Geometric rescaling algorithms for submodular function minimization
We present a new class of polynomial-time algorithms for submodular function minimization (SFM) as well as a unified framework to obtain strongly polynomial SFM algorithms. Our algorithms are based on simple iterative methods for the minimum-norm problem, such as the conditional gradient and Fujishige–Wolfe algorithms. We exhibit two techniques to turn simple iterative methods into polynomial-time algorithms. First, we adapt the geometric rescaling technique, which has recently gained attention in linear programming, to SFM and obtain a weakly polynomial bound O((n4 · EO + n5)log(nL)). Second, we exhibit a general combinatorial black box approach to turn εL-approximate SFM oracles into strongly polynomial exact SFM algorithms. This framework can be applied to a wide range of combinatorial and continuous algorithms, including pseudo-polynomial ones. In particular, we can obtain strongly polynomial algorithms by a repeated application of the conditional gradient or of the Fujishige–Wolfe algorithm. Combined with the geometric rescaling technique, the black box approach provides an O((n5 · EO + n6)log2n) algorithm. Finally, we show that one of the techniques we develop in the paper can also be combined with the cutting-plane method of Lee et al., yielding a simplified variant of their O(n3log2n · EO + n4logO(1)n) algorithm.
| Item Type | Article |
|---|---|
| Keywords | submodular function minimization,gradient methods,rescaling |
| Departments | Mathematics |
| DOI | 10.1287/moor.2020.1064 |
| Date Deposited | 13 Feb 2020 16:09 |
| URI | https://researchonline.lse.ac.uk/id/eprint/103368 |
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subject - Accepted Version