Abstract 1 Introduction 2 Notation and Preliminaries 3 High-Level Algorithmic Framework and Rounding Lemma 4 Multiple Submodular Cover 5 Covering Coverage Functions 6 Applications to Facility Location with Multiple Outliers References

Covering a Few Submodular Constraints and Applications

Tanvi Bajpai ORCID Siebel School for Computing and Data Science, University of Illinois, Urbana, IL, USA Chandra Chekuri ORCID Siebel School for Computing and Data Science, University of Illinois, Urbana, IL, USA Pooja Kulkarni ORCID Siebel School for Computing and Data Science, University of Illinois, Urbana, IL, USA
Abstract

We consider the problem of covering multiple submodular constraints. Given a finite ground set N, a cost function c:N+, r monotone submodular functions f1,f2,,fr over N and requirements b1,b2,,br the goal is to find a minimum cost subset SN such that fi(S)bi for 1ir. When r=1 this is the well-known Submodular Set Cover problem. Previous work [8] considered the setting when r is large and developed bi-criteria approximation algorithms, and approximation algorithms for the important special case when each fi is a weighted coverage function. These are fairly general models and capture several concrete and interesting problems as special cases. The approximation ratios for these problem are at least Ω(logr) which is unavoidable when r is part of the input. In this paper, motivated by some recent applications, we consider the problem when r is a fixed constant and obtain two main results. When the fi are weighted coverage functions from a deletion-closed set system we obtain a (1+ϵ)(ee1)(1+β)-approximation where β is the approximation ratio for the underlying set cover instances via the natural LP. Second, for covering multiple submodular constraints we obtain a randomized bi-criteria approximation algorithm that for any given integer α1 outputs a set S such that fi(S)(11/eαϵ)bi for each i[r] and 𝔼[c(S)](1+ϵ)α𝖮𝖯𝖳. These results show that one can obtain nearly as good an approximation for any fixed r as what one would achieve for r=1. We also demonstrate applications of our results to implicit covering problems such as fair facility location.

Keywords and phrases:
covering, linear programming, rounding, fairness
Category:
APPROX
Funding:
Tanvi Bajpai: Supported in part by NSF grant CCF-2402667.
Chandra Chekuri: Supported in part by NSF grant CCF-2402667.
Pooja Kulkarni: Supported in part by NSF grant CCF-2402667 and CCF-2334461.
Copyright and License:
[Uncaptioned image] © Tanvi Bajpai, Chandra Chekuri, and Pooja Kulkarni; licensed under Creative Commons License CC-BY 4.0
2012 ACM Subject Classification:
Theory of computation Packing and covering problems
; Theory of computation Facility location and clustering ; Theory of computation Rounding techniques
Related Version:
Full Version: https://arxiv.org/abs/2507.09879
Acknowledgements:
CC thanks Sayan Bandyapadhyay, Tanmay Inamdar and Kasturi Varadarajan for some earlier discussions on colorful set covering problems with fixed number of colors.
Editors:
Alina Ene and Eshan Chattopadhyay

1 Introduction

Covering problems are ubiquitous in algorithms and combinatorial optimization, forming the basis for a wide range of applications and connections. Among the most well-known covering problems are Vertex Cover (VC) and Set Cover (SC). In SC the input consists of a universe 𝒰 of n elements and a family 𝒮 of subsets of 𝒰. The objective is to find a minimum cardinality sub-collection 𝒮𝒮 such that the union of the subsets in 𝒮 is (i.e. covers) 𝒰. VC is a special case of SC where 𝒰 corresponds to the edges of a given graph G=(V,E), and the sets correspond to vertices of G. In the cost versions of these problems, each set or vertex is assigned a non-negative cost, and the objective is to find a covering sub-collection with the minimum total cost. A significant generalization of SC is the Submodular Set Cover (SubmodSC) problem where the input includes a normalized monotone submodular function f:2N+, and the goal is to find a min-cost subset S of N such that f(S)=f(N). Recall that a real-valued set function f is submodular iff f(A)+f(B)f(AB)+f(AB).

The aforementioned covering problems are known to be NP-Hard, but classical approximation algorithms offer strong guarantees. For SC, the well-known Greedy algorithm proposed by Johnson [14] achieves a (1+lnn)-approximation and has also been shown to achieve a (1+ln(maxif(i))-approximation for SubmodSC by Wolsey [21]. These results are essentially tight, assuming PNP [11]. Nevertheless, VC admits a 2-approximation, and many other special cases of SC and SubmodSC also admit constant-factor approximations. Moreover, settling for bi-criteria approximations allows for additional flexibility and improvements. For SubmodSC, a slight modification to the standard Greedy algorithm yields the following tradeoff: for any integer α1, we may obtain a set SN such that f(S)(11eα)f(N) and c(S)α𝖮𝖯𝖳.

Another related covering problem of importance is the Partial Set Cover (PartialSC) problem, in which the input includes an additional integer b, and the goal is to find a minimum-cost collection of sets that cover at least b elements. A similar formulation extends to the submodular setting where the goal is to find a set S such that f(S)b. Partial covering problems are particularly useful as they naturally model outliers for various settings, and approximation algorithms for these problems have been well studied. It is straightforward to show that PartialSC is equivalent to SC in terms of approximation. In the submodular case, this equivalence is even clearer: we can consider the truncated submodular function fb where fb(S)=min{f(S),b}. In contrast, understanding the approximability of Partial Vertex Cover (PartialVC) is more nuanced. While a 2-approximation for PartialVC is known [4], it is not straight forward to see this.

In recent years, emerging applications and connections, particularly to fairness, have sparked interest in covering and clustering problems involving multiple groups or colors for elements. The goal in these problems is to ensure that some specified number of elements from each group or color are covered. The partial covering problems discussed above are a special case where the number of groups is one. In the Colorful Vertex Cover problem (ColorVC), multiple partial covering constraints are imposed. The input consists of a graph G=(V,E) and r subsets of edges E1,E2,,Er where EiE. Each subset represents the edges of color i, and an edge can have multiple colors. Each color i has requirement bi|Ei| and the objective is to find a minimum-cost set of vertices that covers at least bi edges from each Ei. Bera et al. [2] were the first to consider (a generalization of) ColorVC, obtaining an O(logr)-approximation. This result is essentially tight when r is large and part of the input, and one can show that SC reduces to ColorVC (see [2]). More recently, Bandyapadhyay et al. [1] considered ColorVC when r is a fixed constant and achieved a (2+ϵ)-approximation for any fixed ϵ>0.

Chekuri et al. [8] explored a broader class of problems involving the covering of multiple (submodular) functions and various special cases. Their general framework not only recovers the O(logr)-approximation from [2] but also provides results for a variety of geometric set cover problems, and combinatorial optimization problems such as facility location and clustering. However, while powerful and general, their framework is designed for cases where r (i.e., the number of constraints) is part of the input. As a result, it is inherently limited to Ω(logr)-approximation due to above mentioned reduction from SC to ColorVC. In a recent work, Suriyanarayana et al. [16] considered the Joint Replenishment Problem (JRP), a fundamental problem in supply chain optimization. JRP and its variants can be viewed as a covering problems where the objective is to satisfy demands over a time horizon for multiple items using orders that incur joint costs; readers can refer to [16] for the formal details of the JRP problem. While constant-factor approximations for JRP are well-established [3], Suriyanarayana et al. [16] introduced a colorful version of JRP (CJRP), similar in spirit to ColorVC. In CJRP, demands are grouped by color, and the goal is to satisfy at least bi demands from each color class. Chekuri et al. [8]’s framework can yield an O(logr)-approximation for CJRP; however, [16] focused on the setting where r is a fixed constant. They developed an intricate algorithm which achieves a (2.86+ϵ)-approximation for any fixed ϵ>0. Note that the approximation ratio does not depend on r but the running time is exponential in r. There are several settings in approximation for covering and packing problems where one has a fixed number of constraints or objectives and one obtains similar trade offs.

