English

Performance Bounds for the $k$-Batch Greedy Strategy in Optimization Problems with Curvature

Optimization and Control 2016-03-23 v4

Abstract

The kk-batch greedy strategy is an approximate algorithm to solve optimization problems where the optimal solution is hard to obtain. Starting with the empty set, the kk-batch greedy strategy adds a batch of kk elements to the current solution set with the largest gain in the objective function while satisfying the constraints. In this paper, we bound the performance of the kk-batch greedy strategy with respect to the optimal strategy by defining the total curvature αk\alpha_k. We show that when the objective function is nondecreasing and submodular, the kk-batch greedy strategy satisfies a harmonic bound 1/(1+αk)1/(1+\alpha_k) for a general matroid constraint and an exponential bound (1(1αk/t)t)/αk\left(1-(1-{\alpha}_k/{t})^t\right)/{\alpha}_k for a uniform matroid constraint, where kk divides the cardinality of the maximal set in the general matroid, t=K/kt=K/k is an integer, and KK is the rank of the uniform matroid. We also compare the performance of the kk-batch greedy strategy with that of the k1k_1-batch greedy strategy when k1k_1 divides kk. Specifically, we prove that when the objective function is nondecreasing and submodular, the kk-batch greedy strategy has better harmonic and exponential bounds in terms of the total curvature. Finally, we illustrate our results by considering a task-assignment problem.

Keywords

Cite

@article{arxiv.1509.08516,
  title  = {Performance Bounds for the $k$-Batch Greedy Strategy in Optimization Problems with Curvature},
  author = {Yajing Liu and Zhenliang Zhang and Edwin K. P. Chong and Ali Pezeshki},
  journal= {arXiv preprint arXiv:1509.08516},
  year   = {2016}
}

Comments

This paper has been accepted by 2016 ACC

R2 v1 2026-06-22T11:07:35.012Z