In this work, we present a new algorithm for maximizing a non-monotone submodular function subject to a general constraint. Our algorithm finds an approximate fractional solution for maximizing the multilinear extension of the function over a down-closed polytope. The approximation guarantee is 0.372 and it is the first improvement over the 1 e approximation achieved by the unified Continuous Greedy algorithm [, FOCS 2011].
Submodular maximization problems are well-studied and it is hard to do justice to all previous literature on this subject. Starting with the seminal work @cite_14 , the classical approaches to these problems are largely combinatorial and based on greedy and local search algorithms. Over the years, with increasing sophistication, this direction has led to many tight results such as the algorithm of @cite_4 for a knapsack constraint, and the current best results for constraints such as multiple matroid constraints @cite_15 . In the last few years, another approach emerged @cite_0 that follows the popular paradigm in approximation algorithms of optimizing a continuous relaxation and rounding the resulting fractional solution. A key difficulty that separates the submodular setting from the classical setting is that even finding a may be quite challenging, and in particular it is @math -hard to solve the continuous relaxation for maximizing submodular functions that is based on the multilinear extension. Thus, a line of work has been developed to optimize this relaxation @cite_0 @cite_17 @cite_7 @cite_12 culminating in the work @cite_12 , which we extend here.
@cite_14 @cite_4 @cite_7 @cite_0 @cite_15 @cite_12 @cite_17
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A number of recent results on optimization problems involving submodular functions have made use of the "multilinear relaxation" of the problem. We present a general approach to deriving inapproximability results in the value oracle model, based on the notion of "symmetry gap". Our main result is that for any fixed instance that exhibits a certain "symmetry gap" in its multilinear relaxation, there is a naturally related class of instances for which a better approximation factor than the symmetry gap would require exponentially many oracle queries. This unifies several known hardness results for submodular maximization, e.g. the optimality of (1-1 e)-approximation for monotone submodular maximization under a cardinality constraint, and the impossibility of (1 2+epsilon)-approximation for unconstrained (non-monotone) submodular maximization. It follows from our result that (1 2+epsilon)-approximation is also impossible for non-monotone submodular maximization subject to a (non-trivial) matroid constraint. On the algorithmic side, we present a 0.309-approximation for this problem, improving the previously known factor of 1 4-o(1).As another application, we consider the problem of maximizing a non-monotone submodular function over the bases of a matroid. A (1 6-o(1))-approximation has been developed for this problem, assuming that the matroid contains two disjoint bases. We show that the best approximation one can achieve is indeed related to packings of bases in the matroid. Specifically, for any k≫=2, there is a class of matroids of fractional base packing number nu = k (k-1), such that any algorithm achieving a better than (1-1 nu)-approximation for this class would require exponentially many value queries. On the positive side, we present a 1 2 (1-1 nu-o(1))-approximation algorithm for the same problem. Our hardness results hold in fact for very special symmetric instances. For such symmetric instances, we show that the approximation factors of 1 2 (for submodular maximization subject to a matroid constraint) and 1-1 nu (for a matroid base constraint) can be achieved algorithmically and hence are optimal. We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, @math approximation, using @math function evaluations and arithmetic operations. Our algorithm is impractical but theoretically interesting, since it overcomes a fundamental running time bottleneck of the multilinear extension relaxation framework. This is the main approach for obtaining nearly-optimal approximation guarantees for important classes of constraints but it leads to @math running times, since evaluating the multilinear extension is expensive. Our algorithm maintains a fractional solution with only a constant number of entries that are strictly fractional, which allows us to overcome this obstacle. The study of combinatorial optimization problems with a submodular objective has attracted much attention in recent years. Such problems are important in both theory and practice because their objective functions are very general. Obtaining further improvements for many submodular maximization problems boils down to finding better algorithms for optimizing a relaxation of them known as the multilinear extension. In this work we present an algorithm for optimizing the multilinear relaxation whose guarantee improves over the guarantee of the best previous algorithm (which was given by Ene and Nguyen (2016)). Moreover, our algorithm is based on a new technique which is, arguably, simpler and more natural for the problem at hand. In a nutshell, previous algorithms for this problem rely on symmetry properties which are natural only in the absence of a constraint. Our technique avoids the need to resort to such properties, and thus, seems to be a better fit for constrained problems. We consider the problem of maximizing a nonnegative (possibly non-monotone) submodular set function with or without constraints. [9] showed a 2 5-approximation for the unconstrained problem and also proved that no approximation better than 1 2 is possible in the value oracle model. Constant-factor approximation has been also known for submodular maximization subject to a matroid independence constraint (a factor of 0.309 [33]) and for submodular maximization subject to a matroid base constraint, provided that the fractional base packing number ν is bounded away from 1 (a 1 4-approximation assuming that ν ≥ 2 [33]). In this paper, we propose a new algorithm for submodular maximization which is based on the idea of simulated annealing. We prove that this algorithm achieves improved approximation for two problems: a 0.41-approximation for unconstrained submodular maximization, and a 0.325-approximation for submodular maximization subject to a matroid independence constraint. On the hardness side, we show that in the value oracle model it is impossible to achieve a 0.478-approximation for submodular maximization subject to a matroid independence constraint, or a 0.394-approximation subject to a matroid base constraint in matroids with two disjoint bases. Even for the special case of cardinality constraint, we prove it is impossible to achieve a 0.491-approximation. (Previously it was conceivable that a 1 2-approximation exists for these problems.) It is still an open question whether a 1 2-approximation is possible for unconstrained submodular maximization.