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

Hardness of Vertex Deletion and Project Scheduling

Assuming the Unique Games Conjecture, we show strong inapproximability results for two natural vertex deletion problems on directed graphs: for any integer $k\geq 2$ and arbitrary small $\epsilon > 0$, the Feedback Vertex Set problem and the DAG Vertex Deletion problem are inapproximable within a factor $k-\epsilon$ even on graphs where the vertices can be almost partitioned into $k$ solutions. This gives a more structured and therefore stronger UGC-based hardness result for the Feedback Vertex Set problem that is also simpler (albeit using the "It Ain't Over Till It's Over" theorem) than the previous hardness result. In comparison to the classical Feedback Vertex Set problem, the DAG Vertex Deletion problem has received little attention and, although we think it is a natural and interesting problem, the main motivation for our inapproximability result stems from its relationship with the classical Discrete Time-Cost Tradeoff Problem. More specifically, our results imply that the deadline version is NP-hard to approximate within any constant assuming the Unique Games Conjecture. This explains the difficulty in obtaining good approximation algorithms for that problem and further motivates previous alternative approaches such as bicriteria approximations.Comment: 18 pages, 1 figur

A Unifying Hierarchy of Valuations with Complements and Substitutes

We introduce a new hierarchy over monotone set functions, that we refer to as $\mathcal{MPH}$ (Maximum over Positive Hypergraphs). Levels of the hierarchy correspond to the degree of complementarity in a given function. The highest level of the hierarchy, $\mathcal{MPH}$-$m$ (where $m$ is the total number of items) captures all monotone functions. The lowest level, $\mathcal{MPH}$-$1$, captures all monotone submodular functions, and more generally, the class of functions known as $\mathcal{XOS}$. Every monotone function that has a positive hypergraph representation of rank $k$ (in the sense defined by Abraham, Babaioff, Dughmi and Roughgarden [EC 2012]) is in $\mathcal{MPH}$-$k$. Every monotone function that has supermodular degree $k$ (in the sense defined by Feige and Izsak [ITCS 2013]) is in $\mathcal{MPH}$-$(k+1)$. In both cases, the converse direction does not hold, even in an approximate sense. We present additional results that demonstrate the expressiveness power of $\mathcal{MPH}$-$k$. One can obtain good approximation ratios for some natural optimization problems, provided that functions are required to lie in low levels of the $\mathcal{MPH}$ hierarchy. We present two such applications. One shows that the maximum welfare problem can be approximated within a ratio of $k+1$ if all players hold valuation functions in $\mathcal{MPH}$-$k$. The other is an upper bound of $2k$ on the price of anarchy of simultaneous first price auctions. Being in $\mathcal{MPH}$-$k$ can be shown to involve two requirements -- one is monotonicity and the other is a certain requirement that we refer to as $\mathcal{PLE}$ (Positive Lower Envelope). Removing the monotonicity requirement, one obtains the $\mathcal{PLE}$ hierarchy over all non-negative set functions (whether monotone or not), which can be fertile ground for further research

How Unsplittable-Flow-Covering helps Scheduling with Job-Dependent Cost Functions

Generalizing many well-known and natural scheduling problems, scheduling with job-specific cost functions has gained a lot of attention recently. In this setting, each job incurs a cost depending on its completion time, given by a private cost function, and one seeks to schedule the jobs to minimize the total sum of these costs. The framework captures many important scheduling objectives such as weighted flow time or weighted tardiness. Still, the general case as well as the mentioned special cases are far from being very well understood yet, even for only one machine. Aiming for better general understanding of this problem, in this paper we focus on the case of uniform job release dates on one machine for which the state of the art is a 4-approximation algorithm. This is true even for a special case that is equivalent to the covering version of the well-studied and prominent unsplittable flow on a path problem, which is interesting in its own right. For that covering problem, we present a quasi-polynomial time $(1+\epsilon)$-approximation algorithm that yields an $(e+\epsilon)$-approximation for the above scheduling problem. Moreover, for the latter we devise the best possible resource augmentation result regarding speed: a polynomial time algorithm which computes a solution with \emph{optimal }cost at $1+\epsilon$ speedup. Finally, we present an elegant QPTAS for the special case where the cost functions of the jobs fall into at most $\log n$ many classes. This algorithm allows the jobs even to have up to $\log n$ many distinct release dates.Comment: 2 pages, 1 figur