{"title":"k次模函数最大化的精确切割平面方法","authors":"Qimeng Yu, Simge Küçükyavuz","doi":"10.1016/j.disopt.2021.100670","DOIUrl":null,"url":null,"abstract":"<div><p>A natural and important generalization of submodularity – <span><math><mi>k</mi></math></span>-submodularity – applies to set functions with <span><math><mi>k</mi></math></span> arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In this paper, we study maximization problems with <span><math><mi>k</mi></math></span><span>-submodular objective functions. We propose valid linear inequalities, namely the </span><span><math><mi>k</mi></math></span>-submodular inequalities, for the hypograph of any <span><math><mi>k</mi></math></span>-submodular function. This class of inequalities serves as a novel generalization of the well-known submodular inequalities. We show that maximizing a <span><math><mi>k</mi></math></span><span>-submodular function is equivalent to solving a mixed-integer linear program with exponentially many </span><span><math><mi>k</mi></math></span><span>-submodular inequalities. Using this representation in a delayed constraint generation framework, we design the first exact algorithm, that is not a complete enumeration method, to solve general </span><span><math><mi>k</mi></math></span>-submodular maximization problems. Our computational experiments on the multi-type sensor placement problems demonstrate the efficiency of our algorithm in constrained nonlinear <span><math><mi>k</mi></math></span>-submodular maximization problems for which no alternative compact mixed-integer linear formulations are available. The computational experiments show that our algorithm significantly outperforms the only available exact solution method—exhaustive search. Problems that would require over 13 years to solve by exhaustive search can be solved within ten minutes using our method.</p></div>","PeriodicalId":50571,"journal":{"name":"Discrete Optimization","volume":null,"pages":null},"PeriodicalIF":0.9000,"publicationDate":"2021-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100670","citationCount":"7","resultStr":"{\"title\":\"An exact cutting plane method for k-submodular function maximization\",\"authors\":\"Qimeng Yu, Simge Küçükyavuz\",\"doi\":\"10.1016/j.disopt.2021.100670\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>A natural and important generalization of submodularity – <span><math><mi>k</mi></math></span>-submodularity – applies to set functions with <span><math><mi>k</mi></math></span> arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In this paper, we study maximization problems with <span><math><mi>k</mi></math></span><span>-submodular objective functions. We propose valid linear inequalities, namely the </span><span><math><mi>k</mi></math></span>-submodular inequalities, for the hypograph of any <span><math><mi>k</mi></math></span>-submodular function. This class of inequalities serves as a novel generalization of the well-known submodular inequalities. We show that maximizing a <span><math><mi>k</mi></math></span><span>-submodular function is equivalent to solving a mixed-integer linear program with exponentially many </span><span><math><mi>k</mi></math></span><span>-submodular inequalities. Using this representation in a delayed constraint generation framework, we design the first exact algorithm, that is not a complete enumeration method, to solve general </span><span><math><mi>k</mi></math></span>-submodular maximization problems. Our computational experiments on the multi-type sensor placement problems demonstrate the efficiency of our algorithm in constrained nonlinear <span><math><mi>k</mi></math></span>-submodular maximization problems for which no alternative compact mixed-integer linear formulations are available. The computational experiments show that our algorithm significantly outperforms the only available exact solution method—exhaustive search. Problems that would require over 13 years to solve by exhaustive search can be solved within ten minutes using our method.</p></div>\",\"PeriodicalId\":50571,\"journal\":{\"name\":\"Discrete Optimization\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2021-11-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1016/j.disopt.2021.100670\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Discrete Optimization\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S1572528621000499\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Discrete Optimization","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572528621000499","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
An exact cutting plane method for k-submodular function maximization
A natural and important generalization of submodularity – -submodularity – applies to set functions with arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In this paper, we study maximization problems with -submodular objective functions. We propose valid linear inequalities, namely the -submodular inequalities, for the hypograph of any -submodular function. This class of inequalities serves as a novel generalization of the well-known submodular inequalities. We show that maximizing a -submodular function is equivalent to solving a mixed-integer linear program with exponentially many -submodular inequalities. Using this representation in a delayed constraint generation framework, we design the first exact algorithm, that is not a complete enumeration method, to solve general -submodular maximization problems. Our computational experiments on the multi-type sensor placement problems demonstrate the efficiency of our algorithm in constrained nonlinear -submodular maximization problems for which no alternative compact mixed-integer linear formulations are available. The computational experiments show that our algorithm significantly outperforms the only available exact solution method—exhaustive search. Problems that would require over 13 years to solve by exhaustive search can be solved within ten minutes using our method.
期刊介绍:
Discrete Optimization publishes research papers on the mathematical, computational and applied aspects of all areas of integer programming and combinatorial optimization. In addition to reports on mathematical results pertinent to discrete optimization, the journal welcomes submissions on algorithmic developments, computational experiments, and novel applications (in particular, large-scale and real-time applications). The journal also publishes clearly labelled surveys, reviews, short notes, and open problems. Manuscripts submitted for possible publication to Discrete Optimization should report on original research, should not have been previously published, and should not be under consideration for publication by any other journal.