Skip to main content

Techniques for Submodular Maximization

  • Chapter
  • First Online:
Discrete Geometry and Optimization

Part of the book series: Fields Institute Communications ((FIC,volume 69))

Abstract

Maximization of a submodular function is a central problem in the algorithmic theory of combinatorial optimization. On the one hand, it has the feel of a clean and stylized problem, amenable to mathematical analysis, while on the other hand, it comfortably contains several rather different problems which are independently of interest from both theoretical and applied points of view. There have been successful analyses from the point of view of theoretical computer science, specifically approximation algorithms, and from an operations research viewpoint, specifically novel branch-and-bound methods have proven to be effective on broad subclasses of problems. To some extent, both of these points of view have validated what some practitioners have known all along: Local-search methods are very effective for many of these problems.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Anstreicher, K.M., Lee, J.: A masked spectral bound for maximum-entropy sampling. In: MODA 7 – Advances in Model-Oriented Design and Analysis. Contributions to Statistics, pp. 1–12. Springer, Berlin (2004)

    Google Scholar 

  2. Anstreicher, K.M., Fampa, M., Lee, J., Williams, J.D.: Continuous relaxations for constrained maximum-entropy sampling. In: Integer Programming and Combinatorial Optimization, Vancouver. Lecture Notes in Computer Science, vol. 1084, pp. 234–248. Springer, Berlin (1996)

    Google Scholar 

  3. Anstreicher, K.M., Fampa, M., Lee, J., Williams, J.D.: Using continuous nonlinear relaxations to solve constrained maximum-entropy sampling problems. Math. Program. A 85, 221–240 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  4. Anstreicher, K.M., Fampa, M., Lee, J., Williams, J.D.: Maximum-entropy remote sampling. Discret. Appl. Math. 108, 211–226 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  5. Barahona, F., Grötschel, M., Jünger, M., Reinelt, G.: An application of combinatorial optimization to statistical physics and circuit layout design. Oper. Res. 36(3), 493–513 (1988)

    Article  MATH  Google Scholar 

  6. Burer, S., Lee, J.: Solving maximum-entropy sampling problems using factored masks. Math. Program. 109(2–3), 263–281 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  7. Calinescu, G., Chekuri, C., Pál, M., Vondrák, J.: Maximizing a submodular set function subject to a matroid constraint. In: Proceedings of 12th IPCO, Ithaca, pp. 182–196 (2007)

    Google Scholar 

  8. Caselton, W.F., Zidek, J.V.: Optimal monitoring network designs. Stat. Probab. Lett. 2, 223–227 (1984)

    Article  MATH  Google Scholar 

  9. Caselton, W.F., Kan, L., Zidek, J.V.: Quality data networks that minimize entropy. In: Walden, A.T., Guttorp, P. (eds.) Statistics in the Environmental and Earth Sciences, pp. 10–38. Arnold, London (1992)

    Google Scholar 

  10. D’Ambrosio, C., Lee, J., Wächter, A.: An algorithmic framework for MINLP with separable non-convexity. In: Leyffer, S., Lee, J. (eds.) Mixed Integer Nonlinear Programming. The IMA Volumes in Mathematics and Its Applications, vol. 154, pp.315–347. Springer, New York (2012)

    Chapter  Google Scholar 

  11. Fisher, M.L., Nemhauser, G.L., Wolsey, L.A.: An analysis of approximations for maximizing submodular set functions II. Math. Program. Study 8, 73–87 (1978)

    Article  MathSciNet  Google Scholar 

  12. Frank, A.: Applications of submodular functions. In: Walker, K. (ed.) Surveys in Combinatorics. London Mathematical Society, Lecture Note Series, vol. 187, pp.850–136. Cambridge University Press, Cambridge (1993)

    Google Scholar 

  13. Fujishige, S.: Submodular functions and optimization. Annals of Discrete Mathematics, vol. 58, 2nd edn. Elsevier, Amsterdam (2005)

    Google Scholar 

  14. Fujishige, S., Isotani, S.: A submodular function minimization algorithm based on the minimum-norm base. Pac. J. Optim. 7, 3–17 (2011)

