Approximating the minimum directed tree cover

Given a directed graph $G$ with non negative cost on the arcs, a directed tree cover of $G$ is a directed tree such that either head or tail (or both of them) of every arc in $G$ is touched by $T$. The minimum directed tree cover problem (DTCP) is to find a directed tree cover … Read more

Approximating the asymmetric profitable tour

We study the version of the asymmetric prize collecting traveling salesman problem, where the objective is to find a directed tour that visits a subset of vertices such that the length of the tour plus the sum of penalties associated with vertices not in the tour is as small as possible. In \cite{Amico}, the authors … Read more

The positive semidefinite Grothendieck problem with rank constraint

Given a positive integer n and a positive semidefinite matrix A = (A_{ij}) of size m x m, the positive semidefinite Grothendieck problem with rank-n-constraint is (SDP_n) maximize \sum_{i=1}^m \sum_{j=1}^m A_{ij} x_i \cdot x_j, where x_1, …, x_m \in S^{n-1}. In this paper we design a polynomial time approximation algorithm for SDP_n achieving an approximation … Read more

Approximating semidefinite packing problems

In this paper we define semidefinite packing programs and describe an algorithm to approximately solve these problems. Semidefinite packing programs arise in many applications such as semidefinite programming relaxations for combinatorial optimization problems, sparse principal component analysis, and sparse variance unfolding technique for dimension reduction. Our algorithm exploits the structural similarity between semidefinite packing programs … Read more

A Linearly Convergent Linear-Time First-Order Algorithm for Support Vector Classification with a Core Set Result

We present a simple, first-order approximation algorithm for the support vector classification problem. Given a pair of linearly separable data sets and $\epsilon \in (0,1)$, the proposed algorithm computes a separating hyperplane whose margin is within a factor of $(1-\epsilon)$ of that of the maximum-margin separating hyperplane. We discuss how our algorithm can be extended … Read more

Minimizing the sum of weighted completion times in a concurrent open shop

We study minimizing the sum of weighted completion times in a concurrent open shop. We give a primal-dual 2-approximation algorithm for this problem. We also show that several natural linear programming relaxations for this problem have an integrality gap of 2. Finally, we show that this problem is inapproximable within a factor strictly less than … Read more

Maximizing Non-monotone Submodular Functions under Matroid and Knapsack Constraints

Submodular function maximization is a central problem in combinatorial optimization, generalizing many important problems including Max Cut in directed/undirected graphs and in hypergraphs, certain constraint satisfaction problems, maximum entropy sampling, and maximum facility location problems. Unlike submodular minimization, submodular maximization is NP-hard. In this paper, we give the first constant-factor approximation algorithm for maximizing any … Read more

Identification and Elimination of Interior Points for the Minimum Enclosing Ball Problem

Given $\cA := \{a^1,\ldots,a^m\} \subset \R^n$, we consider the problem of reducing the input set for the computation of the minimum enclosing ball of $\cA$. In this note, given an approximate solution to the minimum enclosing ball problem, we propose a simple procedure to identify and eliminate points in $\cA$ that are guaranteed to lie … Read more

An Algorithm and a Core Set Result for the Weighted Euclidean One-Center Problem

Given ${\cal A} := \{a^1,\ldots,a^m\} \subset \R^n$ with corresponding positive weights ${\cal W} := \{\omega_1,\ldots,\omega_m\}$, the weighted Euclidean one-center problem, which is a generalization of the minimum enclosing ball problem, involves the computation of a point $c_{\cal A} \in \R^n$ that minimizes the maximum weighted Euclidean distance from $c_{\cal A}$ to each point in ${\cal … Read more

An Adaptive Linear Approximation Algorithm for Copositive Programs

We study linear optimization problems over the cone of copositive matrices. These problems appear in nonconvex quadratic and binary optimization, for instance the maximum clique problem and other combinatorial problems can be reformulated as such a problem. We present new polyhedral inner and outer approximations of the copositive cone which we show to be exact … Read more