Online submodular maximization: beating 1/2 made simple

We study an online task assignment problem for multi-robot systems where robots can do multiple tasks during their mission and the tasks arrive dynamically in groups. Each robot can do at most one task from a group and the total number of tasks a robot can do is bounded by its limited battery life. There is a payoff for assigning each robot to a task and the objective is to maximize the total payoff. A special case, where each group has one task and each robot can do one task is the online maximum weighted bipartite matching problem (MWBMP). For online MWBMP, it is known that, under some assumptions on the payoffs, a greedy algorithm has a competitive ratio of 1 over 3. Our key result is to prove that for the general problem, under the same assumptions on the payoff as in MWBMP and an assumption on the number of tasks arising in each group, a repeated auction algorithm, where each group of tasks is (near) optimally allocated to the available group of robots has a guaranteed competitive ratio. We also prove that (a) without the assumptions on the payoffs, it is impossible to design an algorithm with any performance guarantee and (b) without the assumption on the task profile, the algorithms that can guarantee a feasible allocation (if one exists) have arbitrarily bad performance in the worst case. Additionally, we present simulation results depicting the average case performance of the repeated greedy auction algorithm.

In this paper, we consider the signal detection for multiple input-multiple output intersymbol interference (MIMO-ISI) channels with diverse assumptions on the channel knowledge: perfect, blind, trained, etc. This general problem is cast into a unifying Bayesian statistics framework. With this formulation, the optimal detector is the one maximizing the posterior signal density [marginal maximum a posteriori (MAP)]. Since the marginal MAP is hard to deal with, a joint MAP formulation is proposed as a reasonable substitute that maximizes the posterior joint signal and channel density. It is also shown that for independent and identically distributed (i.i.d.) signals, the two formulations will lead to very close results. The joint MAP formulation leads to an iterative projection algorithm that alternates between the optimization over channel parameters and signaling matrices. The bottleneck of iterative projections is on the finite-alphabet constrained quadratic minimization. We show that the notion of error decomposition can be bridged with greedy optimizations to construct iterative greedy search algorithms and examine their performance. A particularization, called full greedy search, is shown to be able to reach the global optimum (maximum likelihood solutions) starting with any initialization. Since potential constraints in computational complexity may prohibit the application of this version of greedy search, we explore the performance (loss) for greedy search implementations with complexity constraints, arriving at deterministic performance bounds and a bit-error rate (BER) upper bound. The effect of model imprecision is also theoretically characterized. Based on the theoretical development, an iterative local optimization with interference cancellation (LOIC) algorithm is proposed to achieve low complexity and exploit the finite alphabet constraint. Motivated by the Sylvester structure, it approximates the full greedy search by focusing on local error sequences. It can also be regarded as a flexible interference cancellation strategy with noncausal information and iterative computations. An empirical comparison of detectors with perfect channel knowledge demonstrated that the proposed LOIC algorithms can offer very attractive BER/complexity tradeoffs.

In this paper we analyze several approaches to the Maximum Independent Set problem in hypergraphs with degree bounded by Δ. We propose a general technique that reduces the worst case analysis of certain algorithms to their performance in the case of ordinary graphs. This technique allows us to show that the greedy algorithm that corresponds to the classical greedy set cover algorithm has a performance ratio of (Δ + 1)/2. It also allows us to apply results on local search algorithms of graphs to obtain a (Δ + 1)/2 approximation for a weighted case and (Δ + 3)/5 − ε approximation for an unweighted case. We improve the bound in the weighted case to ⌈(Δ + 1)/3 ⌉ using a simple partitioning algorithm. Finally, we show that another natural greedy algorihthm, that adds vertices of minimum degree, achieves only a ratio of Δ− 1, significantly worse than on ordinary graphs.KeywordsGreedy AlgorithmVertex CoverPerformance RatioLocal Search AlgorithmNeighborhood FunctionThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

