Parameterized Approximation Algorithms for Bidirected Steiner Network Problems

The Directed Steiner Network (DSN) problem takes as input a directed edge-weighted graph $G=(V,E)$ and a set $\mathcal{D}\subseteq V\times V$ of $k$ demand pairs. The aim is to compute the cheapest network $N\subseteq G$ for which there is an $s\to t$ path for each $(s,t)\in\mathcal{D}$. It is known that this problem is notoriously hard as there is no $k^{1/4-o(1)}$-approximation algorithm under Gap-ETH, even when parametrizing the runtime by $k$ [Dinur & Manurangsi, ITCS 2018]. In light of this, we systematically study several special cases of DSN and determine their parameterized approximability for the parameter $k$. For the bi-DSN$_\text{Planar}$ problem, the aim is to compute a planar optimum solution $N\subseteq G$ in a bidirected graph $G$, i.e., for every edge $uv$ of $G$ the reverse edge $vu$ exists and has the same weight. This problem is a generalization of several well-studied special cases. Our main result is that this problem admits a parameterized approximation scheme (PAS) for $k$. We also prove that our result is tight in the sense that (a) the runtime of our PAS cannot be significantly improved, and (b) it is unlikely that a PAS exists for any generalization of bi-DSN$_\text{Planar}$, unless FPT=W[1]. One important special case of DSN is the Strongly Connected Steiner Subgraph (SCSS) problem, for which the solution network $N\subseteq G$ needs to strongly connect a given set of $k$ terminals. It has been observed before that for SCSS a parameterized $2$-approximation exists when parameterized by $k$ [Chitnis et al., IPEC 2013]. We give a tight inapproximability result by showing that for $k$ no parameterized $(2-\varepsilon)$-approximation algorithm exists under Gap-ETH. Additionally we show that when restricting the input of SCSS to bidirected graphs, the problem remains NP-hard but becomes FPT for $k$

Dagstuhl News January - December 2008

"Dagstuhl News" is a publication edited especially for the members of the Foundation "Informatikzentrum Schloss Dagstuhl" to thank them for their support. The News give a summary of the scientific work being done in Dagstuhl. Each Dagstuhl Seminar is presented by a small abstract describing the contents and scientific highlights of the seminar as well as the perspectives or challenges of the research topic

Approximation algorithms for combinatorial optimization problems

Fil: Vassiliev, Saveli. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina

Algebraic Number Starscapes

We study the geometry of algebraic numbers in the complex plane, and their Diophantine approximation, aided by extensive computer visualization. Motivated by these images, called algebraic starscapes, we describe the geometry of the map from the coefficient space of polynomials to the root space, focussing on the quadratic and cubic cases. The geometry describes and explains notable features of the illustrations, and motivates a geometric-minded recasting of fundamental results in the Diophantine approximation of the complex plane. The images provide a case-study in the symbiosis of illustration and research, and an entry-point to geometry and number theory for a wider audience. The paper is written to provide an accessible introduction to the study of homogeneous geometry and Diophantine approximation. We investigate the homogeneous geometry of root and coefficient spaces under the natural $\operatorname{PSL}(2;\mathbb{C})$ action, especially in degrees 2 and 3. We rediscover the quadratic and cubic root formulas as isometries, and determine when the map sending certain families of polynomials to their complex roots (our starscape images) are embeddings. We consider complex Diophantine approximation by quadratic irrationals, in terms of hyperbolic distance and the discriminant as a measure of arithmetic height. We recover the quadratic case of results of Bugeaud and Evertse, and give some geometric explanation for the dichotomy they discovered (Bugeaud, Y. and Evertse, J.-H., Approximation of complex algebraic numbers by algebraic numbers of bounded degree, Ann. Sc. Norm. Super. Pisa Cl. Sci. (5) 8 (2009), no. 2, 333-368). Our statements go a little further in distinguishing approximability in terms of whether the target or approximations lie on rational geodesics. The paper comes with accompanying software, and finishes with a wide variety of open problems.Comment: 63 pages, 36 figures; this version includes a technical introduction for an expert audienc

Approximation Algorithms for Distributionally Robust Stochastic Optimization

Two-stage stochastic optimization is a widely used framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we take first-stage actions knowing only the underlying distribution and before a scenario is realized, and may take additional second-stage recourse actions after a scenario is realized. The goal is typically to minimize the total expected cost. A common criticism levied at this model is that the underlying probability distribution is itself often imprecise. To address this, an approach that is quite versatile and has gained popularity in the stochastic-optimization literature is the two-stage distributionally robust stochastic model: given a collection D of probability distributions, our goal now is to minimize the maximum expected total cost with respect to a distribution in D. There has been almost no prior work however on developing approximation algorithms for distributionally robust problems where the underlying scenario collection is discrete, as is the case with discrete-optimization problems. We provide frameworks for designing approximation algorithms in such settings when the collection D is a ball around a central distribution, defined relative to two notions of distance between probability distributions: Wasserstein metrics (which include the L_1 metric) and the L_infinity metric. Our frameworks yield efficient algorithms even in settings with an exponential number of scenarios, where the central distribution may only be accessed via a sampling oracle. For distributionally robust optimization under a Wasserstein ball, we first show that one can utilize the sample average approximation (SAA) method (solve the distributionally robust problem with an empirical estimate of the central distribution) to reduce the problem to the case where the central distribution has a polynomial-size support, and is represented explicitly. This follows because we argue that a distributionally robust problem can be reduced in a novel way to a standard two-stage stochastic problem with bounded inflation factor, which enables one to use the SAA machinery developed for two-stage stochastic problems. Complementing this, we show how to approximately solve a fractional relaxation of the SAA problem (i.e., the distributionally robust problem obtained by replacing the original central distribution with its empirical estimate). Unlike in two-stage {stochastic, robust} optimization with polynomially many scenarios, this turns out to be quite challenging. We utilize a variant of the ellipsoid method for convex optimization in conjunction with several new ideas to show that the SAA problem can be approximately solved provided that we have an (approximation) algorithm for a certain max-min problem that is akin to, and generalizes, the k-max-min problem (find the worst-case scenario consisting of at most k elements) encountered in two-stage robust optimization. We obtain such an algorithm for various discrete-optimization problems; by complementing this via rounding algorithms that provide local (i.e., per-scenario) approximation guarantees, we obtain the first approximation algorithms for the distributionally robust versions of a variety of discrete-optimization problems including set cover, vertex cover, edge cover, facility location, and Steiner tree, with guarantees that are, except for set cover, within O(1)-factors of the guarantees known for the deterministic version of the problem. For distributionally robust optimization under an L_infinity ball, we consider a fractional relaxation of the problem, and replace its objective function with a proxy function that is pointwise close to the true objective function (within a factor of 2). We then show that we can efficiently compute approximate subgradients of the proxy function, provided that we have an algorithm for the problem of computing the t worst scenarios under a given first-stage decision, given an integer t. We can then approximately minimize the proxy function via a variant of the ellipsoid method, and thus obtain an approximate solution for the fractional relaxation of the distributionally robust problem. Complementing this via rounding algorithms with local guarantees, we obtain approximation algorithms for distributionally robust versions of various covering problems, including set cover, vertex cover, edge cover, and facility location, with guarantees that are within O(1)-factors of the guarantees known for their deterministic versions