Continuous Non-monotone DR-submodular Maximization with Down-closed Convex Constraint

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Main Authors: Chen, Shengminjie, Du, Donglei, Yang, Wenguo, Xu, Dachuan, Gao, Suixiang
Format: Preprint
Published: 2023
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author Chen, Shengminjie
Du, Donglei
Yang, Wenguo
Xu, Dachuan
Gao, Suixiang
author_facet Chen, Shengminjie
Du, Donglei
Yang, Wenguo
Xu, Dachuan
Gao, Suixiang
contents We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can have arbitrarily bad approximation ratios, and they are usually on the boundary of the feasible domain. These findings are in contrast with the monotone case where any stationary point yields a $1/2$-approximation (Hassani et al. (2017)). Moreover, this example offers insights on how to design improved algorithms by avoiding bad stationary points, such as the restricted continuous local search algorithm (Chekuri et al. (2014)) and the aided measured continuous greedy (Buchbinder and Feldman (2019)). However, the analyses in the last two algorithms only work for the discrete domain because both need to invoke the inequality that the multilinear extension of any submodular set function is bounded from below by its Lovasz extension. Our second contribution, therefore, is to remove this restriction and show that both algorithms can be extended to the continuous domain while retaining the same approximation ratios, and hence offering improved approximation ratios over those in Bian et al. (2017a). for the same problem. At last, we also include numerical experiments to demonstrate our algorithms on problems arising from machine learning and artificial intelligence.
format Preprint
id arxiv_https___arxiv_org_abs_2307_09616
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Continuous Non-monotone DR-submodular Maximization with Down-closed Convex Constraint
Chen, Shengminjie
Du, Donglei
Yang, Wenguo
Xu, Dachuan
Gao, Suixiang
Data Structures and Algorithms
Optimization and Control
We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can have arbitrarily bad approximation ratios, and they are usually on the boundary of the feasible domain. These findings are in contrast with the monotone case where any stationary point yields a $1/2$-approximation (Hassani et al. (2017)). Moreover, this example offers insights on how to design improved algorithms by avoiding bad stationary points, such as the restricted continuous local search algorithm (Chekuri et al. (2014)) and the aided measured continuous greedy (Buchbinder and Feldman (2019)). However, the analyses in the last two algorithms only work for the discrete domain because both need to invoke the inequality that the multilinear extension of any submodular set function is bounded from below by its Lovasz extension. Our second contribution, therefore, is to remove this restriction and show that both algorithms can be extended to the continuous domain while retaining the same approximation ratios, and hence offering improved approximation ratios over those in Bian et al. (2017a). for the same problem. At last, we also include numerical experiments to demonstrate our algorithms on problems arising from machine learning and artificial intelligence.
title Continuous Non-monotone DR-submodular Maximization with Down-closed Convex Constraint
topic Data Structures and Algorithms
Optimization and Control
url https://arxiv.org/abs/2307.09616