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Register a new userSubmodular Optimization Problems and Greedy Strategies: A Survey
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The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How good is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two classes of optimization problems where the objective function is submodular. The first is set submodular optimization, which is to choose a set of actions to optimize a set submodular objective function, and the second is string submodular optimization, which is to choose an ordered set of actions to optimize a string submodular function. Our emphasis here is on performance bounds for the greedy strategy in submodular optimization problems. Specifically, we review performance bounds for the greedy strategy, more general and improved bounds in terms of curvature, performance bounds for the batched greedy strategy, and performance bounds for Nash equilibria.
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Many algorithms for maximizing a monotone submodular function subject to a knapsack constraint rely on the natural greedy heuristic. We present a novel refined analysis of this greedy heuristic which enables us to: $(1)$ reduce the enumeration in the tight $(1-e^{-1})$-approximation of [Sviridenko 04] from subsets of size three to two; $(2)$ present an improved upper bound of $0.42945$ for the classic algorithm which returns the better between a single element and the output of the greedy heuristic.
We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.
We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation is facilitated by reductions, which accept a category of problems and transform instances of that category to equivalent instances of another category. Our system proceeds in two key phases: analysis, in which we attempt to find a suitable solver for a supplied problem, and canonicalization, in which we rewrite the problem in the selected solvers standard form. We implement the described system in version 1.0 of CVXPY, a domain-specific language for mathematical and especially convex optimization. By treating reductions as first-class objects, our method makes it easy to match problems to solvers well-suited for them and to support solvers with a wide variety of standard forms.
Structural decomposition methods have been developed for identifying tractable classes of instances of fundamental problems in databases, such as conjunctive queries and query containment, of the constraint satisfaction problem in artificial intelligence, or more generally of the homomorphism problem over relational structures. Most structural decomposition methods can be characterized through hypergraph games that are variations of the Robber and Cops graph game that characterizes the notion of treewidth. In particular, decomposition trees somehow correspond to monotone winning strategies, where the escape space of the robber on the hypergraph is shrunk monotonically by the cops. In fact, unlike the treewidth case, there are hypergraphs where monotonic strategies do not exist, while the robber can be captured by means of more complex non-monotonic strategies. However, these powerful strategies do not correspond in general to valid decompositions. The paper provides a general way to exploit the power of non-monotonic strategies, by allowing a disciplined form of non-monotonicity, characteristic of cops playing in a greedy way. It is shown that deciding the existence of a (non-monotone) greedy winning strategy (and compute one, if any) is tractable. Moreover, despite their non-monotonicity, such strategies always induce valid decomposition trees, which can be computed efficiently based on them. As a consequence, greedy strategies allow us to define new islands of tractability for the considered problems properly including all previously known classes of tractable instances.
This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing Generalized Nash Equilibria (GNEs). The Moment-SOS hierarchy of semidefinite relaxations are used to solve the polynomial optimization. Under some general assumptions, we prove the method can find a GNE if there exists one, or detect nonexistence of GNEs. Numerical experiments are presented to show the efficiency of the method.
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