带基数约束的次模+超模(BP)函数最大化问题的流算法

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  • 1. 北京工业大学数学学院运筹学与信息工程系, 北京 100124
    2. 美国德克萨斯大学达拉斯分校计算机系, 美国德克萨斯州理查德森市 75080
张真宁  E-mail: zhangzhenning@bjut.edu.cn

收稿日期: 2021-06-14

  网络出版日期: 2022-03-14

基金资助

国家自然科学基金(12131003);国家自然科学基金(12001025)

Streaming algorithms for the maximization of submodular+supermodular functions with a cardinality constraint

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  • 1. Department of Operations Research and Information Engineering, College of Mathematics, Beijing University of Technology, Beijing 100124, China
    2. Department of Computer Science, University of Texas at Dallas, Richardson, TX75080, USA

Received date: 2021-06-14

  Online published: 2022-03-14

摘要

本文研究在基数约束下具有单调性的次模+超模函数最大化问题的流模型。该问题在数据处理、机器学习和人工智能等方面都有广泛应用。借助于目标函数的收益递减率($\gamma$),我们设计了单轮读取数据的过滤-流算法,并结合次模、超模函数的全局曲率($\kappa^{g}$)得到算法的近似比为$\min\left\{\frac{(1-\varepsilon)\gamma}{2^{\gamma}},1-\frac{\gamma}{2^{\gamma}(1-\kappa^{g})^{2}}\right\}$。数值实验验证了过滤-流算法对BP最大化问题的有效性并且得出:次模函数和超模函数在同量级条件下,能保证在较少的时间内得到与贪婪算法相同的最优值。

本文引用格式

连月芳, 张真宁, 赵中睿, 堵丁柱 . 带基数约束的次模+超模(BP)函数最大化问题的流算法[J]. 运筹学学报, 2022 , 26(1) : 85 -98 . DOI: 10.15960/j.cnki.issn.1007-6093.2022.01.006

Abstract

In this paper, wepropose streaming algorithms for the maximization ofsubmodular+supermodular functions with cardinality constraint, whichhas wide applications in data processing, machine learning andartificial intelligence. By means of the diminishing return ratioof the objective function, we design a one-pass sieve-streamingalgorithm and get the approximate ratio $\min\left\{\frac{(1-\varepsilon)\gamma}{2^{\gamma}}, 1-\frac{\gamma}{2^{\gamma}(1-\kappa^{g})^{2}}\right\}$. Numerical experiments show that the sieve-streaming algorithm is effective forthe BP-maximization problem and can guarantee the same result asthe greedy algorithm with less time if submodular function andsupermodular are in the same order of magnitude.

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