These recent developments inspire us to explore whether the general framework in [8], which applies to a wide variety of covering problems, can be adapted to the setting of a fixed number of submodular covering constraints. The goal is to remove the dependence of the approximation ratio on r. Specifically, we consider two settings: (1) the Multiple Submodular Covering problem, and (2) Colorful Set Cover and a generalization.

Multiple Submodular Covering (𝗠𝗦𝗖).

The 𝖬𝖲𝖢 problem generalizes the above ColorSC problem. Formally, the input to the 𝖬𝖲𝖢 problem consists of r monotone submodular functions fi:2N+ over a finite ground set N (provided as value oracles), a non-negative cost function c:N+, and non-negative integer requirements b1,b2,,br. The objective is to find a minimum-cost set SN such that fi(S)bi for each i[r]. Note that when r=1, this corresponds to SubmodSC. The Greedy algorithm (modified slightly) yields the following trade off for SubmodSC: for any integer α1 the algorithm outputs a set S such that f(S)(11/eα)b and c(S)α𝖮𝖯𝖳. We note that this trade off is essentially tight for any fixed α via the hardness result for SC [11]. It is easy to reduce multiple submodular covering constraints to a single submodular covering constraint [12, 8], but in doing so one is limited to Ω(logf(N)) approximation to the cost to satisfy all constraints exactly – it is not feasible to distinguish the individual constraints via this approach. In contrast, Chekuri et al.[8] obtained the following bi-criteria approximation result for MSC: there is an efficient randomized algorithm that outputs a set SN such that f(S)(11/eϵ)bi for each i[r] and E[c(S)]O(1ϵlogr). In this paper we ask whether it is possible to achieve bi-criteria bounds for MSC instances with a fixed number of constraints that match those obtainable for single submodular constraint. We prove the following theorem and its corollary which together affirmatively answers this (modulo a small dependence on ϵ).

Theorem 1.

There is a randomized polynomial-time algorithm that given an instance of the 𝖬𝖲𝖢 with fixed r and ϵ>0 outputs a set SN such that (i) fi(S)(11/eϵ)bi for all i[r] and (ii) E[c(S)](1+ϵ)𝖮𝖯𝖳 (where 𝖮𝖯𝖳 is the cost of the optimal solution to the instance).

Corollary 2.

For any fixed integer α>1 and ϵ, Algorithm 1 (from Theorem 1) can be used to construct a solution SN such that f(S)(11/eαϵ)bi for all i[r] and E[c(S)]α(1+ϵ)𝖮𝖯𝖳.

We remark that the underlying algorithms give additive guarantees. In terms of running time, the most expensive part is to convert this additive guarantee into a multiplicative guarantee by guessing sufficiently many elements from some fixed optimum solution. The additive guarantees provide useful insights and are often sufficient if one assumes that the optimum value is large.

Colorful Set Cover (ColorSC) and generalizations.

Prior work of Inamdar and Varadarajan [13] showed a general setting when positive results for SC can be extended to PartialSC (r=1). We describe the setting first. A class of SC instances (i.e. set systems), , is called deletion-closed if for any given instance in the class, removing a set or an element of the universe results in an instance that also belongs to . Many special cases of SC are naturally deletion-closed. For example, VC instances are deletion-closed as are many geometric SC instance (say covering points by disks in the plane). Suppose one can obtain a β-approximation to SC on instances from via the natural LP relaxation. For example, VC has β=2 and there are many geometric settings where β=O(1) or o(logn) [6, 13]. Inamdar and Varadarajan [13] additionally formalized the concept of deletion-closed set systems and obtained a 2(β+1)-approximation for PartialSC on a set system from deletion-closed . Their framework gave a straightforward way to approximate geometric partial covering problems by building on existing results for SC. Chekuri et al. [8] extended this framework to address deletion-closed instances of ColorSC problem (which is analogous to the previously discussed ColorVC). Formally, the input for ColorSC consists of a set system from , costs on the sets, and r sets 𝒰1,,𝒰r where each 𝒰i is a subset of the universe 𝒰, and non-negative integer requirements b1,,br. The objective is to find a minimum-cost collection of sets such that for each i[r], at least bi elements from 𝒰i are covered. In this setting, Chekuri et al. [8] achieved two key results. First, when r=1, they improved the approximation bound from [13] to ee1(β+1). Second, for general r they obtained an O(β+logr)-approximation which generalized [2] for ColorVC. Here we consider this same setting but when r is a fixed constant and obtain the following result.

Theorem 3.

For any instance of ColorSC with fixed r from a β-approximable deletion-closed set system, and any fixed ϵ>0, there is a randomized polynomial-time algorithm that yields a (ee1)(1+β)(1+ϵ)-approximate feasible solution.

Chekuri et al. [8] prove a more general result that applies to covering integer programs induced by deletion-closed set systems (this is similar to the context considered by Bera et al. [2] for ColorVC). This generality is significant in applications such as facility location and clustering. We obtain the preceding result also in this more general setting (see Theorem 15); we defer the formal description of the problem setting to Section 2, and prove the theorem in Section 5.

Implications and Applications.

At a high level, our two main theorems show that approximation results for covering problems with a single submodular constraint, i.e. where r=1, can be extended to the case with a fixed number of constraints. We believe that these results, in addition to being independently interesting, are broadly applicable and valuable due to the modeling power of submodularity and set covering. However, one should expect additional technical details in applying these results to certain applications such as facility location, clustering, JRP, and others. In this paper, we prove our main technical results and lay down the general framework. We also demonstrate how the framework can be applied and adapted. We discuss these applications next.
Colorful covering problems: Recall that ColorVC admits a (2+ϵ)-approximation for fixed r [1]. Now consider the problem of covering points in plane by disks with costs. This well-studied geometric set cover problem admits an O(1) approximation via the natural LP [6, 18]. [13, 8] obtained a (ee1)(1+β) approximation for PartialSC version of this problem (r=1) and [8] obtained an O(β+logr)-approximation for the colorful version of this problem (arbitrary r). In this paper we obtain a (ee1)(1+β)(1+ϵ) approximation for any fixed r. In effect all the PartialSC problems considered in [13, 8] for various geometric settings admit essentially the same approximation for the colorful versions with fixed r. The colorful problems capture outliers and fairness constraints, and thus, as long as the number of such constraints is small, the approximation ratio is independent of r. Our bi-criteria approximation for MSC, in a similar vein, allows tight trade offs in cost vs coverage for any fixed number of constraints. See [12, 8] for an application to splitting point sets by lines where a bi-criteria approximation is adequate.
Facility location with multiple outliers: Facility location and clustering problems have long been central in both theory and practice, with a wide variety of objective functions studied in the literature. At a high level, the goal in facility-location problems is to select a subset of facilities and assign clients to them in a way that balances assignment cost with facility opening cost. Several objectives and variants are studied in the literature. Motivated by robustness considerations there is also extensive work on these problems when there are outliers. The goal in such problems is to solve the underlying clustering or facility location problem where certain number of points/clients can be omitted; equivalently the goal is to connect/cluster at least a given number of points. These problems do not fall neatly in the framework of (partial) covering problems. Nevertheless it is possible to view them as implicit covering problems; in some settings one needs to consider an exponential sized set system. Thus, although the problems cannot be directly cast in as 𝖬𝖲𝖢 or 𝖢𝖢𝖥, some of the ideas can be transferred with additional technical work. [8] used this perspective and additional ideas to obtain O(logr)-approximation for two facility location problems with multiple outlier classes. In this paper, we consider these two problems when r is a fixed constant and obtain constant factor approximations. The first one involves facility location to minimize the objective of sum of radii; it is easier to adapt the ideas for 𝖢𝖢𝖥 to this problem and we discuss this in the full version of our paper.

