Performance Bounds for the $k$-Batch Greedy Strategy in Optimization Problems with Curvature
Abstract
The -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 -batch greedy strategy adds a batch of 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 -batch greedy strategy with respect to the optimal strategy by defining the total curvature . We show that when the objective function is nondecreasing and submodular, the -batch greedy strategy satisfies a harmonic bound for a general matroid constraint and an exponential bound for a uniform matroid constraint, where divides the cardinality of the maximal set in the general matroid, is an integer, and is the rank of the uniform matroid. We also compare the performance of the -batch greedy strategy with that of the -batch greedy strategy when divides . Specifically, we prove that when the objective function is nondecreasing and submodular, the -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