Performance Bounds for the $k$-Batch Greedy Strategy in Optimization Problems with Curvature

22 Mar 2016  ·  Liu Yajing, Zhang Zhenliang, Chong Edwin K. P., Pezeshki Ali ·

The $k$-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 $k$-batch greedy strategy adds a batch of $k$ 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 $k$-batch greedy strategy with respect to the optimal strategy by defining the total curvature $\alpha_k$. We show that when the objective function is nondecreasing and submodular, the $k$-batch greedy strategy satisfies a harmonic bound $1/(1+\alpha_k)$ for a general matroid constraint and an exponential bound $\left(1-(1-{\alpha}_k/{t})^t\right)/{\alpha}_k$ for a uniform matroid constraint, where $k$ divides the cardinality of the maximal set in the general matroid, $t=K/k$ is an integer, and $K$ is the rank of the uniform matroid. We also compare the performance of the $k$-batch greedy strategy with that of the $k_1$-batch greedy strategy when $k_1$ divides $k$. Specifically, we prove that when the objective function is nondecreasing and submodular, the $k$-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. read more

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Optimization and Control