80 research outputs found
The Price of Information in Combinatorial Optimization
Consider a network design application where we wish to lay down a
minimum-cost spanning tree in a given graph; however, we only have stochastic
information about the edge costs. To learn the precise cost of any edge, we
have to conduct a study that incurs a price. Our goal is to find a spanning
tree while minimizing the disutility, which is the sum of the tree cost and the
total price that we spend on the studies. In a different application, each edge
gives a stochastic reward value. Our goal is to find a spanning tree while
maximizing the utility, which is the tree reward minus the prices that we pay.
Situations such as the above two often arise in practice where we wish to
find a good solution to an optimization problem, but we start with only some
partial knowledge about the parameters of the problem. The missing information
can be found only after paying a probing price, which we call the price of
information. What strategy should we adopt to optimize our expected
utility/disutility?
A classical example of the above setting is Weitzman's "Pandora's box"
problem where we are given probability distributions on values of
independent random variables. The goal is to choose a single variable with a
large value, but we can find the actual outcomes only after paying a price. Our
work is a generalization of this model to other combinatorial optimization
problems such as matching, set cover, facility location, and prize-collecting
Steiner tree. We give a technique that reduces such problems to their non-price
counterparts, and use it to design exact/approximation algorithms to optimize
our utility/disutility. Our techniques extend to situations where there are
additional constraints on what parameters can be probed or when we can
simultaneously probe a subset of the parameters.Comment: SODA 201
Greedy D-Approximation Algorithm for Covering with Arbitrary Constraints and Submodular Cost
This paper describes a simple greedy D-approximation algorithm for any
covering problem whose objective function is submodular and non-decreasing, and
whose feasible region can be expressed as the intersection of arbitrary (closed
upwards) covering constraints, each of which constrains at most D variables of
the problem. (A simple example is Vertex Cover, with D = 2.) The algorithm
generalizes previous approximation algorithms for fundamental covering problems
and online paging and caching problems
Node-Weighted Prize Collecting Steiner Tree and Applications
The Steiner Tree problem has appeared in the Karp's list of the first 21 NP-hard problems and is well known as one of the most fundamental problems in Network Design area. We study the Node-Weighted version of the Prize
Collecting Steiner Tree problem.
In this problem, we are given a simple graph with a cost and penalty value associated with each node. Our
goal is to find a subtree T of the graph minimizing the cost of the
nodes in T plus penalty of the nodes not in T. By a reduction
from set cover problem it can be easily shown that the problem cannot be approximated in polynomial time within factor of (1-o(1))ln n unless NP has quasi-polynomial time algorithms, where n is the number of vertices of the graph.
Moss and Rabani claimed an O(log n)-approximation algorithm for the problem using a Primal-Dual approach in their STOC'01 paper \cite{moss2001}. We show that their algorithm is incorrect by providing a counter example in which there is an O(n) gap between the dual solution constructed by their algorithm and the optimal solution. Further, evidence is given that their algorithm probably does not have a simple fix. We propose a new algorithm which is more involved and
introduces novel ideas in primal dual approach for network design problems. Also, our algorithm is a Lagrangian Multiplier Preserving algorithm and we show how this property can be utilized to design an O(log n)-approximation algorithm for the Node-Weighted Quota Steiner Tree problem
using the Lagrangian Relaxation method.
We also show an application of the Node Weighted Quota Steiner Tree problem in designing algorithm with better approximation factor for
Technology Diffusion problem, a problem proposed by Goldberg and Liu
in \cite{goldberg2012} (SODA 2013). In Technology Diffusion, we are given a graph G and a threshold θ(v) associated with each vertex v and we are seeking a set of initial nodes called the seed set.
