<p>The multilinear framework for submodular maximization was developed to achieve a tight <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(1-1/e\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>1</mn> <mo>-</mo> <mn>1</mn> <mo stretchy="false">/</mo> <mi>e</mi> </mrow> </math></EquationSource> </InlineEquation> approximation for maximizing a monotone submodular function subject to a matroid constraint, including as special case the submodular welfare problem. The framework has a continuous optimization step (solving the multilinear extension of a submodular function) and a rounding part (rounding a fractional solution to an integral one). We extend both parts to provide a framework for a wider array of applications. The continuous part works for a more general class of continuous functions parameterized by a new smoothness parameter <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>. A twice differential function <i>F</i> is called <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-one-sided-smooth (<InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-OSS) if its second derivatives are bounded as follows: <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\frac{1}{2}u^T\nabla ^2 F(x) u \le \sigma \cdot \frac{\Vert u\Vert _1}{\Vert x\Vert _1} u^T \nabla F(x)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> <msup> <mi>u</mi> <mi>T</mi> </msup> <msup> <mi mathvariant="normal">∇</mi> <mn>2</mn> </msup> <mi>F</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> <mi>u</mi> <mo>≤</mo> <mi>σ</mi> <mo>·</mo> <mfrac> <msub> <mrow> <mo stretchy="false">‖</mo> <mi>u</mi> <mo stretchy="false">‖</mo> </mrow> <mn>1</mn> </msub> <msub> <mrow> <mo stretchy="false">‖</mo> <mi>x</mi> <mo stretchy="false">‖</mo> </mrow> <mn>1</mn> </msub> </mfrac> <msup> <mi>u</mi> <mi>T</mi> </msup> <mi mathvariant="normal">∇</mi> <mi>F</mi> <mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> for all <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(u,x\ge 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>u</mi> <mo>,</mo> <mi>x</mi> <mo>≥</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(x\ne 0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>x</mi> <mo>≠</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>. For <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\sigma =0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>σ</mi> <mo>=</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation> this includes previously studied continuous DR-Submodular functions as well as quadratics defined by copositive matrices. We give a modification of the continuous greedy algorithm which finds a solution for maximizing a monotone <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-OSS <i>F</i> over a polytope in the non-negative orthant; the solution approximates the optimum to within factors which are functions of <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation> which depend on additional properties. Interestingly, <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-OSS functions arise as the multilinear extensions of set functions associated with several well-studied diversity maximization problems: <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(\max f(S) = \sum _{i,j \in S} A_{ij} : |S| \le k\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo movablelimits="true">max</mo> <mi>f</mi> <mrow> <mo stretchy="false">(</mo> <mi>S</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <msub> <mo>∑</mo> <mrow> <mi>i</mi> <mo>,</mo> <mi>j</mi> <mo>∈</mo> <mi>S</mi> </mrow> </msub> <msub> <mi>A</mi> <mrow> <mi mathvariant="italic">ij</mi> </mrow> </msub> <mo>:</mo> <mrow> <mo stretchy="false">|</mo> <mi>S</mi> <mo stretchy="false">|</mo> </mrow> <mo>≤</mo> <mi>k</mi> </mrow> </math></EquationSource> </InlineEquation>. For instance, when <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(A_{ij}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>A</mi> <mrow> <mi mathvariant="italic">ij</mi> </mrow> </msub> </math></EquationSource> </InlineEquation> defines a <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-semi-metric, its extension is <InlineEquation ID="IEq15"> <EquationSource Format="TEX">\(\sigma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>σ</mi> </math></EquationSource> </InlineEquation>-OSS. In these settings, we also develop rounding schemes to approximate the discrete problem.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Beyond submodular maximization via one-sided smoothness

  • Mehrdad Ghadiri,
  • Richard Santiago,
  • Bruce Shepherd

摘要

The multilinear framework for submodular maximization was developed to achieve a tight \(1-1/e\) 1 - 1 / e approximation for maximizing a monotone submodular function subject to a matroid constraint, including as special case the submodular welfare problem. The framework has a continuous optimization step (solving the multilinear extension of a submodular function) and a rounding part (rounding a fractional solution to an integral one). We extend both parts to provide a framework for a wider array of applications. The continuous part works for a more general class of continuous functions parameterized by a new smoothness parameter \(\sigma \) σ . A twice differential function F is called \(\sigma \) σ -one-sided-smooth ( \(\sigma \) σ -OSS) if its second derivatives are bounded as follows: \(\frac{1}{2}u^T\nabla ^2 F(x) u \le \sigma \cdot \frac{\Vert u\Vert _1}{\Vert x\Vert _1} u^T \nabla F(x)\) 1 2 u T 2 F ( x ) u σ · u 1 x 1 u T F ( x ) for all \(u,x\ge 0\) u , x 0 , \(x\ne 0\) x 0 . For \(\sigma =0\) σ = 0 this includes previously studied continuous DR-Submodular functions as well as quadratics defined by copositive matrices. We give a modification of the continuous greedy algorithm which finds a solution for maximizing a monotone \(\sigma \) σ -OSS F over a polytope in the non-negative orthant; the solution approximates the optimum to within factors which are functions of \(\sigma \) σ which depend on additional properties. Interestingly, \(\sigma \) σ -OSS functions arise as the multilinear extensions of set functions associated with several well-studied diversity maximization problems: \(\max f(S) = \sum _{i,j \in S} A_{ij} : |S| \le k\) max f ( S ) = i , j S A ij : | S | k . For instance, when \(A_{ij}\) A ij defines a \(\sigma \) σ -semi-metric, its extension is \(\sigma \) σ -OSS. In these settings, we also develop rounding schemes to approximate the discrete problem.