Abstract
Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location, and marketing over social networks. In this paper we consider the problem of maximizing any submodular function subject to d knapsack constraints, where d is a fixed constant. We establish a strong relation between the discrete problem and its continuous relaxation, obtained through extension by expectation of the submodular function. Formally, we show that, for any nonnegative submodular function, an α-approximation algorithm for the continuous relaxation implies a randomized (α-ε)-approximation algorithm for the discrete problem. We use this relation to obtain an (e-1-ε)-approximation for the problem, and a nearly optimal (1-e-1-ε)-approximation ratio for the monotone case, for any ε>0. We further show that the probabilistic domain defined by a continuous solution can be reduced to yield a polynomial-size domain, given an oracle for the extension by expectation. This leads to a deterministic version of our technique.
Original language | American English |
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Pages (from-to) | 729-739 |
Number of pages | 11 |
Journal | Mathematics of Operations Research |
Volume | 38 |
Issue number | 4 |
DOIs | |
State | Published - 1 Nov 2013 |
Keywords
- Approximation algorithms
- Generalized assignment problem
- Knapsack constraints
- Maximum coverage
- Randomization
- Submodular maximization
All Science Journal Classification (ASJC) codes
- General Mathematics
- Computer Science Applications
- Management Science and Operations Research