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A Tight Approximation for Submodular Maximization with Mixed Packing and Covering Constraints

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 Added by Sumedha Uniyal
 Publication date 2018
and research's language is English




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Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight approximation algorithm that for any constant $epsilon >0$ achieves a guarantee of $1-frac{1}{mathrm{e}}-epsilon$ while violating only the covering constraints by a multiplicative factor of $1-epsilon$. Our algorithm is based on a novel enumeration method, which unlike previous known enumeration techniques, can handle both packing and covering constraints. We extend the above main result by additionally handling a matroid independence constraints as well as finding (approximate) pareto set optimal solutions when multiple submodular objectives are present. Finally, we propose a novel and purely combinatorial dynamic programming approach that can be applied to several special cases of the problem yielding not only {em deterministic} but also considerably faster algorithms. For example, for the well studied special case of only packing constraints (Kulik {em et. al.} [Math. Oper. Res. `13] and Chekuri {em et. al.} [FOCS `10]), we are able to present the first deterministic non-trivial approximation algorithm. We believe our new combinatorial approach might be of independent interest.



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We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first algorithms with low adaptivity for submodular maximization with a matroid constraint. Our algorithms achieve a $1-1/e-epsilon$ approximation for monotone functions and a $1/e-epsilon$ approximation for non-monotone functions, which nearly matches the best guarantees known in the fully adaptive setting. The number of rounds of adaptivity is $O(log^2{n}/epsilon^3)$, which is an exponential speedup over the existing algorithms. We obtain the first parallel algorithm for non-monotone submodular maximization subject to packing constraints. Our algorithm achieves a $1/e-epsilon$ approximation using $O(log(n/epsilon) log(1/epsilon) log(n+m)/ epsilon^2)$ parallel rounds, which is again an exponential speedup in parallel time over the existing algorithms. For monotone functions, we obtain a $1-1/e-epsilon$ approximation in $O(log(n/epsilon)log(m)/epsilon^2)$ parallel rounds. The number of parallel rounds of our algorithm matches that of the state of the art algorithm for solving packing LPs with a linear objective. Our results apply more generally to the problem of maximizing a diminishing returns submodular (DR-submodular) function.
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