Our main new technical contribution is the second problem related to the outlier version of the well-known uncapacitated facility location problem (UCFL). In UCFL the input consists of a facility set F and a client set C that are in a metric space (FC,d). Each facility iF has an opening cost fi0 and connecting a client j to a facility i costs d(i,j). The goal is to open a subset of the facilities SF to minimize iSfi+jCd(j,S) where d(j,S) is the distance of j to the closest open facility. This classical problem has seen extensive work in approximation algorithms; the current best approximation ratio is 1.488 [15]. Charikar et al. [7] studied the outlier version of this problem (under the name robust facility location) and obtained a 3-approximation; in this version the goal is to connect at least some specified number b|C| of clients, and this corresponds to having a single color class to cover. In [8], the generalization of this to r outlier classes was studied under the name Facility Location with Multiple Outliers (𝖥𝖫𝖬𝖮). In this paper we prove the following result.

Theorem 4.

Let β be the approximation ratio for UCFL via the natural LP relaxation. Then there is a randomized polynomial-time algorithm that given an instance of 𝖥𝖫𝖬𝖮 with fixed r and ϵ>0 yields a ee1(β+1+ϵ)-approximate solution.

We remark that we use LP-based algorithms for UCFL as a black-box and have not attempted to optimize the precise ratio. Using β=1.488 from [15] we get an approximation factor of 3.936(1+ϵ). We also note that the case of r being fixed requires new technical ideas from those in [8]. We recall the non-trivial work of [16] who consider CJRP for fixed r by adapting the ideas from [8] for an implicit problem. One of our motivations for this paper is to obtain a general framework for 𝖢𝖢𝖥 for fixed r, and to showcase its applicability to concrete problems.

Summary of Technical Contributions.

Our algorithms follow a streamlined framework (outlined in Section 3.2) that builds upon the ideas in [8], while introducing additional new ingredients to obtain improved approximations when r is fixed. The framework consists of four stages; at a high level, these stages can are: guess high-cost elements, solve a continuous relaxation, randomly round the fractional relaxation, and greedy fix in a post-processing step to ensure that constraints are appropriately satisfied. The main new ingredient is the rounding procedure employed in the third stage, which is centered around a rounding lemma (Lemma 10). The lemma is based on the concentration bound for independent rounding of a fractional solution to the multilinear relaxation of a submodular function. The improved approximation for fixed r is based on obtaining a strong concentration bound. In order to obtain this we need to ensure that the underlying submodular function has a Lipschitz property. Our new insight is that one can use a greedy procedure to select a small number of elements to ensure the desired Lipschitz property. However this means that the algorithms will incur an additive approximation for selecting a constant number (that depends only on r and 1/ϵ) of elements. We are able to convert this additive approximation into a multiplicative approximation by guessing a sufficiently large number of elements in the first stage. We note that several packing and covering problems with a fixed number of constraints follow this high-level template. Typically one uses properties of basic feasible solutions to underlying LP relaxations for packing and covering problems. We cannot use standard methods because our constraints are submodular and hence non-linear. Our fractional solutions come from solving non-linear programs or auxiliary LPs with many constraints. This is the reason for relying on our rounding approach. The high-level overview suppresses several non-trivial technical details in the algorithms, some of which are inherited from [8]. There are important differences in the details for the two problems, and are explained in the relevant sections.

Organization.

Section 2 provides the formal definitions for 𝖬𝖲𝖢 and 𝖢𝖢𝖥, as well as some relevant background on submodularity. In Section 3 we describe the Rounding Lemma (Lemma 10), which is our key ingredient. In the same section, we provide an overview of our algorithmic framework. Section 4 describes our algorithm for Theorem 1, and Section 5 describes our algorithm for 𝖢𝖢𝖥 which generalizes Theorem 3. Finally, in Section 6, we discuss the application of 𝖢𝖢𝖥 to Facility Location. We sketch the analysis of the algorithms in the respective sections and defer the reader to the full version for complete details.

2 Notation and Preliminaries

2.1 Problem Definitions

Below we provide the formal problem statements for Multiple Submodular Covering Constraints (𝖬𝖲𝖢) and Covering Coverage Functions (𝖢𝖢𝖥) problems [8].

Definition 5 (𝖬𝖲𝖢).

Let N be a finite ground set, and we are given r monotone submodular functions fi:2N+ for i[r] each with corresponding demands bi+. Additionally, we are given a non-negative cost function c:N+. The goal is to find a subset SN that solves the following optimization problem:

minSNc(S)s.t.fi(S)bii[r].
Definition 6 (𝖢𝖢𝖥).

The 𝖢𝖢𝖥 problem consists of a set system (𝒰,𝒮) where 𝒰 is the universe of n elements, 𝒮={S1,,Sm} is a collection of m subsets of 𝒰. Each set S𝒮 has a cost associated with it and we are given a set of inequalities A𝐳𝐛 where A0r×n. The goal is to optimize the integer program given in 𝖨𝖯-𝖢𝖢𝖥.

mini[m]cixis.t.i:jSixizjA𝐳bzj1for all j[n]xi{0,1}for all i[m] (𝖨𝖯-𝖢𝖢𝖥)
mini[m]cixis.t.i:jSixizjA𝐳bzj1for all j[n]xi[0,1]for all i[m] (𝖫𝖯-𝖢𝖢𝖥)

In this program, the variables xi for i[m] represent the indicator variable for whether the set i is selected. The variables zj for j[n] are indicators for whether the element j is covered. If entries of A are in {0,1} then we obtain ColorSC as a special case.

CCF as a special case of MSC.

We view the constraints as submodular functions as follows: for the ith constraint, given by the ith row of matrix, we define a submodular function fi():2𝒮0+ as follows: fi(𝒮)=j[n]Ai,jzj where zj is a variable indicating whether jS𝒮S i.e., whether j is covered by a set in the collection 𝒮 of sets, and Ai,j is the entry in ith row and jth column of matrix A. This is a submodular function since it is a weighted coverage function with weights coming from the matrix A. In Section 5, we will use either the matrix form or the submodular function form as convenient.

In this paper we assume that input instances of each problem will have a fixed number of constraints, i.e., r is taken to be some positive fixed constant.

2.2 Submodularity

For a submodular function, f() defined on ground set N, we will use fA() to denote the submodular function that gives marginals of f on set AN i.e., fA(S)=f(SA)f(A). Further, for any AN and eN, we will use f(eA) to denote the marginal value of e when added to A.

Multilinear Extensions of Set Functions.

Our main rounding algorithm (discussed in Section 3) makes use of the multilinear extension of set functions. Here are some relevant preliminaries.

Definition 7 (Multilinear extension).

The multilinear extension of a real-valued set function f:2NR, denoted by F, is defined as follows: For x[0,1]N

F(x)=SNf(S)iSxijNS(1xj).

Equivalently, F(x)=𝔼[f(R)] where R is a random set obtained by picking each iN independently with probability xi.

Lipschitzness and Concentration Bounds.

One benefit of utilizing the multilinear extension that is relevant to our algorithm is a concentration bound. Before we state that bound, we define Lipschitzness of a submodular function.

Definition 8 (-Lipschitz).

A submodular function f:2N+ is -Lipschitz if iN and AN: |f(A{i})f(A)|. When f is monotone, this amounts to f({i}).

Lemma 9 (Vondrák [20]).

Let f:2N+ be an -Lipschitz monotone submodular function. For 𝐱[0,1]N, let R be a random set where each element i is drawn independently using the marginals induced by 𝐱. Then for δ0,

Pr[f(R)(1δ)F(𝐱)]eδ2F(𝐱)2.
Discretizing costs and guessing.

Our problems involve minimizing the cost of objects. Via standard guessing and scaling tricks, if we are willing to lose a (1+o(1)) factor in the approximation, we can assume that all costs are integers and are polynomially bounded in n. In particular this implies that there are only poly(n) choices for the optimum value. We will thus assume, in some algorithmic steps, knowledge of the optimum value with the implicit assumption that we are guessing it from the range of values. This will incur a polynomial-overhead in the run-time, the details of which we ignore in this version.

