Submodular Optimization with Contention Resolution Extensions

This paper considers optimizing a submodular function subject to a set of downward closed constraints. Previous literature on this problem has often constructed solutions by (1) discovering a fractional solution to the multi-linear extension and (2) rounding this solution to an integral solution via a contention resolution scheme. This line of research has improved results by either optimizing (1) or (2). Diverging from previous work, this paper introduces a principled method called contention resolution extensions of submodular functions. A contention resolution extension combines the contention resolution scheme into a continuous extension of a discrete submodular function. The contention resolution extension can be defined from effectively any contention resolution scheme. In the case where there is a loss in both (1) and (2), by optimizing them together, the losses can be combined resulting in an overall improvement. This paper showcases the concept by demonstrating that for the problem of optimizing a non-monotone submodular subject to the elements forming an independent set in an interval graph, the algorithm gives a .188-approximation. This improves upon the best known 1/(2e)~eq .1839 approximation

Stochastic scheduling on unrelated machines

Two important characteristics encountered in many real-world scheduling problems are heterogeneous machines/processors and a certain degree of uncertainty about the actual sizes of jobs. The first characteristic entails machine dependent processing times of jobs and is captured by the classical unrelated machine scheduling model.The second characteristic is adequately addressed by stochastic processing times of jobs as they are studied in classical stochastic scheduling models. While there is an extensive but separate literature for the two scheduling models, we study for the first time a combined model that takes both characteristics into account simultaneously. Here, the processing time of job $j$ on machine $i$ is governed by random variable $P_{ij}$, and its actual realization becomes known only upon job completion. With $w_j$ being the given weight of job $j$, we study the classical objective to minimize the expected total weighted completion time $E[\sum_j w_jC_j]$, where $C_j$ is the completion time of job $j$. By means of a novel time-indexed linear programming relaxation, we compute in polynomial time a scheduling policy with performance guarantee $(3+\Delta)/2+\epsilon$. Here, $\epsilon>0$ is arbitrarily small, and $\Delta$ is an upper bound on the squared coefficient of variation of the processing times. We show that the dependence of the performance guarantee on $\Delta$ is tight, as we obtain a $\Delta/2$ lower bound for the type of policies that we use. When jobs also have individual release dates $r_{ij}$, our bound is $(2+\Delta)+\epsilon$. Via $\Delta=0$, currently best known bounds for deterministic scheduling are contained as a special case

Submodular Stochastic Probing on Matroids

In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process that one by one probes elements --- if a probed element is active, then we have to include it in the solution, which we gradually construct. Throughout the process we need to obey inner constraints on the set of elements taken into the solution, and outer constraints on the set of all probed elements. This abstract model was presented by Gupta and Nagarajan (IPCO '13), and provides a unified view of a number of problems. Thus far, all the results falling under this general framework pertain mainly to the case in which we are maximizing a linear objective function of the successfully probed elements. In this paper we generalize the stochastic probing problem by considering a monotone submodular objective function. We give a $(1 - 1/e)/(k_{in} + k_{out}+1)$-approximation algorithm for the case in which we are given $k_{in}$ matroids as inner constraints and $k_{out}$ matroids as outer constraints. Additionally, we obtain an improved $1/(k_{in} + k_{out})$-approximation algorithm for linear objective functions