Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature

• Published in: Mathematics of operations research Vol. 42; no. 4; pp. 1197 - 1218
• Main Authors: Sviridenko, Maxim, Vondrák, Jan, Ward, Justin
• Format: Journal Article
• Language: English
• Published: Linthicum INFORMS 01.11.2017; Institute for Operations Research and the Management Sciences
• Subjects: Algorithms; Analysis; Approximation; column-subset selection; continuous greedy; Curvature; Design optimization; Greedy algorithms; Linear functions; local search; matroids; Maximization; Maximum entropy; maximum entropy sampling; Modifications; Operations research; Optimization; Studies; submodular maximization; supermodular minimization; New York
• ISSN: 0364-765X; 1526-5471
• DOI: 10.1287/moor.2016.0842

We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a monotone increasing submodular function or minimize a monotone decreasing supermodular function with a bounded total curvature c . Intuitively, the parameter c represents how nonlinear a function f is: when c = 0, f is linear, while for c = 1, f may be an arbitrary monotone increasing submodular function. For the case of submodular maximization with total curvature c , we obtain a (1 − c/e )-approximation—the first improvement over the greedy algorithm of of Conforti and Cornuéjols from 1984, which holds for a cardinality constraint, as well as a recent analogous result for an arbitrary matroid constraint. Our approach is based on modifications of the continuous greedy algorithm and nonoblivious local search, and allows us to approximately maximize the sum of a nonnegative, monotone increasing submodular function and a (possibly negative) linear function. We show how to reduce both submodular maximization and supermodular minimization to this general problem when the objective function has bounded total curvature. We prove that the approximation results we obtain are the best possible in the value oracle model, even in the case of a cardinality constraint. We define an extension of the notion of curvature to general monotone set functions and show a (1 − c )-approximation for maximization and a 1/(1 − c )-approximation for minimization cases. Finally, we give two concrete applications of our results in the settings of maximum entropy sampling, and the column-subset selection problem.