3 High-Level Algorithmic Framework and Rounding Lemma

Our algorithms for approximating 𝖬𝖲𝖢 and 𝖢𝖢𝖥 share a unified framework. The framework relies on a Rounding Lemma (Lemma 10), which provides a method to convert a fractional solution to an integral one in a way that preserves key properties of the original fractional solution while incurring only a minimal additive cost. In this section, we begin by presenting and proving our Rounding Lemma (Section 3.1). We then provide a high-level overview of the algorithmic framework (Section 3.2) built upon this Rounding Lemma.

3.1 Rounding Lemma

A key step in our framework is the ability to round fractional solutions to integral ones while maintaining important guarantees. Our Rounding Lemma (stated below) provides a formal method for achieving this. It shows that for r submodular functions (rO(1)), a fractional solution satisfying certain constraints with respect to their multilinear extensions can be (randomly) rounded in polynomial time to an integral solution. This rounding incurs only a small (constant sized) additive increase in cost and ensures that the values of the submodular functions are sufficiently preserved with high probability.

Lemma 10 (Rounding Lemma).

Let N be a finite set, c:N+ be a non-negative cost function and let cmax=maxjNcj. Let f1,,fr be monotone submodular functions over N. For each fi, let Fi be its corresponding multilinear extension. Suppose we are given a fractional point 𝐱[0,1]N such that jcjxjB and Fi(𝐱)bi for each i[r]. Then, for any fixed ϵ>0 there is a randomized algorithm that outputs a set SN such that (i) 𝔼[c(S)]B+r2ln(r/ϵ)ln(1/ϵ)ϵ2cmax, and (ii) i[r] fi(S)(1ϵ)bi with probability at least 1ϵ/r.

To prove this lemma, we first establish the following helpful claim, which ensures that after selecting a subset of elements, a monotone function becomes Lipschitz continuous (Definition 8), with a Lipschitz constant that depends on the number of elements chosen.

Claim 11.

Let N be a finite set and f be a non-negative monotonic111Note that we do not need submodularity in this claim. function over N. For any ϵ>0, b>0 and >0, there exists a polynomial time algorithm that returns a set SN of cardinality at most 1ln(1ϵ) such that one of the following conditions hold: (i) f(S)(1ϵ)b, or (ii) eNS, f(eS)<(bf(S)).

Proof.

Consider the following greedy procedure to construct S: Initialize S as the empty set. While there exists an element eNS satisfying f(eS)(bf(S)) and f(S)<(1ϵ)b, add e to S. Finally, return S.

We prove that in at most 1ln1ϵ iterations of the while loop, the set S must satisfy (i) or (ii). Note that trivially, the returned set S satisfies one of these conditions. In the rest of the proof we will bound the cardinality of S.

Suppose that we never satisfy (ii) in 1ln1ϵ iterations. We will show using induction that we must then satisfy (i). In particular, let S(t) denote the set S after t iterations of the while-loop in the given procedure (where S(0)=), and let st+1 be the element that is to be added to S in the (t+1)-th iteration. Now, using induction on t, we will show that for all t0 the following inequality will hold

f(S(t))(1(1)t)b.

For t=0, S is the empty set, hence f(S(0))=0, and (1(1)0)b=0. Assume f(S(t))(1(1)t)b for some fixed t. We will show that the inequality must hold for t+1. To see this, observe that if (ii) does not hold, then there exists an element, st+1 such that f(st+1S(t))(bf(S(t))). Therefore we will have,

f(S(t+1)) =f(st+1S(t))+f(S(t))
(bf(S(t))+f(S(t))
=b+(1)f(S(t))
b+(1)(1(1)t)b
=(1(1)t+1)b.

Therefore, for t=lnϵln(1), (1(1)t)b(1ϵ)b holds. Thus, we are guaranteed that after selecting lnϵln(1)1ln1ϵ elements, if (ii) is not met (i) holds.

Using Claim 11, we prove the Rounding Lemma.

Proof of Rounding Lemma (Lemma 10).

Consider the following algorithm. For a value of that we will determine later, for each i[r], create a set Si according to the greedy algorithm in Claim 11. We are therefore guaranteed that for each constraint i[r] fi(Si)(1ϵ)bi or fi(eSi)(bif(Si)) for all eNSi. Note that Si’s may not be disjoint. Next, perform independent randomized rounding with marginal probabilities given by 𝐱 to find a set S. Let S=i[r]SiS.

We first prove that each constraint is satisfied to a (1ϵ) approximation with probability 1ϵ/r. Fix any constraint i[r]. Suppose the set Si returned from Claim 11’s algorithm satisfies fi(Si)(1ϵ)bi, then we are done. Otherwise, we know that for all eNSi, f(eSi)<(bfi(Si)). Denote by fiSi the submodular function that is defined by fiSi(X)fi(XSi). Let bi=bifi(Si). We have that for all eNSi, fi(eSi)bi and therefore, fiSi(e)bi for all eNSi. Then, when we (independently) randomly round using marginal probabilities given by 𝐱, we get using Lemma 9 for the function fiSi222Note that the Lemma 9 applies when we round elements in NSi. Here we round all elements in N and, since fi is monotone, this is guaranteed to have a higher value than rounding some of them, therefore we can safely apply the concentration bound.,

Pr[fiSi(S)(1ϵ)FiSi(x)] eϵ2FiSi(x)2bi (1)

Now, bi=bifi(Si)Fi(𝐱)fi(Si)=Fi(𝐱)Fi(Si). Furthermore,

Fi(𝐱)fi(Si) =S𝐱fi(S)Pr[S]fi(Si) (By Definition 7)
=S𝐱fi(S)Pr[S]S𝐱fi(Si)Pr[S] (Since the probabilities sum to one)
=S𝐱(fi(S)fi(Si))Pr[S]
S𝐱(fi(SSi)fi(Si))Pr[S]
=S𝐱fiSi(S)Pr[S]=FiSi(𝐱) (Using monotonicity of fi and Definition 7)

Therefore, biFiSi(𝐱). Substituting this in Equation 1, Pr[fiSi(S)(1ϵ)FiSi(x)]eϵ2bi2bi Now, choosing =ϵ22ln(r/ϵ), we have Pr[fiSi(S)(1ϵ)FiSi(x)]eϵ22ϵ22ln(r/ϵ)=ϵr. Therefore, with probability at least 1ϵ/r,

fi(S) =fi(Si)+fi(SSi)fi(Si)+(1ϵ)FiSi(x)
(1ϵ)Fi(x)=(1ϵ)bi.

Now, we will look at the cost of the sets chosen. To get the required probability bound, we need to choose =ϵ22ln(r/ϵ). Therefore, following claim 11, the size of set Si for each i[r] is at most 1ln1ϵ=2ln(r/ϵ)ln(1/ϵ)ϵ2. Therefore, together the total cardinality of i[r]Si is bounded by r2ln(r/ϵ)ln(1/ϵ)ϵ2. Finally, the expected cost of S is B. Together, we get 𝔼[c(S)]B+r2ln(r/ϵ)ln(1/ϵ)ϵ2cmax.

It is easy to see that the algorithm runs in polynomial time.

3.2 Overview of Algorithmic Framework

Our algorithmic framework consists of four stages. Let N denote the initial set of objects, and let r denote the number of covering constraints.

  • Stage 1: Guessing Highest-Cost Objects from the Optimal Solution. First, we “guess” Spre as the L highest-cost objects from the optimal solution, where L is chosen to be some sufficiently large constant number that depends on r and ϵ. By guessing we mean enumerating all possible L-sized subsets of objects from N. We use this subset to construct a residual instance in which all objects with costs higher than any object in Spre are discarded.