    MathSciNet  MATH  Google Scholar 

  15. Goemans, M.X., Williamson, D.P.: Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming. J. ACM 42(6), 1115–1145 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  16. Grötschel, M., Lovász, L., Schrijver, A.: The ellipsoid method and its consequence in combinatorial optimization. Combinatorica 1(2), 169–197 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  17. Grötschel, M., Lovász, L., Schrijver, A.: Geometric Algorithms and Combinatorial Optimization. Springer, Berlin (1993)

    Book  MATH  Google Scholar 

  18. Guttorp, P., Le, N.D., Sampson, P.D., Zidek, J.V.: Using Entropy in the redesign of an environmental monitoring network. In: Patil, G.P., Rao, C.R. (eds.) Multivariate Environmental Statistics, pp. 175–202. North Holland, New York (1993)

    Google Scholar 

  19. Hoffman, A.J., Lee, J., Williams, J.D.: New upper bounds for maximum-entropy sampling. In: Atkinson, A.C., Hackl, P., Müller, W.G. (eds.) MODA 6 – Advances in Model-Oriented Design and Analysis. Contributions to Statistics, pp. 143–153. Springer, Berlin (2001)

    Chapter  Google Scholar 

  20. Iwata, S., Fleischer, L., Fujishige, S.: A combinatorial, strongly polynomial-time algorithm for minimizing submodular functions. In: Proceedings of the Thirty-Second Annual ACM Symposium on Theory of Computing, Portland, pp. 97–106 (electronic). ACM, New York (2000)

    Google Scholar 

  21. Kelmans, A.K., Kimelfeld, B.N.: Multiplicative submodularity of a matrix?s principal minor as a function of the set of its rows and some combinatorial applications. Discret. Math. 44(1), 113–116 (1980)

    Article  MathSciNet  Google Scholar 

  22. Ko, C.-W., Lee, J., Queyranne, M.: An exact algorithm for maximum entropy sampling. Oper. Res. 43(4), 684–691 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  23. Krause, A.: SFO: a toolbox for submodular function optimization. J. Mach. Learn. Res. 11, 1141–1144 (2010)

    MATH  Google Scholar 

  24. Krause, A., Guestrin, C.: Beyond convexity: submodularity in machine learning (2013). http://submodularity.org/

  25. Laurent, M.: Semidefinite relaxations for max-cut. In: The Sharpest Cut. MPS/SIAM Series on Optimization, pp. 257–290. SIAM, Philadelphia (2004)

    Google Scholar 

  26. Le, N.D., Zidek, J.V.: Statistical analysis of environmental space-time processes. Springer Series in Statistics. Springer, New York (2006)

    MATH  Google Scholar 

  27. Lee, J.: Discussion on: ‘A state-space-model approach to optimal spatial sampling design based on entropy’. Environ. Ecol. Stat. 5, 45–46 (1998)

    Article  Google Scholar 

  28. Lee, J.: Constrained maximum-entropy sampling. Oper. Res. 46, 655–664 (1998)

    Article  MATH  Google Scholar 

  29. Lee, J.: Semidefinite programming in experimental design. In: Wolkowicz, H., Saigal, R., Vandenberghe, L. (eds.) Handbook of Semidefinite Programming. International Series in Operations Research and Management Science, vol. 27. Kluwer, Boston (2000)

    Google Scholar 

  30. Lee, J.: Maximum entropy sampling. In: El-Shaarawi, A.H., Piegorsch, W.W. (eds.) Encyclopedia of Environmetrics, 2nd edn., vol. 3, pp. 1570–1574. Wiley, Chichester (2012)

    Google Scholar 

  31. Lee, J.: A First Course in Combinatorial Optimization. Cambridge University Press, Cambridge/New York (2004)

    Book  MATH  Google Scholar 

  32. Lee, J., Williams, J.: A linear integer programming bound for maximum-entropy sampling. Math. Program. B 94, 247–256 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  33. Lee, J., Sviridenko, M., Vondrák, J.: Submodular maximization over multiple matroids via generalized exchange properties. In: Dinur, I., Jansen, K., Naor, S., Rolim, J.D.P. (eds.) Proceedings of APPROX 2009, 12th International Workshop, Berkeley, 21–23 Aug 2009. Lecture Notes in Computer Science, vol. 5687, pp. 244–257. Springer (2009)