High-performance computing systems typically employ heterogeneous multicore design to improve both execution performance and efficiency. Task assignment is critical in exploiting the diversity of computation capability, energy consumption, as well as communication cost on heterogeneous multicore processors. In this paper, we explore the opportunity of task assignment on heterogeneous multicore processors to minimize execution and communication costs considering time constraint. The general heterogeneous task assignment problem is NP-Complete. However, we find that optimal task assignment can be achieved for widely used, tree-shaped task graphs using dynamic programming. We first propose a dynamic programming algorithm, the Optimal Tree Assign (OTA) algorithm, to generate optimal assignments for trees. Then, we develop the Integer Linear Programming model of the general task assignment problem for Directed Acyclic Graphs. A polynomial-time heuristic, the Extended Tree Assignment algorithm, is also proposed to produce near-optimal solutions for the general heterogeneous task assignment problem efficiently. The experimental results show that the proposed algorithms outperform both homogeneous task assignment method and greedy strategy for all the benchmarks. The OTA algorithm reduces the total system time by 42.5 percent and 23.5 percent on average compared with the homogeneous task assignment method and greedy algorithm, respectively.

Solving optimization problems with sparse or low-rank optimal solutions has been an important topic since the recent emergence of compressed sensing and its matrix extensions such as the matrix rank minimization and robust principal component analysis problems. Compressed sensing enables one to recover a signal or image with fewer observations than the “length” of the signal or image, and thus provides potential breakthroughs in applications where data acquisition is costly. However, the potential impact of compressed sensing cannot be realized without efficient optimization algorithms that can handle extremely large-scale and dense data from real applications. Although the convex relaxations of these problems can be reformulated as either linear programming, second-order cone programming or semidefinite programming problems, the standard methods for solving these relaxations are not applicable because the problems are usually of huge size and contain dense data. In this dissertation, we give efficient algorithms for solving these “sparse” optimization problems and analyze the convergence and iteration complexity properties of these algorithms. Chapter 2 presents algorithms for solving the linearly constrained matrix rank minimization problem. The tightest convex relaxation of this problem is the linearly constrained nuclear norm minimization. Although the latter can be cast and solved as a semidefinite programming problem, such an approach is computationally expensive when the matrices are large. In Chapter 2, we propose fixed-point and Bregman iterative algorithms for solving the nuclear norm minimization problem and prove convergence of the first of these algorithms. By using a homotopy approach together with an approximate singular value decomposition procedure, we get a very fast, robust and powerful algorithm, which we call FPCA (Fixed Point Continuation with Approximate SVD), that can solve very large matrix rank minimization problems. Our numerical results on randomly generated and real matrix completion problems demonstrate that this algorithm is much faster and provides much better recoverability than semidefinite programming solvers such as SDPT3. For example, our algorithm can recover 1000 × 1000 matrices of rank 50 with a relative error of 10−5 in about 3 minutes by sampling only 20 percent of the elements. We know of no other method that achieves as good recoverability. Numerical experiments on online recommendation, DNA microarray data set and image inpainting problems demonstrate the effectiveness of our algorithms. In Chapter 3, we study the convergence/recoverability properties of the fixed-point continuation algorithm and its variants for matrix rank minimization. Heuristics for determining the rank of the matrix when its true rank is not known are also proposed. Some of these algorithms are closely related to greedy algorithms in compressed sensing. Numerical results for these algorithms for solving linearly constrained matrix rank minimization problems are reported. Chapters 4 and 5 considers alternating direction type methods for solving composite convex optimization problems. We present in Chapter 4 alternating linearization algorithms that are based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most O(1/e) iterations to obtain an e-optimal solution, while our accelerated (i.e., fast) versions require at most O(1/ 3 ) iterations, with little change in the computational effort required at each iteration. For more general problem, i.e., minimizing the sum of K convex functions, we propose multiple-splitting algorithms for solving them. We propose both basic and accelerated algorithms with O(1/e) and O(1/ 3 ) iteration complexity bounds for obtaining an e-optimal solution. To the best of our knowledge, the complexity results presented in these two chapters are the first ones of this type that have been given for splitting and alternating direction type methods. Numerical results on various applications in sparse and low-rank optimization, including compressed sensing, matrix completion, image deblurring, robust principal component analysis, are reported to demonstrate the efficiency of our methods.

