generalized polymatroids and approximating the metric many-visits TSP

In the Bounded Degree Matroid Basis Problem, we are given a matroid and a hypergraph on the same ground set, together with costs for the elements of that set as well as lower and upper bounds $f(\varepsilon)$ and $g(\varepsilon)$ for each hyperedge $\varepsilon$. The objective is to find a minimum-cost basis $B$ such that $f(\varepsilon) \leq |B \cap \varepsilon| \leq g(\varepsilon)$ for each hyperedge $\varepsilon$. Kir\'aly et al. (Combinatorica, 2012) provided an algorithm that finds a basis of cost at most the optimum value which violates the lower and upper bounds by at most $2 \Delta-1$, where $\Delta$ is the maximum degree of the hypergraph. When only lower or only upper bounds are present for each hyperedge, this additive error is decreased to $\Delta-1$. We consider an extension of the matroid basis problem to generalized polymatroids, or g-polymatroids, and additionally allow element multiplicities. The Bounded Degree g-polymatroid Element Problem with Multiplicities takes as input a g-polymatroid $Q(p,b)$ instead of a matroid, and besides the lower and upper bounds, each hyperedge $\varepsilon$ has element multiplicities $m_\varepsilon$. Building on the approach of Kir\'aly et al., we provide an algorithm for finding a solution of cost at most the optimum value, having the same additive approximation guarantee. As an application, we develop a $1.5$-approximation for the metric Many-Visits TSP, where the goal is to find a minimum-cost tour that visits each city $v$ a positive $r(v)$ number of times. Our approach combines our algorithm for the Bounded Degree g-polymatroid Element Problem with Multiplicities with the principle of Christofides' algorithm from 1976 for the (single-visit) metric TSP, whose approximation guarantee it matches.Comment: 17 page

Matroids and Integrality Gaps for Hypergraphic Steiner Tree Relaxations

Until recently, LP relaxations have played a limited role in the design of approximation algorithms for the Steiner tree problem. In 2010, Byrka et al. presented a ln(4)+epsilon approximation based on a hypergraphic LP relaxation, but surprisingly, their analysis does not provide a matching bound on the integrality gap. We take a fresh look at hypergraphic LP relaxations for the Steiner tree problem - one that heavily exploits methods and results from the theory of matroids and submodular functions - which leads to stronger integrality gaps, faster algorithms, and a variety of structural insights of independent interest. More precisely, we present a deterministic ln(4)+epsilon approximation that compares against the LP value and therefore proves a matching ln(4) upper bound on the integrality gap. Similarly to Byrka et al., we iteratively fix one component and update the LP solution. However, whereas they solve an LP at every iteration after contracting a component, we show how feasibility can be maintained by a greedy procedure on a well-chosen matroid. Apart from avoiding the expensive step of solving a hypergraphic LP at each iteration, our algorithm can be analyzed using a simple potential function. This gives an easy means to determine stronger approximation guarantees and integrality gaps when considering restricted graph topologies. In particular, this readily leads to a 73/60 bound on the integrality gap for quasi-bipartite graphs. For the case of quasi-bipartite graphs, we present a simple algorithm to transform an optimal solution to the bidirected cut relaxation to an optimal solution of the hypergraphic relaxation, leading to a fast 73/60 approximation for quasi-bipartite graphs. Furthermore, we show how the separation problem of the hypergraphic relaxation can be solved by computing maximum flows, providing a fast independence oracle for our matroids.Comment: Corrects an issue at the end of Section 3. Various other minor improvements to the expositio