Abstract
Random sampling is a classical tool in constrained optimization. Under favorable conditions, the optimal solution subject to a small subset of randomly chosen constraints violates only a small subset of the remaining constraints. Here we study the following variant that we call random sampling with removal: suppose that after sampling the subset, we remove a fixed number of constraints from the sample, according to an arbitrary rule. Is it still true that the optimal solution of the reduced sample violates only a small subset of the constraints?
The question naturally comes up in situations where the solution subject to the sampled constraints is used as an approximate solution to the original problem. In this case, it makes sense to improve cost and volatility of the sample solution by removing some of the constraints that appear most restricting. At the same time, the approximation quality (measured in terms of violated constraints) should remain high.
We study random sampling with removal in a generalized, completely abstract setting where we assign to each subset R of the constraints an arbitrary set V(R) of constraints disjoint from R; in applications, V(R) corresponds to the constraints violated by the optimal solution subject to only the constraints in R. Furthermore, our results are parametrized by the dimension d, i.e., we assume that every set R has a subset B of size at most d with the same set of violated constraints. This is the first time this generalized setting is studied.
In this setting, we prove matching upper and lower bounds for the expected number of constraints violated by a random sample, after the removal of k elements. For a large range of values of k, the new upper bounds improve the previously best bounds for LPtype problems, which moreover had only been known in special cases. We show that this bound on special LPtype problems, can be derived in the much more general setting of violator spaces, and with very elementary proofs.
BibTeX  Entry
@InProceedings{grtner_et_al:LIPIcs:2016:5932,
author = {Bernd G{\"a}rtner and Johannes Lengler and May Szedl{\'a}k},
title = {{Random Sampling with Removal}},
booktitle = {32nd International Symposium on Computational Geometry (SoCG 2016)},
pages = {40:140:16},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {9783959770095},
ISSN = {18688969},
year = {2016},
volume = {51},
editor = {S{\'a}ndor Fekete and Anna Lubiw},
publisher = {Schloss DagstuhlLeibnizZentrum fuer Informatik},
address = {Dagstuhl, Germany},
URL = {http://drops.dagstuhl.de/opus/volltexte/2016/5932},
URN = {urn:nbn:de:0030drops59328},
doi = {10.4230/LIPIcs.SoCG.2016.40},
annote = {Keywords: LPtype problem, violator space, random sampling, sampling with removal}
}
Keywords: 

LPtype problem, violator space, random sampling, sampling with removal 
Collection: 

32nd International Symposium on Computational Geometry (SoCG 2016) 
Issue Date: 

2016 
Date of publication: 

10.06.2016 