Moss and Rabani [13] study constrained node-weighted Steiner tree problems with two independent weight values associated with each node, namely, cost and prize (or penalty). They give an O(logn)-approximation algorithm for the prize-collecting node-weighted Steiner tree problem (PCST)--where the goal is to minimize the cost of a tree plus the penalty of vertices not covered by the tree. They use the algorithm for PCST to obtain a bicriteria (2, O(logn))-approximation algorithm for the Budgeted node-weighted Steiner tree problem--where the goal is to maximize the prize of a tree with a given budget for its cost. Their solution may cost up to twice the budget, but collects a factor $\Omega(\frac{1}{\log n})$ of the optimal prize. We improve these results from at least two aspects. Our first main result is a primal-dual O(logh)-approximation algorithm for a more general problem, prize-collecting node-weighted Steiner forest (PCSF), where we have h demands each requesting the connectivity of a pair of vertices. Our algorithm can be seen as a greedy algorithm which reduces the number of demands by choosing a structure with minimum cost-to-reduction ratio. This natural style of argument (also used by Klein and Ravi [11] and Guha et al. [9]) leads to a much simpler algorithm than that of Moss and Rabani [13] for PCST. Our second main contribution is for the Budgeted node-weighted Steiner tree problem, which is also an improvement to Moss and Rabani [13] and Guha et al. [9]. In the unrooted case, we improve upon an O(log2n)-approximation of [9], and present an O(logn)-approximation algorithm without any budget violation. For the rooted case, where a specified vertex has to appear in the solution tree, we improve the bicriteria result of [13] to a bicriteria approximation ratio of (1+e, O(logn)/e2) for any positive (possibly subconstant) e. That is, for any permissible budget violation 1+e, we present an algorithm achieving a tradeoff in the guarantee for prize. Indeed, we show that this is almost tight for the natural linear-programming relaxation used by us as well as in [13].

In the general search problem we want to identify a specific element using a set of allowed tests. The general goal is to minimize the number of tests performed, although different measures are used to capture this goal. In this work we introduce a novel greedy approach that achieves the best known approximation ratios simultaneously for many different variations of this identification problem. In addition to this flexibility, our algorithm admits much shorter and simpler analyses than previous greedy strategies. As a second contribution, we investigate the potential of greedy algorithms for the more restricted problem of identifying elements of partially ordered sets by comparison with other elements. We prove that the latter problem is as hard to approximate as the general identification problem. As a positive result, we show that a natural greedy strategy achieves an approximation ratio of 2 for tree-like posets, improving upon the previously best known 14-approximation for this problem.

Theoretical studies on evolutionary algorithms have developed vigorously in recent years. Many such algorithms have theoretical guarantees in both running time and approximation ratio. Some approximation mechanism seems to be inherently embedded in many evolutionary algorithms. In this paper, we identify such a relation by proposing a unified analysis framework for a global simple multiobjective evolutionary algorithm (GSEMO) and apply it on a minimum weight general cover problem, which is general enough to subsume many important problems including the minimum submodular cover problem in which the submodular function is real-valued, and the minimum connected dominating set problem for which the potential function is nonsubmodular. We show that GSEMO yields theoretically guaranteed approximation ratios matching those achievable by a greedy algorithm in expected polynomial time when the potential function g is polynomial in the input size and the minimum gap between different g-values is a constant. History: Accepted by Erwin Pesch, Area Editor for Heuristic Search & Approximation Algorithms. Funding: This work was supported by National Natural Science Foundation of China [11771013, U20A2068]; Zhejiang Provincial Natural Science Foundation of China [LD19A010001].

Optimizing node discovery on networks: Problem definitions, fast algorithms, and observations

This paper addresses task assignment problem fortree-structure task model on heterogeneous multicore embedded systems with time constraint considering both execution time and communication load. The goal is to minimize the total system cost for a given task graph representing a set of tasks and data dependencies in a heterogeneous multicore systemwhile the time constraint is satisfied. Instead of assigning all the tasks to processors of the same type in a homogeneous environment, heterogeneous task assignment usually can reduce the system cost by exploring various capacities and costs in a heterogeneous multicore system. The general heterogeneous assignment problem is NP-complete. In this paper, we show that optimal task assignment can be found for some widely-used, special task graphs, such as tree-structure graph, using dynamic programming. A dynamic programming algorithm, the Tree Assign (TA) algorithm, is proposed in this paper to solve the heterogeneous task assignment problem for tree-structure task graphs. The experimental results show that our algorithm reduces the total system cost by 31.8% compared with assignment results on homogeneous multicore systems. Also, our algorithm achieves an average cost reduction by 21.9% compared with greedy algorithm.

