Consider the problem of maximizing a monotone-increasing submodular function defined on a set of weighted items under an unknown knapsack capacity. Assume that items are packed sequentially into the knapsack and that the capacity of the knapsack is accessed through an oracle that answers whether an item fits into the currently packed knapsack. If an … Read more
\(\) We study a mixed-integer set \(\mathcal{S}:=\{(x,t) \in \{0,1\}^n \times \mathbb{R}: f(x) \ge t\}\) arising in the submodular maximization problem, where \(f\) is a submodular function defined over \(\{0,1\}^n\). We use intersection cuts to tighten a polyhedral outer approximation of \(\mathcal{S}\). We construct a continuous extension \(\mathsf{F}\) of \(f\), which is convex and defined over … Read more
We study a family of discrete optimization problems asking for the maximization of the expected value of a concave, strictly increasing, and differentiable function composed with a set-union operator. The expected value is computed with respect to a set of coefficients taking values from a discrete set of scenarios. The function models the utility function … Read more
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