Submodular Stochastic Probing on Matroids

Authors Marek Adamczyk, Maxim Sviridenko, Justin Ward

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Marek Adamczyk
Maxim Sviridenko
Justin Ward

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Marek Adamczyk, Maxim Sviridenko, and Justin Ward. Submodular Stochastic Probing on Matroids. In 31st International Symposium on Theoretical Aspects of Computer Science (STACS 2014). Leibniz International Proceedings in Informatics (LIPIcs), Volume 25, pp. 29-40, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2014)


In a stochastic probing problem we are given a universe E, where each element e in E is active independently with probability p in [0,1], and only a probe of e can tell us whether it is active or not. On this universe we execute a process that one by one probes elements - if a probed element is active, then we have to include it in the solution, which we gradually construct. Throughout the process we need to obey inner constraints on the set of elements taken into the solution, and outer constraints on the set of all probed elements. This abstract model was presented in [Gupta and Nagaraja, IPCO 2013], and provides a unified view of a number of problems. Thus far all the results in this general framework pertain only to the case in which we are maximizing a linear objective function of the successfully probed elements. In this paper we generalize the stochastic probing problem by considering a monotone submodular objective function. We give a (1-1/e)/(k_in+k_out+1)-approximation algorithm for the case in which we are given k_in greater than 0 matroids as inner constraints and k_out greater than 1 matroids as outer constraints. There are two main ingredients behind this result. First is a previously unpublished stronger bound on the continuous greedy algorithm due to Vondrak. Second is a rounding procedure that also allows us to obtain an improved 1/(k_in+k_out)-approximation for linear objective functions.
  • approximation algorithms
  • stochastic optimization
  • submodular optimization
  • matroids
  • iterative rounding


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