k次模函数最大化的精确切割平面方法

IF 0.9 4区 数学 Q3 MATHEMATICS, APPLIED
Qimeng Yu, Simge Küçükyavuz
{"title":"k次模函数最大化的精确切割平面方法","authors":"Qimeng Yu,&nbsp;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,&nbsp;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}
引用次数: 7

摘要

子模块化的一个自然而重要的概括——k-子模块化——适用于具有k个参数的集合函数,并出现在广泛的应用中,例如基础设施设计、机器学习和医疗保健。本文研究了具有k次模目标函数的最大化问题。对于任意k次模函数的形图,我们提出了有效的线性不等式,即k次模不等式。这类不等式是众所周知的次模不等式的新推广。我们证明了最大化一个k次模函数等价于求解一个具有指数级多个k次模不等式的混合整数线性规划。在延迟约束生成框架中使用这种表示,我们设计了第一个精确算法,即不完全枚举法,来解决一般的k-次模最大化问题。我们在多类型传感器放置问题上的计算实验证明了我们的算法在没有替代紧凑混合整数线性公式的约束非线性k次模最大化问题上的效率。计算实验表明,该算法明显优于唯一可用的精确解方法——穷举搜索。用穷举搜索需要13年才能解决的问题,用我们的方法十分钟就能解决。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An exact cutting plane method for k-submodular function maximization

A natural and important generalization of submodularity – k-submodularity – applies to set functions with k 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 k-submodular objective functions. We propose valid linear inequalities, namely the k-submodular inequalities, for the hypograph of any k-submodular function. This class of inequalities serves as a novel generalization of the well-known submodular inequalities. We show that maximizing a k-submodular function is equivalent to solving a mixed-integer linear program with exponentially many k-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 k-submodular maximization problems. Our computational experiments on the multi-type sensor placement problems demonstrate the efficiency of our algorithm in constrained nonlinear k-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.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Discrete Optimization
Discrete Optimization 管理科学-应用数学
CiteScore
2.10
自引率
9.10%
发文量
30
审稿时长
>12 weeks
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.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信