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Best Algorithms for Approximating the Maximum of a Submodular Set Function

G. L. Nemhauser, L. A. Wolsey

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Source: Crossref

Published: Aug 1, 1978

DOI: 10.1287/moor.3.3.177

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Source abstract

A real-valued function z whose domain is all of the subsets of N = {1, …, n) is said to be submodular if z(S) + z(T) ≥ z(S ∪ T) + z(S ∩ T), ∀S, T ⊆ N, and nondecreasing if z(S) ≤ z(T), ∀S ⊂ T ⊆ N. We consider the problem max S⊂N {z(S): |S| ≤ K, z submodular and nondecreasing, z(Ø) = 0}. Many combinatorial optimization problems can be posed in this framework. For example, a well-known location problem and the maximization of certain boolean polynomials are in this class. We present a family of algorithms that involve the partial enumeration of all sets of cardinality q and then a greedy selection of the remaining elements, q = 0, …, K − 1. For fixed K, the qth member of this family requires O(n q+1 ) computations and is guaranteed to achieve at least [Formula: see text] Our main result is that this is the best performance guarantee that can be obtained by any algorithm whose number of computations does not exceed O(n q+1 ).

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