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

preprint2016arXivOpen access

Abstract

The kk-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 kk-batch greedy strategy adds a batch of kk 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 kk-batch greedy strategy with respect to the optimal strategy by defining the total curvature αkα_k. We show that when the objective function is nondecreasing and submodular, the kk-batch greedy strategy satisfies a harmonic bound 1/(1+αk)1/(1+α_k) for a general matroid constraint and an exponential bound (1−(1−αk/t)t)/αk\left(1-(1-α_k/{t})^t\right)/α_k for a uniform matroid constraint, where kk divides the cardinality of the maximal set in the general matroid, t=K/kt=K/k is an integer, and KK is the rank of the uniform matroid. We also compare the performance of the kk-batch greedy strategy with that of the k1k_1-batch greedy strategy when k1k_1 divides kk. Specifically, we prove that when the objective function is nondecreasing and submodular, the kk-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.

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