  • Stage 2: Constructing a Fractional Solution. Let N denote the set of objects that remain after Stage 1. We solve a continuous relaxation to obtain a a fractional solution 𝐱[0,1]N to the residual instance.

  • Stage 3: Rounding the Fractional Solution. 𝐱 is rounded into an integral solution SN using Rounding Lemma (Lemma 10). S satisfies each covering constraint with adequate probability while incurring a small additive cost.

  • Stage 4: Fixing S. Finally, since S only satisfies the constraints probabilistically, additional adjustments are needed to ensure all constraints are satisfied. This is done in a simple way by fixing each constraint individually by greedy methods.

While our algorithms for 𝖬𝖲𝖢 (Section 4) and 𝖢𝖢𝖥 (Section 5) follow the high-level framework described above, the execution of stages have several different aspects that are covered in the next two sections.

4 Multiple Submodular Cover

We prove Theorem 1 (restated below). In the full version, we show how this algorithm can be extended to prove Corollary 2.

We will use 𝒥 to denote the input instance of 𝖬𝖲𝖢, which consists of a finite ground set N, a non-negative cost function c:N+, and i[r] monotone submodular functions fi with associated requirement bi. Recall that we assume r is fixed. We will assume (without loss of generality) that fi(N)=bi for all i[r].

Theorem 1. [Restated, see original statement.]

There is a randomized polynomial-time algorithm that given an instance of the 𝖬𝖲𝖢 with fixed r and ϵ>0 outputs a set SN such that (i) fi(S)(11/eϵ)bi for all i[r] and (ii) E[c(S)](1+ϵ)𝖮𝖯𝖳 (where 𝖮𝖯𝖳 is the cost of the optimal solution to the instance).

4.1 Algorithm Preliminaries

4.1.1 Constructing residual 𝗠𝗦𝗖 instances

Recall that Stage 1 of our algorithmic framework (Section 3.2) constructs a residual instance after guessing a subset of elements from the optimal solution. Below is a definition which describes how to construct a residual and cost-truncated residual 𝖬𝖲𝖢 instances.

Definition 12 (Residual and Cost-Truncated Residual 𝖬𝖲𝖢 Instances).

Given an 𝖬𝖲𝖢 instance 𝒥=(N,{fi,bi}i[r],c) and a set AN, a residual instance of 𝒥 with respect to 𝐀 is 𝒥=(N,{fi,bi}i[r],c) where N:=NA, for all i[r], fi():=fiA() and bi:=bifi(A). We do not change c since the cost values remain unchanged, but assume its domain is restricted to N. A cost-truncated residual instance of 𝒥 with respect to A is a residual instance 𝒥=(N,{fi,bi}i[r],c) in which elements in N that have a higher cost than any element in A are also removed. More precisely, N={eeNA and s.t. eAc(e)c(e)}.

4.1.2 Continuous relaxation of 𝗠𝗦𝗖 and approximation results

To construct the desired fractional 𝐱 in Stage 2, we use the continuous relaxation of 𝖬𝖲𝖢, stated below as a feasibility program in MSC-Relax. For an instance 𝒥=(N,{fi,bi}i[r],c), the objective of MSC-Relax is to find a fractional point 𝐱[0,1]N whose cost is at most C and where the value of the multilinear extension of each constraint fi, denoted by Fi, at 𝐱 satisfies the demand bi.

Note that for C𝖮𝖯𝖳, where 𝖮𝖯𝖳 is the cost of the optimal solution to the 𝖬𝖲𝖢 instance, MSC-Relax is guaranteed to be feasible.

jcjxjCs.t.Fi(𝐱)bii[r]𝐱0 (MSC-Relax)

Finding a feasible solution to the above continuous optimization problem is NP-Hard. The following result can be used to get an approximate solution.

Theorem 13 (Chekuri, Vondrák, and Zenklusen [10] and Chekuri, Jayram, and Vondrák [9]).

For any fixed ϵ>0, there is a randomized polynomial-time algorithm that, given an instance of MSC-Relax and a value oracle access to the submodular functions f1,,fr, with high probability, either correctly outputs that the instance is not feasible or outputs an 𝐱 such that (i)jcjxjC and (ii)Fi(𝐱)(11/eϵ)bii[r].

4.1.3 Algorithm to fix 𝗠𝗦𝗖 constraints

In Stage 4 of our 𝖬𝖲𝖢 algorithm, we need to fix unsatisfied constraints, and for this we can focus on a single submodular covering constraint. The relevant optimization problem is the following:

minc(T) s.t. f(T)b

Suppose the optimum cost for this is C. Our goal is to show that we can find a set S such that f(S)(11/e)b and c(S)C. For this purpose we guess C and recast the problem as a submodular function maximization problem subject to a knapsack constraint with budget C.

maxf(T) s.t. c(T)C

Note that there is a feasible solution to this maximization problem of value at least b. We can now use the following result. It is based on slight modification of the standard greedy algorithm.

Lemma 14 (Sviridenko [17]).

There is a (11/e)-approximation for monotone submodular function maximization subject to a knapsack constraint.

4.2 Algorithm for MSC

We provide pseudo-code for our algorithm in Algorithm 1 and demarcate the various steps involved in each of the framework stages outlined in Section 3.2. We additionally provide more detailed descriptions of how each of the four stages in the context of our 𝖬𝖲𝖢 approximation.

Algorithm 1 Pseudocode for Bi-criteria Approximation for 𝖬𝖲𝖢.
Stage 1: Choosing 𝑳 and constructing 𝓙.

In the first stage we guess sufficiently many (i.e. L) high-cost elements from the optimal solution, denoted by S. To properly set L, we define ϵ and ϵ′′ such that 0<ϵ,ϵ′′ϵ and (1ϵ′′)(11/eϵ)(11/eϵ). Next, we define :=(ϵ′′)22lnr/ϵ′′. With this, we finally set L:=r1ϵ′′(1ln1ϵ′′). All these choices become clear in the analysis. We additionally assume that |S|>L, otherwise we can simply return Spre as our final solution.

Now, upon guessing (i.e. enumerating) Spre, we construct a cost-truncated residual instance of 𝒥 with respect to Spre called 𝒥 per Definition 12, in which N will not contain any element whose cost is higher than elements in Spre.

Stage 2: Constructing a fractional solution 𝐱 using the continuous relaxation of 𝓙.

To construct our fractional solution 𝐱, we use the continuous relaxation of 𝒥, as defined in Section 4.1.2. Let 𝖮𝖯𝖳 denote the cost of an optimal solution to 𝒥. Using Theorem 13 we obtain a vector 𝐱 s.t. jcjxj𝖮𝖯𝖳 and i[r] Fi(𝐱)(11/eϵ)bi.

Stage 3: Rounding 𝐱 to construct set 𝑹.

Now we use our Rounding Lemma (Lemma 10) to round 𝐱 to an integral solution R. The precise usage of the Rounding Lemma for this algorithm is as follows: Given N, c, {fi}i=1r and their corresponding multi-linear extensions {Fi}i=1r, our fractional point 𝐱[0,1]N satisfies jcjxj𝖮𝖯𝖳 and for all i[r], Fi(𝐱)bi′′ (where bi′′:=(11/eϵ)bi). Rounding Lemma thus outputs an RN s.t. (i) 𝔼[c(R)]𝖮𝖯𝖳+r2ln(r/ϵ′′)ln(1/ϵ′′)(ϵ′′)2cmax (where cmax is the cost of the most expensive element in N) and (ii) i[r]fi(R)(1ϵ′′)bi′′ with probability at least 1ϵ′′/r. Note that this is at least (11/eϵ)bi per our choice of ϵ and ϵ′′.

Stage 4: Greedily fixing unsatisfied constraints.