Technology Diffusion is a dynamic process defined over time in which each vertex is either active or inactive. The vertices in the seed set
are initially activated and each other vertex v gets activated whenever there are at least θ(v) active nodes connected to
v through other active nodes. The Technology Diffusion problem asks to
find the minimum seed set activating all nodes. Goldberg
and Liu gave an O(rllog n)-approximation algorithm for the problem where
r and l are the diameter of G and the number of distinct threshold values, respectively. We improve the approximation factor
to O(min{r,l}log n) by establishing a close connection between the problem and the Node Weighted Quota Steiner Tree problem
Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems
Optimization methods are at the core of many problems in signal/image
processing, computer vision, and machine learning. For a long time, it has been
recognized that looking at the dual of an optimization problem may drastically
simplify its solution. Deriving efficient strategies which jointly brings into
play the primal and the dual problems is however a more recent idea which has
generated many important new contributions in the last years. These novel
developments are grounded on recent advances in convex analysis, discrete
optimization, parallel processing, and non-smooth optimization with emphasis on
sparsity issues. In this paper, we aim at presenting the principles of
primal-dual approaches, while giving an overview of numerical methods which
have been proposed in different contexts. We show the benefits which can be
drawn from primal-dual algorithms both for solving large-scale convex
optimization problems and discrete ones, and we provide various application
examples to illustrate their usefulness
Hypergraphs with Edge-Dependent Vertex Weights: p-Laplacians and Spectral Clustering
We study p-Laplacians and spectral clustering for a recently proposed
hypergraph model that incorporates edge-dependent vertex weights (EDVW). These
weights can reflect different importance of vertices within a hyperedge, thus
conferring the hypergraph model higher expressivity and flexibility. By
constructing submodular EDVW-based splitting functions, we convert hypergraphs
with EDVW into submodular hypergraphs for which the spectral theory is better
developed. In this way, existing concepts and theorems such as p-Laplacians and
Cheeger inequalities proposed under the submodular hypergraph setting can be
directly extended to hypergraphs with EDVW. For submodular hypergraphs with
EDVW-based splitting functions, we propose an efficient algorithm to compute
the eigenvector associated with the second smallest eigenvalue of the
hypergraph 1-Laplacian. We then utilize this eigenvector to cluster the
vertices, achieving higher clustering accuracy than traditional spectral
clustering based on the 2-Laplacian. More broadly, the proposed algorithm works
for all submodular hypergraphs that are graph reducible. Numerical experiments
using real-world data demonstrate the effectiveness of combining spectral
clustering based on the 1-Laplacian and EDVW
Learning with Submodular Functions: A Convex Optimization Perspective
International audienceSubmodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful set of regularization functions for supervised and unsupervised learning. In this monograph, we present the theory of submodular functions from a convex analysis perspective, presenting tight links between certain polyhedra, combinatorial optimization and convex optimization problems. In particular, we show how submodular function minimization is equivalent to solving a wide variety of convex optimization problems. This allows the derivation of new efficient algorithms for approximate and exact submodular function minimization with theoretical guarantees and good practical performance. By listing many examples of submodular functions, we review various applications to machine learning, such as clustering, experimental design, sensor placement, graphical model structure learning or subset selection, as well as a family of structured sparsity-inducing norms that can be derived and used from submodular functions
Approximation Algorithm for Unrooted Prize-Collecting Forest with Multiple Components and Its Application on Prize-Collecting Sweep Coverage
In this paper, we introduce a polynomial-time 2-approximation algorithm for
the Unrooted Prize-Collecting Forest with Components (URPCF) problem.
URPCF aims to find a forest with exactly connected components while
minimizing both the forest's weight and the penalties incurred by unspanned
vertices. Unlike the rooted version RPCF, where a 2-approximation algorithm
exists, solving the unrooted version by guessing roots leads to exponential
time complexity for non-constant . To address this challenge, we propose a
rootless growing and rootless pruning algorithm. We also apply this algorithm
to improve the approximation ratio for the Prize-Collecting Min-Sensor Sweep
Cover problem (PCMinSSC) from 8 to 5.
Keywords: approximation algorithm, prize-collecting Steiner forest, sweep
cover
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