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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we…

Data Structures and Algorithms · Computer Science 2021-01-14 Jing Tang , Xueyan Tang , Andrew Lim , Kai Han , Chongshou Li , Junsong Yuan

Submodular optimization finds applications in machine learning and data mining. In this paper, we study the problem of maximizing functions of the form $h = f-c$, where $f$ is a monotone, non-negative, weakly submodular set function and $c$…

Data Structures and Algorithms · Computer Science 2024-08-20 Yanhui Zhu , Samik Basu , A. Pavan

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

Machine Learning · Computer Science 2020-02-19 Vanja Doskoč , Tobias Friedrich , Andreas Göbel , Frank Neumann , Aneta Neumann , Francesco Quinzan

We study the problem of maximizing constrained non-monotone submodular functions and provide approximation algorithms that improve existing algorithms in terms of either the approximation factor or simplicity. Our algorithms combine…

Data Structures and Algorithms · Computer Science 2016-03-01 Salman Fadaei , MohammadAmin Fazli , MohammadAli Safari

We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first…

Data Structures and Algorithms · Computer Science 2018-11-12 Alina Ene , Huy L. Nguyen , Adrian Vladu

We study a wholesale supply chain ordering problem. In this problem, the supplier has an initial stock, and faces an unpredictable stream of incoming orders, making real-time decisions on whether to accept or reject each order. What makes…

Data Structures and Algorithms · Computer Science 2025-04-08 Will Ma , David Simchi-Levi , Jinglong Zhao

We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest paths, minimum weight spanning trees,…

Data Structures and Algorithms · Computer Science 2016-11-18 Jian Li , Amol Deshpande

We prove new lower bounds for suitable competitive ratio measures of two relaxed online packing problems: online removable multiple knapsack, and a recently introduced online minimum peak appointment scheduling problem. The high level…

Data Structures and Algorithms · Computer Science 2022-01-19 János Balogh , György Dósa , Leah Epstein , Łukasz Jeż

In the bottleneck multiple knapsack problem, we are given a set of items and a set of knapsacks, where each item has a profit and a weight, and each knapsack has a capacity. Our goal is to assign items to knapsacks so as to maximize the…

Data Structures and Algorithms · Computer Science 2026-05-08 Lin Chen , Tingwei Hu , Yuchen Mao , Yong Chen , Lili Mei , An Zhang , Guangting Chen , Guochuan Zhang

Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…

Data Structures and Algorithms · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene , Huy L. Nguyen

It is generally believed that submodular functions -- and the more general class of $\gamma$-weakly submodular functions -- may only be optimized under the non-negativity assumption $f(S) \geq 0$. In this paper, we show that once the…

Data Structures and Algorithms · Computer Science 2019-04-23 Christopher Harshaw , Moran Feldman , Justin Ward , Amin Karbasi

Knapsack problems are among the most fundamental problems in optimization. In the Multiple Knapsack problem, we are given multiple knapsacks with different capacities and items with values and sizes. The task is to find a subset of items of…

Data Structures and Algorithms · Computer Science 2021-10-05 Franziska Eberle , Nicole Megow , Lukas Nölke , Bertrand Simon , Andreas Wiese

In this paper we design a new primal-dual algorithm for the classic discrete optimization problem of maximizing a monotone submodular function subject to a cardinality constraint achieving the optimal approximation of $(1-1/e)$. This…

Data Structures and Algorithms · Computer Science 2023-11-15 Deeparnab Chakrabarty , Luc Cote

In this paper, we develop fast algorithms for two stochastic submodular maximization problems. We start with the well-studied adaptive submodular maximization problem subject to a cardinality constraint. We develop the first linear-time…

Machine Learning · Computer Science 2020-07-09 Shaojie Tang

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

Data Structures and Algorithms · Computer Science 2015-08-11 Niv Buchbinder , Moran Feldman

We consider the maximization problem in the value oracle model of functions defined on $k$-tuples of sets that are submodular in every orthant and $r$-wise monotone, where $k\geq 2$ and $1\leq r\leq k$. We give an analysis of a…

Data Structures and Algorithms · Computer Science 2016-08-05 Justin Ward , Stanislav Zivny

Constrained submodular maximization problems have long been studied, with near-optimal results known under a variety of constraints when the submodular function is monotone. The case of non-monotone submodular maximization is less…

Data Structures and Algorithms · Computer Science 2010-10-07 Anupam Gupta , Aaron Roth , Grant Schoenebeck , Kunal Talwar

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss
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