For each constraint fi that has yet to be sufficiently satisfied by R, i.e., fi(R)<(11/e2ϵ)bi, use the procedure outlined in Section 4.1.3 to reformulate the problem of finding a corresponding Ti to “fix” (i.e. satisfy) it as a submodular maximization problem subject to a single knapsack constraint. The budget for the knapsack constraint will be 𝖮𝖯𝖳. Using the greedy procedure from Lemma 14 we obtain, for each unsatisfied fi, a set Ti s.t. c(Ti)𝖮𝖯𝖳 and fi(Ti)(11/e)bi.

Letting T:=i[r]Ti, our algorithm returns the elements in SpreRT. In the following subsection, we show how this output will satisfy the coverage and cost bounds in Theorem 1

Analysis overview.

We defer the formal analysis to the full version and give a brief overview here. The analysis is not difficult modulo the powerful technical tools that we used along the way. Let 𝖮𝖯𝖳 be the optimum value of 𝒥; the residual instance after picking Spre has a feasible solution of cost 𝖮𝖯𝖳=𝖮𝖯𝖳c(Spre). Stage 2 solves a continuous relaxation for the problem which outputs a fractional solution 𝐱 that satisfies the residual constraints, fi, to a factor of (11/eϵ)bi with c(𝐱)𝖮𝖯𝖳. Then we apply our Rounding Lemma to round 𝐱 to a solution that satisfies each constraint with probability at least 1ϵ/r while incurring an additive cost that we can bound as ϵc(Spre). This is because we guessed sufficiently many high-cost elements for Spre. Since the probability of a constraint remaining unsatisfied after rounding is at most ϵ/r, the expected cost of fixing it is at most ϵr𝖮𝖯𝖳 and hence the total expected cost of fixing the constraints is ϵ𝖮𝖯𝖳. Thus the total expected cost is c(Spre)+ϵc(Spre)+𝖮𝖯𝖳+ϵ𝖮𝖯𝖳(1+ϵ)𝖮𝖯𝖳. Each constraint i is satisfied to fi(Spre)+(11/eϵ)bi(11/eϵ)bi. The running time is dominated by the time to guess the elements in Spre, which is polynomial since with r fixed, L is a constant.

5 Covering Coverage Functions

In this section, we prove Theorem 15 (stated below). Recall that the 𝖢𝖢𝖥 problem (Definition 6) is a useful general problem that can model problems such as ColorVC, ColorSC, various facility location and clustering problems, to name a few. As such, Theorem 15 subsumes Theorem 3, which we discussed in the introduction.

We begin by discussing some technical components that are needed for our algorithm, before proceeding with its description. We conclude the section with a brief overview of the algorithm analysis. Again, complete details of the analysis and proof of Theorem 15 can be found in the full version.

For the remainder of this section, we use =(𝒰,𝒮,A,b) to denote an instance of the 𝖢𝖢𝖥 problem with set system (𝒰,𝒮), constraint matrix A, and requirements bi for i[r], where r is assumed to be fixed.

Theorem 15.

Given an instance of the 𝖢𝖢𝖥 problem such that the underlying set cover problem has a β approximation via the natural 𝖫𝖯, and for a deletion closed set system, for any ϵ>0, there exists a randomized polynomial time (in |𝒰|,|𝒮|) algorithm that returns a collection 𝒜𝒮 such that (i) 𝒜 is a feasible solution that satisfies all the covering constraints and (ii) 𝔼[c(𝒜)](ee1)(1+β)(1+ϵ)𝖮𝖯𝖳.

5.1 Algorithm Preliminaries

5.1.1 Operations on constraints

At times, we will restrict our instance to a subset of elements of the universe. We define this as follows.

Definition 16 (Restricting the Universe).

Given an instance =(𝒰,𝒮,A,b) of the 𝖢𝖢𝖥 problem, and a subset of elements, 𝒰sub𝒰, we define restricting the Universe to elements of 𝒰𝐬𝐮𝐛 as follows: For each set S𝒮, SS𝒰sub and update the Universe 𝒰𝒰sub. For each j[n] such that j𝒰sub, delete jth column of matrix A.

Since we assume that the underlying set system of our initial 𝖢𝖢𝖥 instance is deletion closed, the restricted instance is a valid 𝖢𝖢𝖥 instance. Next, our algorithm chooses sets to be a part of the solution in multiple stages. Accordingly, we update the instance to reflect this selection. This is defined as follows.

Definition 17 (Residual Instance-𝖢𝖢𝖥).

Given an initial instance =(𝒰,𝒮,A,b) and a collection 𝒮 of sets we define a residual instance of with respect to as follows: For all jSS and i[r], set Aij=0. For all i[r], set bibifi(). In addition, for all i[r], let fi() denote the submodular function that corresponds to the ith constraint.

5.1.2 Greedy algorithm to fix CCF constraints

Recall that our framework requires us to have the ability to satisfy a single constraint. For the 𝖢𝖢𝖥 problem, we use the following from [8]. Consider a universe of size n with a collection of m subsets of the universe. Each element j[n] has a weight wj and each set i[m] has a cost ci. Suppose we want to pick a sub-collection of sets with maximum weighted coverage such that a budget constraint is satisfied. We can write the following 𝖫𝖯 for this problem.

maxj[n]wjzjs.t.i:jSixizji[m]cixiBzj1for all j[n]0xi1for all i[m] (𝖫𝖯-𝖬𝖡𝖢)

This is called the Max-Budgeted-Cover problem. One can run the standard greedy algorithm for this problem and [8] shows the following guarantee.

Lemma 18 (Chekuri et al. [8]).

Let Z be the optimum value of (𝖫𝖯-𝖬𝖡𝖢) for a given instance of Max-Budgeted-Cover with budget B. Suppose Greedy Algorithm is run till the total cost of sets is equal to or exceeds B for the first time. Then the weight of elements covered by greedy is at least (11e)Z.

 Remark 19.

The proof of the above lemma yields a stronger result: the Greedy algorithm achieves the same guarantee even when restricted to the support of the fractional solution. This will be useful in implicit settings.

5.2 Algorithm for CCF

Algorithm 2 Pseudocode for Covering Coverage Functions.
Stage 1: Guess the high cost elements.

Following the framework, we guess (rln1ϵ+r) high cost elements from some fixed optimal solution (Line 1). The number is chosen to be ϵ22lnr/ϵ. After this, we construct a residual instance to reflect this selection and work with the residual instance for remaining stages.

Stage 2: Construct Fractional Solution 𝐱 using the LP Relaxation.

Recall that the objective in 𝖢𝖢𝖥 is to solve the integer program 𝖨𝖯-𝖢𝖢𝖥. To obtain a fractional solution, in Line 3 we solve the linear relaxation of this program 𝖫𝖯-𝖢𝖢𝖥 for the residual instance obtained after Stage 1 and obtain a solution (𝐱,𝐳).

Stage 2: Obtain a slack in covering.

We divide the elements into two categories: The heavy elements (He) are those for which zj(11e)(1ϵ), while the shallow elements are the remaining non-heavy elements.

We will first cover the heavy elements completely (in Line 4). This is done by restricting the universe to He, using (𝐱,𝐳) restricted to He as a solution for canonical 𝖫𝖯 of the canonical set cover problem and then using the β-approximation promised in the problem to obtain an integral covering. Here we use the fact that the instance is deletion closed. We then scale the shallow elements by (ee1)(11ϵ) to obtain a corresponding slack in covering.

Stage 3: Round fractional solution.

We take the scaled fractional covering of shallow elements and round it using a call to Lemma 10 (Line 5).

Stage 4: Greedy fixing of the solution.

For any constraint i[r] that is not satisfied, we will fix it via a greedy algorithm. Following the greedy fix for Max-Budgeted-Cover in 5.1.2, this works as follows: From the collection of sets not picked, pick the sets greedily in order of decreasing bang-per-buck (ratio of marginal value of the set and its cost).

Analysis overview.

