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We consider a bilevel continuous knapsack problem where the leader controls the capacity of the knapsack, while the follower chooses a feasible packing maximizing his own profit. The leader's aim is to optimize a linear objective function…

Data Structures and Algorithms · Computer Science 2022-07-19 Christoph Buchheim , Dorothee Henke , Jannik Irmai

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

We study the problem of maximizing a non-negative monotone $k$-submodular function $f$ under a knapsack constraint, where a $k$-submodular function is a natural generalization of a submodular function to $k$ dimensions. We present a…

Data Structures and Algorithms · Computer Science 2023-08-04 Zhongzheng Tang , Chenhao Wang , Hau Chan

Consider the following online version of the submodular maximization problem under a matroid constraint: We are given a set of elements over which a matroid is defined. The goal is to incrementally choose a subset that remains independent…

Data Structures and Algorithms · Computer Science 2012-05-08 Niv Buchbinder , Joseph , Naor , R. Ravi , Mohit Singh

The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable…

Data Structures and Algorithms · Computer Science 2014-08-29 Moran Feldman , Rani Izsak

Interdiction problems ask about the worst-case impact of a limited change to an underlying optimization problem. They are a natural way to measure the robustness of a system, or to identify its weakest spots. Interdiction problems have been…

Optimization and Control · Mathematics 2015-11-10 Stephen R. Chestnut , Rico Zenklusen

Many important problems in discrete optimization require maximization of a monotonic submodular function subject to matroid constraints. For these problems, a simple greedy algorithm is guaranteed to obtain near-optimal solutions. In this…

Data Structures and Algorithms · Computer Science 2015-03-17 Daniel Golovin , Andreas Krause

In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…

Data Structures and Algorithms · Computer Science 2020-12-22 Wenxin Li

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

Data Structures and Algorithms · Computer Science 2018-10-31 Nived Rajaraman , Rahul Vaze

In this paper we consider a generalization of the well-known budgeted maximum coverage problem. We are given a ground set of elements and a set of bins. The goal is to find a subset of elements along with an associated set of bins, such…

Data Structures and Algorithms · Computer Science 2018-08-10 Francesco Cellinese , Gianlorenzo D'Angelo , Gianpiero Monaco , Yllka Velaj

We consider the budgeted matroid independent set problem. The input is a ground set, where each element has a cost and a non-negative profit, along with a matroid over the elements and a budget. The goal is to select a subset of elements…

Data Structures and Algorithms · Computer Science 2022-09-13 Ilan Doron-Arad , Ariel Kulik , Hadas Shachnai

In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to sequential decision processes that select items…

Data Structures and Algorithms · Computer Science 2021-07-01 Rohan Ghuge , Anupam Gupta , Viswanath Nagarajan

We consider sequential decision problems in which we adaptively choose one of finitely many alternatives and observe a stochastic reward. We offer a new perspective of interpreting Bayesian ranking and selection problems as adaptive…

Machine Learning · Computer Science 2016-06-16 Yingfei Wang , Warren Powell

This paper addresses the problem of sequential submodular maximization: selecting and ranking items in a sequence to optimize some composite submodular function. In contrast to most of the previous works, which assume access to the utility…

Machine Learning · Computer Science 2024-09-10 Jing Yuan , Shaojie Tang

We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

Data Structures and Algorithms · Computer Science 2023-01-19 Theophile Thiery , Justin Ward

Consider a kidney-exchange application where we want to find a max-matching in a random graph. To find whether an edge $e$ exists, we need to perform an expensive test, in which case the edge $e$ appears independently with a \emph{known}…

Data Structures and Algorithms · Computer Science 2019-02-07 Domagoj Bradac , Sahil Singla , Goran Zuzic

We consider the problem of maximizing a non-negative submodular set function $f:2^N \rightarrow \mathbb{R}_+$ over a ground set $N$ subject to a variety of packing type constraints including (multiple) matroid constraints, knapsack…

Discrete Mathematics · Computer Science 2014-08-14 Chandra Chekuri , Jan Vondrák , Rico Zenklusen

In this work, we consider the maximization of submodular functions constrained by independence systems. Because of the wide applicability of submodular functions, this problem has been extensively studied in the literature, on specialized…

Data Structures and Algorithms · Computer Science 2019-06-11 Alan Kuhnle

Suppose we are given a submodular function $f$ over a set of elements, and we want to maximize its value subject to certain constraints. Good approximation algorithms are known for such problems under both monotone and non-monotone…

Data Structures and Algorithms · Computer Science 2016-08-03 Anupam Gupta , Viswanath Nagarajan , Sahil Singla

We study the online submodular maximization problem with free disposal under a matroid constraint. Elements from some ground set arrive one by one in rounds, and the algorithm maintains a feasible set that is independent in the underlying…

Discrete Mathematics · Computer Science 2016-10-26 T-H. Hubert Chan , Zhiyi Huang , Shaofeng H. -C. Jiang , Ning Kang , Zhihao Gavin Tang