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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.
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 algorithm
This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards) covering c
We study the problem of maximizing a non-monotone submodular function subject to a cardinality constraint in the streaming model. Our main contribution is a single-pass (semi-)streaming algorithm that uses roughly $O(k / varepsilon^2)$ memory, where
We show algorithms for computing representative families for matroid intersections and use them in fixed-parameter algorithms for set packing, set covering, and facility location problems with multiple matroid constraints. We complement our tractability results by hardness results.
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale optimization problem