We defer the formal analysis to the full version and give a brief overview here. First, we define, 𝖮𝖯𝖳=𝖮𝖯𝖳c(𝒮pre), where 𝖮𝖯𝖳 and 𝖮𝖯𝖳 are the optimal values for and (the residual instance of with respect to 𝒮pre), and 𝒮pre is the set of elements guessed in Stage 1. In Stage 2 we solve an LP relaxation to obtain a fractional solution 𝐱 that satisfies all the constraints exactly with c(𝐱)𝖮𝖯𝖳.

Following our framework, we want to use our key lemma to round 𝐱. However, the lemma is based on the multilinear relaxation Fi of the residual function fi while 𝐱 satisfies the constraint based on the LP. Hence, we must address the issue of the correlation gap [5, 19], since working with Fi(𝐱) loses a factor of (11/e) in covering the constraint and our goal is to cover it exactly. To address this, we scale up the LP solution by a factor of ee1. Note that in doing so, there will be some points that are already covered beyond (11/e) and their coverage should not exceed 1. Following [13, 8], we first separate out the points that are covered already to more than (11/e). Scaling covers them in the LP to 1, and we can cover all those points via the LP-based Set Cover algorithm promised to us by the deletion-closed set system. The cost of covering them is βee1𝖮𝖯𝖳. For points that are covered less than (11/e) the scaling increases their coverage by a factor of ee1, allowing us to work with the multilinear relaxation and avoid the (11/e) correlation gap. This allows us to use the Rounding Lemma on these points to fully cover them. A minor technicality to note is that the Rounding Lemma loses a (1ϵ)-factor in the coverage so we actually must scale up the LP by (ee1)(11ϵ). Thus, the expected cost of the random rounding is (1+O(ϵ))ee1𝖮𝖯𝖳 plus the additive cost which we bound as an ϵ-fraction of c(L) as in 𝖬𝖲𝖢 analysis.

To fix the unsatisfied constraints, and achieve exact coverage, we do the analysis with respect to the scaled up LP solution and take advantage of Lemma 18. The expected cost of fixing can be bound by ϵ(1+O(ϵ))ee1𝖮𝖯𝖳 since each constraint is satisfied with probability ϵ/r in the random rounding. Thus the total cost is

c(𝒮pre)+ϵc(𝒮pre)+(1+O(ϵ))βee1𝖮𝖯𝖳+(1+O(ϵ))ee1𝖮𝖯𝖳+ϵ(1+O(ϵ))ee1𝖮𝖯𝖳
(1+O(ϵ))ee1(β+1)𝖮𝖯𝖳.

Each constraint i is satisfied fully as per the discussion. The running time of our algorithm is dominated by guessing 𝒮pre. With r fixed, the size of 𝒮pre is a constant and the running time is polynomial.

6 Applications to Facility Location with Multiple Outliers

In this section, we give an overview for applying the 𝖢𝖢𝖥 framework to the problem of Facility Location with Multiple Outliers (𝖥𝖫𝖬𝖮). For complete details and an application to facility location to minimize sum of radii, we refer the reader to full version of the paper. 𝖥𝖫𝖬𝖮 is a generalization of the classical facility location problem, in which clients belong to color classes, and the objective is to cover a required number of clients from each class. Specifically, we are given a set of facilities F, a set of clients C, where each client belongs to at least one of r color classes Ck (i.e. C=k[r]Ck), and a metric space (FC,d). Each facility iF has an associated non-negative opening cost fi, and each client jC can be served by assigning it to an open facility i, incurring connection cost d(i,j). For each color class Ck, we are given a required demand bk (where 1bk|Ck|). The goal is to open facilities and assign clients to facilities such that at least bk clients from Ck are serviced by a facility, and where the total facility and connection costs of opened facilities and their assigned clients is minimized.

𝖥𝖫𝖬𝖮 can be naturally expressed as an instance of the 𝖢𝖢𝖥 problem over an exponentially large set system, where the universe of elements is C and where each set corresponds to a star (i,S) defined by a facility iF and a subset of clients SC assigned to it. The goal is to select a collection of such stars to cover at least bk clients from each color class Ck, while minimizing the total cost, where the cost of a star is given by c(i,S):=fi+jSd(i,j). We can capture this problem via the following exponentially sized CCF-esque IP.

miniFSCc(i,S)x(i,S)s.t.iFSCjSx(i,S)zjjCjCkzjbkk[r]x(i,S),zj{0,1}iF,SC,jC (𝖨𝖯-𝖥𝖫𝖬𝖮)

Since there are exponentially many stars to be considered, we apply a refined version of the 𝖢𝖢𝖥 framework that avoids explicitly enumerating all possible stars. The key change is that instead of guessing the high cost stars, we guess certain high-cost components of the optimal solutions.

We now describe each stage of our refined 𝖢𝖢𝖥-based algorithm for 𝖥𝖫𝖬𝖮, beginning with a pre-processing step (Stage 0) that enables efficient guessing and separation oracle.

Stage 0: Scaling and pruning facility and connection costs.

As is standard, we assume that the value of the optimal solution 𝖮𝖯𝖳 is guessed up to a (1+o(1)) factor (we overload 𝖮𝖯𝖳 to denote both the true and guessed optimal cost). This introduces only a polynomial overhead in runtime and at most a (1+o(1)) loss in the approximation ratio. In addition to guessing 𝖮𝖯𝖳, we define a polynomial scaling factor B:=n3.

Using the guessed 𝖮𝖯𝖳 and B, we can now eliminate any unnecessary or negligible facility and connection costs. First, we disallow (i.e. remove from the instance) any facilities i for which fi>𝖮𝖯𝖳 since we know they will never be selected in the optimal solution. We also disallow any connections between facilities i and clients j for which d(i,j)>𝖮𝖯𝖳. Next, for any facility i with fi𝖮𝖯𝖳/B, we define its scaled cost f¯i:=0; for any client-facility pair (i,j) where d(i,j)𝖮𝖯𝖳/B, we define the scaled connection cost d¯(i,j):=0. For the remaining facility and connection costs, we scale them as follows: f¯i:=B/𝖮𝖯𝖳fi,d¯(i,j):=B/𝖮𝖯𝖳d(i,j). This will guarantee that all scaled facility costs will be integer-values in [0,B]. Thus, the scaled cost of each star c¯(i,S):=f¯i+jSd¯(i,j) will be some polynomially bounded integer. The discretized distances d¯(i,j) may no longer form a metric (since they may violate triangle inequality), however, this is fine since our 𝖢𝖢𝖥 framework did not require set costs to satisfy such properties. The metric property for distances will only be required in Stage 2’, when we must solve the canonical facility location problem to cover heavy clients. For that stage, we will show that we can viably revert back to using the original metric d.

This pre-processing step will incur at most an additive O(𝖮𝖯𝖳/B) term per cost term, and thus will result in a 1+o(1) multiplicative increase in the total cost of the solution, but this can be absorbed into our final approximation factor. In the rest of the section we assume that we have guessed 𝖮𝖯𝖳 correctly to within a (1+o(1)) factor.

Stage 1: Guessing high-cost components.

This stage consits of two parts: (1) Guess some high cost components (2) Create a residual instance accounting for the guess.

Guess high-cost components.

In the 𝖢𝖢𝖥 framework, we needed to guess the L:=(rln1/ϵ+r) most expensive stars from the optimal solution. This is because our rounding procedure in Lemma 10 and the greedy fix step later choose these many extra sets to satisfy the constraints and we account for these sets via the initial guesses. For the 𝖥𝖫𝖬𝖮 setting explicitly guessing a a star (i,S) would require exponential time. To circumvent this we instead guess partial information about many stars. However, we must now guess more information due to this partial knowledge.