This paper addresses the problem of routing and wavelength assignment (RWA) in multifiber WDM networks with limited resources. Given a traffic matrix, the number of fibers per link, and the number of wavelengths a fiber can support, we seek to maximize the carried traffic of connections. We formulate the problem as an integer linear program (ILP), and show that the lightpaths selected by this formulation can indeed be established by properly configuring the optical switches. An upper bound on the carried traffic can be computed by solving the linear programming (LP)-relaxation of the ILP formulation. It is shown that this bound can be also computed exactly, and in polynomial-time, by solving a significantly simplified LP which considers only one wavelength. The bound can, thus, easily scale to an arbitrarily large number of wavelengths. Furthermore, we demonstrate that any instance of the RWA problem is also an instance of the more general maximum coverage problem. This allows us to take a greedy algorithm for maximum coverage and obtain an algorithm which provides solutions for the RWA problem that are guaranteed to be within a factor of (1-(1/e)) of the optimal solution. Each iteration of the greedy algorithm selects a set of lightpaths that realizes, using one wavelength, the maximum number of connection requests not previously realized. Computational results confirm the high efficiency of our proposed algorithm.

Network connectivity optimization, which aims to manipulate network connectivity by changing its underlying topology, is a fundamental task behind a wealth of high-impact data mining applications, ranging from immunization, critical infrastructure construction, social collaboration mining, bioinformatics analysis, to intelligent transportation system design. To tackle its exponential computation complexity, greedy algorithms have been extensively used for network connectivity optimization by exploiting its diminishing returns property. Despite the empirical success, two key challenges largely remain open. First, on the theoretic side, the hardness, as well as the approximability of the general network connectivity optimization problem are still nascent except for a few special instances. Second, on the algorithmic side, current algorithms are often hard to balance between the optimization quality and the computational efficiency. In this paper, we systematically address these two challenges for the network connectivity optimization problem. First, we reveal some fundamental limits by proving that, for a wide range of network connectivity optimization problems, (1) they are NP-hard and (2) (1-1/e) is the optimal approximation ratio for any polynomial algorithms. Second, we propose an effective, scalable and general algorithm (CONTAIN) to carefully balance the optimization quality and the computational efficiency.

We study fair allocation of indivisible goods among additive agents with feasibility constraints. In these settings, every agent is restricted to get a bundle among a specified set of feasible bundles. Such scenarios have been of great interest to the AI community due to their applicability to real-world problems. Following some impossibility results, we restrict attention to matroid feasibility constraints that capture natural scenarios, such as the allocation of shifts to medical doctors and the allocation of conference papers to referees. We focus on the common fairness notion of envy-freeness up to one good (EF1). Previous algorithms for finding EF1 allocations are either restricted to agents with identical feasibility constraints or allow free disposal of items. An open problem is the existence of EF1 complete allocations among agents who differ both in their valuations and in their feasibility constraints. In this work, we make progress on this problem by providing positive and negative results for several matroid and valuation types. Among other results, we devise polynomial-time algorithms for finding EF1 allocations in the following settings: (i) n agents with heterogeneous (non-identical) binary valuations and partition matroids with heterogeneous capacities; (ii) two agents with heterogeneous additive valuations and partition matroids with heterogeneous capacities; and (iii) three agents with heterogeneous binary valuations and identical base-orderable matroid constraints.

Tractable combinatorial auctions and b-matching

Large-scale sensor array management has applications in a number of target tracking problems. For example, in ground target tracking, hundreds or even thousands of unattended ground sensors (UGS) may be dropped over a large surveillance area. At any one time it may then only be possible to utilize a very small number of the available sensors at the fusion center because of bandwidth limitations. A similar situation may arise in tracking sea surface or underwater targets using a large number of sonobuoys. The general problem is then to select a subset of the available sensors in order to optimize tracking performance. The Posterior Cramer-Rao Lower Bound (PCRLB), which quantifies the obtainable accuracy of target state estimation, is used as the basis for network management. In a practical scenario with even hundreds of sensors, the number of possible sensor combinations would make it impossible to enumerate all possibilities in real-time. Efficient local (or greedy) search techniques must then be used to make the computational load manageable. In this paper we introduce an efficient search strategy for selecting a subset of the sensor array for use during each sensor change interval in multi-target tracking. Simulation results illustrating the performance of the sensor array manager are also presented.