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Submodular Maximization under the Intersection of Matroid and Knapsack Constraints

2023/07/18 by Gu, Yu-Ran, Bian, Chao, Qian, Chao
#Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2307.09487

Abstract

Submodular maximization arises in many applications, and has attracted a lot of research attentions from various areas such as artificial intelligence, finance and operations research. Previous studies mainly consider only one kind of constraint, while many real-world problems often involve several constraints. In this paper, we consider the problem of submodular maximization under the intersection of two commonly used constraints, i.e., k-matroid constraint and m-knapsack constraint, and propose a new algorithm SPROUT by incorporating partial enumeration into the simultaneous greedy framework. We prove that SPROUT can achieve a polynomial-time approximation guarantee better than the state-of-the-art algorithms. Then, we introduce the random enumeration and smooth techniques into SPROUT to improve its efficiency, resulting in the SPROUT++ algorithm, which can keep a similar approximation guarantee. Experiments on the applications of movie recommendation and weighted max-cut demonstrate the superiority of SPROUT++ in practice.

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