Specifically, we guess tuples of the form (ih,Sh,gh) for h[T] with T=L/ϵ, where ih is a facility from one of the T highest cost stars, ShC is a set of the L farthest clients assigned to ih in the optimal solution, and gh is the total cost of the full optimal star at facility ih, i.e., c¯(ih,Sh), where Sh denotes the full client set served by ih. We note that if there are fewer than T stars in the optimum solution, the problem becomes simpler; in that case we would have guessed all the optimum’s facilities. This will be clear after a description of the remaining analysis and we give a remark at the end of Stage 3 as to how to deal with that case. Let 𝖮𝖯𝖳guess be the cost of the guessed portion of the solution.

Create residual instance.

Let Spre:={(ih,Sh,gh)}h[L] denote the collection of guessed partial stars. We define Fpre:={ih(ih,Sh,gh)Spre} as the set of guessed high-cost facilities, and Cpre:=h[L]Sh as the set of clients guessed to be served by those stars. Let G:=minh[L]gh be the smallest guessed star cost across all tuples.

Now, to describe the residual instance with respect to these guessed components, first update the color demands bk to bk:=bk|CkCpre|. Next, restrict attention to clients in CCpre and define for each facility iF a restricted family of allowable stars, denoted by 𝒮i, and updated star costs, denoted by c¯, as follows:

  • For iFpre, we allow only singleton stars (i,{j}) with jCCpre and d¯(i,j)minjShd¯(i,j) (for the corresponding tuple (i,Sh,gh)Spre). For these stars, we define the updated cost as c¯(i,{j}):=d¯(i,j), since after guessing Spre, we account f¯i to open facility i and the connection costs for the clients in Sh.

  • For iFpre, we allow any star (i,S) with SCCpre and total cost at most G. For these stars, the cost remains as c¯(i,S):=f¯i+jSd¯(i,j).

Restricted Primal (𝖫𝖯-𝖥𝖫𝖬𝖮)
miniF(i,S)𝒮ic¯(i,S)x(i,S)
s.t. iF(i,S)𝒮i:jSx(i,S)zjjCCpre jCkCprezjbkk[r] zj1jCCpre 0x(i,S)1iF,(i,S)𝒮i 0zjjCCpre
Dual
maxk=1rbkβkjCCpreγj
s.t. jSαjc¯(i,S)iF,(i,S)𝒮i αjγjβkjCkCpre,k[r] αj,βk,γj0jCCpre,k[r]
(𝖫𝖯-𝖥𝖫𝖬𝖮 Primal & Dual)
Stage 2: Constructing a fractional solution via the dual.

We now solve an LP relaxation for the residual instance defined in Stage 1. This may still contain exponentially many variables. To solve this LP efficiently, we apply the ellipsoid method to its dual (see 𝖫𝖯-𝖥𝖫𝖬𝖮 Primal & Dual), which has polynomially many variables but exponentially many constraints. This requires a polynomial-time separation oracle which, given a candidate dual solution (α,β,γ), either certifies feasibility or returns a violated constraint. That is, it identifies residual star (i,S)𝒮i such that jSαj>c¯(i,S). Again, since facility costs f¯i and distances d¯(i,j) are integral and polynomially bounded (from pre-processing in Stage 0), we can design such an oracle. We formalize this as the following lemma.

Lemma 20.

Assuming that all distances d¯(i,j) and facility costs fi are integral and polynomially bounded, there exists a polynomial-time separation oracle for the dual LP given in 𝖫𝖯-𝖥𝖫𝖬𝖮 Primal & Dual.

Note that the LP may not be feasible if our guess was incorrect. In this case we can discard the guess. For a correct guess, we denote the cost of this LP solution by 𝖮𝖯𝖳𝖫𝖯. Note that 𝖮𝖯𝖳𝖫𝖯𝖮𝖯𝖳𝖮𝖯𝖳guess.

Stage 2’: Handling Heavy vs. Shallow Clients.

Given the fractional solution (𝐱,𝐳) to the residual LP, we now have a polynomial-sized support of stars. We begin by partitioning the clients into heavy clients Che and shallow clients Csh based on their fractional coverage: let Che:={jCCprezj>τ} and Csh:={jCCprezjτ}, where we set τ:=(11/e)(1ϵ) as in the 𝖢𝖢𝖥 framework. To cover the heavy clients, we prove the following lemma.

Lemma 21.

Given (𝐱,𝐳), a feasible solution to the residual LP with cost 𝖮𝖯𝖳𝖫𝖯, there is an efficient algorithm to cover the heavy clients Che with cost at most βFL(ee1)(11ϵ)𝖮𝖯𝖳𝖫𝖯, where βFL is the approximation factor of the underlying LP-based approximation algorithm for UCFL.

Now, to proceed with Stages 3 and 4 for the shallow clients, we perform the following steps.

  • Restrict the instance to shallow clients. In our fractional solution for the primal in 𝖫𝖯-𝖥𝖫𝖬𝖮 Primal & Dual, we update the stars to only have shallow clients and remove all the heavy clients. The variables x(i,S) remain unchanged. The z variables are restricted to only shallow clients. We also update the covering requirements to reflect that heavy clients have already been selected: bk:=bk|CkChe| for each color class k[r].

  • Scale the solution. We scale the solution by (ee1)(11ϵ). Note that the new scaled solution is a feasible solution for the primal in 𝖫𝖯-𝖥𝖫𝖬𝖮 Primal & Dual with a cost (ee1)(11ϵ)𝖮𝖯𝖳𝖫𝖯 and each color’s residual requirement is over-covered by a factor of e(e1)(1ϵ).

Stage 3: Rounding the fractional solution.

We work with the residual instance restricted to shallow clients and scaled as mentioned in the previous stage. We now want to apply Lemma 10 to round this fractional solution. The algorithm in the lemma potentially picks L stars to ensure that randomized rounding satisfies the constraints with high probability. Algorithmically, we still perform the same step. For each color class k[r], we select (up to) the top 1ln(1/ϵ) stars from the support of the fractional solution 𝐱. The proof of Lemma 10 easily extends to only picking from the support. Finally, we randomly round the remaining stars with probabilities given by 𝐱. Suppose the set of stars chosen in this stage is 𝒮(Csh). We can prove the following key lemma.

Lemma 22.

After selecting the stars 𝒮(Csh), each constraint is satisfied with probability at least 1ϵ/r and the expected cost of 𝒮(Csh) is bounded by (ee1)(11ϵ)𝖮𝖯𝖳𝖫𝖯+ϵOPT+𝖮𝖯𝖳guess.

Stage 4: Greedily fixing remaining unsatisfied constraints.

If any color class constraint remains unsatisfied after Stage 3, we fix it by greedily selecting stars until the constraint becomes satisfied. As in the original 𝖢𝖢𝖥 framework, we can employ the greedy fix from the Max-Budgeted-Cover heuristic. The 𝖫𝖯-𝖬𝖡𝖢 for this problem is to select a subset of stars that cover the maximum number of clients at a cost bounded by e(e1)(1ϵ)𝖮𝖯𝖳𝖫𝖯. Further, as per the remark after Lemma 18, this Greedy can be executed by only looking at the support of the LP solution. Therefore the step can be performed in polynomial time. Similar to the analysis in 𝖢𝖢𝖥, this greedy fix is applied to the rth covering class with a probability bounded by ϵ/r. Further we can show that the total expected cost to fix all constraints is bounded by ϵ𝖮𝖯𝖳+rcmax where cmax is the cost of highest cost star in the support. Each star in the support has cost at most ϵ𝖮𝖯𝖳/r due to the guessing in Stage 1 (as discussed in proof of Lemma 22). Hence the expected fixing cost is (1+O(ϵ))𝖮𝖯𝖳.

Putting together, we obtain the following result. The analysis is similar to that of 𝖢𝖢𝖥. The running time is polynomial in nO(r/ϵ2).

Theorem 4. [Restated, see original statement.]

Let β be the approximation ratio for UCFL via the natural LP relaxation. Then there is a randomized polynomial-time algorithm that given an instance of 𝖥𝖫𝖬𝖮 with fixed r and ϵ>0 yields a ee1(β+1+ϵ)-approximate solution.

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