Posimodular Function Optimization

Given a posimodular function $f: 2^V \to \mathbb{R}$ on a finite set $V$, we consider the problem of finding a nonempty subset $X$ of $V$ that minimizes $f(X)$. Posimodular functions often arise in combinatorial optimization such as undirected cut functions. In this paper, we show that any algorithm for the problem requires $\Omega(2^{\frac{n}{7.54}})$ oracle calls to $f$, where $n=|V|$. It contrasts to the fact that the submodular function minimization, which is another generalization of cut functions, is polynomially solvable. When the range of a given posimodular function is restricted to be $D=\{0,1,...,d\}$ for some nonnegative integer $d$, we show that $\Omega(2^{\frac{d}{15.08}})$ oracle calls are necessary, while we propose an $O(n^dT_f+n^{2d+1})$-time algorithm for the problem. Here, $T_f$ denotes the time needed to evaluate the function value $f(X)$ for a given $X \subseteq V$. We also consider the problem of maximizing a given posimodular function. We show that $\Omega(2^{n-1})$ oracle calls are necessary for solving the problem, and that the problem has time complexity $\Theta(n^{d-1}T_f)$ when $D=\{0,1,..., d\}$ is the range of $f$ for some constant $d$.Comment: 18 page

Oracle-Based Primal-Dual Algorithms for Packing and Covering Semidefinite Programs

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular structure of this class of problems, to obtain more efficient algorithms than those offered by general SDP solvers. For certain applications, such as those described in this paper, it maybe required to deal with SDP\u27s with exponentially or infinitely many constraints, which are accessible only via an oracle. In this paper, we give an efficient primal-dual algorithm to solve the problem in this case, which is an extension of a logarithmic-potential based algorithm of Grigoriadis, Khachiyan, Porkolab and Villavicencio (SIAM Journal of Optimization 41 (2001)) for packing/covering linear programs

Optimal Composition Ordering Problems for Piecewise Linear Functions

In this paper, we introduce maximum composition ordering problems. The input is $n$ real functions $f_1,\dots,f_n:\mathbb{R}\to\mathbb{R}$ and a constant $c\in\mathbb{R}$. We consider two settings: total and partial compositions. The maximum total composition ordering problem is to compute a permutation $\sigma:[n]\to[n]$ which maximizes $f_{\sigma(n)}\circ f_{\sigma(n-1)}\circ\dots\circ f_{\sigma(1)}(c)$, where $[n]=\{1,\dots,n\}$. The maximum partial composition ordering problem is to compute a permutation $\sigma:[n]\to[n]$ and a nonnegative integer $k~(0\le k\le n)$ which maximize $f_{\sigma(k)}\circ f_{\sigma(k-1)}\circ\dots\circ f_{\sigma(1)}(c)$. We propose $O(n\log n)$ time algorithms for the maximum total and partial composition ordering problems for monotone linear functions $f_i$, which generalize linear deterioration and shortening models for the time-dependent scheduling problem. We also show that the maximum partial composition ordering problem can be solved in polynomial time if $f_i$ is of form $\max\{a_ix+b_i,c_i\}$ for some constants $a_i\,(\ge 0)$, $b_i$ and $c_i$. We finally prove that there exists no constant-factor approximation algorithm for the problems, even if $f_i$'s are monotone, piecewise linear functions with at most two pieces, unless P=NP.Comment: 19 pages, 4 figure

A Nested Family of kk-total Effective Rewards for Positional Games

We consider Gillette's two-person zero-sum stochastic games with perfect information. For each k \in \ZZ_+ we introduce an effective reward function, called $k$-total. For $k = 0$ and $1$ this function is known as {\it mean payoff} and {\it total reward}, respectively. We restrict our attention to the deterministic case. For all $k$, we prove the existence of a saddle point which can be realized by uniformly optimal pure stationary strategies. We also demonstrate that $k$-total reward games can be embedded into $(k+1)$-total reward games

A Potential Reduction Algorithm for Two-person Zero-sum Mean Payoff Stochastic Games

We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real $\epsilon$, let us call a stochastic game $\epsilon$-ergodic, if its values from any two initial positions differ by at most $\epsilon$. The proposed new algorithm outputs for every $\epsilon>0$ in finite time either a pair of stationary strategies for the two players guaranteeing that the values from any initial positions are within an $\epsilon$-range, or identifies two initial positions $u$ and $v$ and corresponding stationary strategies for the players proving that the game values starting from $u$ and $v$ are at least $\epsilon/24$ apart. In particular, the above result shows that if a stochastic game is $\epsilon$-ergodic, then there are stationary strategies for the players proving $24\epsilon$-ergodicity. This result strengthens and provides a constructive version of an existential result by Vrieze (1980) claiming that if a stochastic game is $0$-ergodic, then there are $\epsilon$-optimal stationary strategies for every $\epsilon > 0$. The suggested algorithm is based on a potential transformation technique that changes the range of local values at all positions without changing the normal form of the game

Trichotomy for Integer Linear Systems Based on Their Sign Patterns

In this paper, we consider solving the integer linear systems, i.e., given a matrix A in R^{m*n}, a vector b in R^m, and a positive integer d, to compute an integer vector x in D^n such that Ax <= b, where m and n denote positive integers, R denotes the set of reals, and D={0,1,..., d-1}. The problem is one of the most fundamental NP-hard problems in computer science. For the problem, we propose a complexity index h which is based only on the sign pattern of A. For a real r, let ILS_=(r) denote the family of the problem instances I with h(I)=r. We then show the following trichotomy: - ILS_=(r) is linearly solvable, if r < 1, - ILS_=(r) is weakly NP-hard and pseudo-polynomially solvable, if r = 1, and - ILS_=(r) is strongly NP-hard, if r > 1. This, for example, includes the existing results that quadratic systems and Horn systems can be solved in pseudo-polynomial time