    Google Scholar 

  34. Lee, J., Mirrokni, V.S., Nagarajan, V., Sviridenko, M.: Non-monotone submodular maximization under matroid and knapsack constraints. In: Proceedings of the 41st Annual ACM Symposium on Theory of Computing STOC 2009, Bethesda, pp. 323–332 (2009)

    Google Scholar 

  35. Lee, J., Sviridenko, M., Vondrák, J.: Approximate maximization of a submodular function over multiple matroids via generalized exchange properties. Math. Oper. Res. 35(4), 795–806 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  36. Lee, J., Mirrokni, V.S., Nagarajan, V., Sviridenko, M.: Maximizing non-monotone submodular functions under matroid and knapsack constraints. SIAM J. Discret. Math. 23(4), 2053–2078 (2010)

    Article  MathSciNet  Google Scholar 

  37. Lehmann, B., Lehmann, D.J., Nisan, N.: Combinatorial auctions with decreasing marginal utilities (journal version). Games Econ. Behav. 55, 270–296 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  38. NADP/NTN website (2013). http://nadp.sws.uiuc.edu

  39. Narayanan, H.: Submodular functions and electrical networks. Annals of Discrete Mathematics, vol. 54. North-Holland, Amsterdam (1997)

    Google Scholar 

  40. Nemhauser, G.L., Wolsey, L.A., Fisher, M.: An analysis of approximations for maximizing submodular set functions. I. Math. Program. 14(3), 265–294 (1978)

    Article  MathSciNet  MATH  Google Scholar 

  41. Nemhauser, G.L., Wolsey, L.A., Laurence A.: Integer and Combinatorial Optimization. Wiley-Interscience Series in Discrete Mathematics and Optimization. Wiley, New York (1988)

    MATH  Google Scholar 

  42. Oppenheim, A.: Inequalities connected with definite Hermitian forms. J. Lond. Math. Soc. 5, 114–119 (1930)

    Article  MathSciNet  MATH  Google Scholar 

  43. Poljak, S., Rendl, F.: Solving the max-cut problem using eigenvalues. Special volume on partitioning and decomposition in combinatorial optimization. Discret. Appl. Math. 62(1–3), 249–278 (1995)

    MathSciNet  MATH  Google Scholar 

  44. Recski, A.: Matroid theory and its applications in electric network theory and in statics. Algorithms and Combinatorics, vol. 6. Springer, Berlin (1989)

    Google Scholar 

  45. Rendl, F., Rinaldi, G., Wiegele, A.: Solving max-cut to optimality by intersecting semidefinite and polyhedral relaxations. Math. Program. A 121 (2), 307–335 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  46. Rendl, F., Rinaldi, G., Wiegele, A.: Biq mac solver – binary quadratic and max cut solver (2013). http://biqmac.uni-klu.ac.at/

  47. Schrijver, A.: A combinatorial algorithm minimizing submodular functions in strongly polynomial time. J. Comb. Theory B 80(2), 346–355 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  48. Semple, C.: Submodular functions and biodiversity conservation (2010). http://www-theory.phys.utas.edu.au/phylomania2010/website/2010/slides/slides/Semplehobart10.pdf

  49. Shewry, M.C., Wynn, H.P.: Maximum entropy sampling. J. Appl. Stat. 14, 165–170 (1987)

    Article  Google Scholar 

  50. Sviridenko, M.: A note on maximizing a submodular set function subject to knapsack constraint. Oper. Res. Lett. 32, 41–43 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  51. Wu, S., Zidek, J.V.: An entropy based review of selected NADP/NTN network sites. Atmos. Environ. 26A, 2089–2103 (1992)

    Google Scholar 

Download references

Acknowledgements

Partially supported by NSF Grant CMMI–1160915.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jon Lee .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Lee, J. (2013). Techniques for Submodular Maximization. In: Bezdek, K., Deza, A., Ye, Y. (eds) Discrete Geometry and Optimization. Fields Institute Communications, vol 69. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00200-2_10

Download citation

Publish with us

Policies and ethics