Separable Concave Optimization Approximately Equals Piecewise-Linear Optimization

We study the problem of minimizing a nonnegative separable concave function over a compact feasible set. We approximate this problem to within a factor of 1+epsilon by a piecewise-linear minimization problem over the same feasible set. Our main result is that when the feasible set is a polyhedron, the number of resulting pieces is polynomial in the input size of the polyhedron and linear in 1/epsilon. For many practical concave cost problems, the resulting piecewise-linear cost problem can be formulated as a well-studied discrete optimization problem. As a result, a variety of polynomial-time exact algorithms, approximation algorithms, and polynomial-time heuristics for discrete optimization problems immediately yield fully polynomial-time approximation schemes, approximation algorithms, and polynomial-time heuristics for the corresponding concave cost problems. We illustrate our approach on two problems. For the concave cost multicommodity flow problem, we devise a new heuristic and study its performance using computational experiments. We are able to approximately solve significantly larger test instances than previously possible, and obtain solutions on average within 4.27% of optimality. For the concave cost facility location problem, we obtain a new 1.4991+epsilon approximation algorithm.Comment: Full pape

Convex Analysis and Optimization with Submodular Functions: a Tutorial

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role, similar to convex functions on vector spaces. In this tutorial, the theory of submodular functions is presented, in a self-contained way, with all results shown from first principles. A good knowledge of convex analysis is assumed

Discrete conformal maps and ideal hyperbolic polyhedra

We establish a connection between two previously unrelated topics: a particular discrete version of conformal geometry for triangulated surfaces, and the geometry of ideal polyhedra in hyperbolic three-space. Two triangulated surfaces are considered discretely conformally equivalent if the edge lengths are related by scale factors associated with the vertices. This simple definition leads to a surprisingly rich theory featuring M\"obius invariance, the definition of discrete conformal maps as circumcircle preserving piecewise projective maps, and two variational principles. We show how literally the same theory can be reinterpreted to addresses the problem of constructing an ideal hyperbolic polyhedron with prescribed intrinsic metric. This synthesis enables us to derive a companion theory of discrete conformal maps for hyperbolic triangulations. It also shows how the definitions of discrete conformality considered here are closely related to the established definition of discrete conformality in terms of circle packings.Comment: 62 pages, 22 figures. v2: typos corrected, references added and updated, minor changes in exposition. v3, final version: typos corrected, improved exposition, some material moved to appendice