Strong valid inequalities for a class of concave submodular minimization problems under cardinality constraints
نویسندگان
چکیده
We study the polyhedral convex hull structure of a mixed-integer set which arises in class cardinality-constrained concave submodular minimization problems. This problems has an objective function form $$f(a^\top x)$$ , where f is univariate function, non-negative vector, and x binary vector appropriate dimension. Such frequently appear applications that involve risk-aversion or economies scale. propose three classes strong valid linear inequalities for this specify their facet conditions when two distinct values. show how to use these obtain general contains multiple further provide complete description values cardinality constraint upper bound two. Our computational experiments on mean-risk optimization problem demonstrate effectiveness proposed branch-and-cut framework.
منابع مشابه
Submodular Minimization Under Congruency Constraints
Submodular function minimization (SFM) is a fundamental and efficiently solvable problem class in combinatorial optimization with a multitude of applications in various fields. Surprisingly, there is only very little known about constraint types under which SFM remains efficiently solvable. The arguably most relevant non-trivial constraint class for which polynomial SFM algorithms are known are...
متن کاملPolyhedral results for a class of cardinality constrained submodular minimization problems
Motivated by concave cost combinatorial optimization problems, we study the following mixed integer nonlinear set: P = {(w, x) ∈ R× {0, 1}n : w ≥ f (a′x), e′x ≤ k} where f : R 7→ R is a concave function, n and k are positive integers, a ∈ Rn is a nonnegative vector, e ∈ Rn is a vector of ones, and x′y denotes the scalar product of vectors x and y of same dimension. A standard linearization appr...
متن کاملValid Inequalities for Separable Concave Constraints with Indicator Variables
We study valid inequalities for optimizationmodels that contain both binary indicator variables and separable concave constraints. Thesemodels reduce to amixedinteger linear program (MILP) when the concave constraints are ignored, or to a nonconvex global optimization problem when the binary restrictions are ignored. In algorithms designed to solve these problems to global optimality, cutting p...
متن کاملSubmodular Maximization with Cardinality Constraints
We consider the problem of maximizing a (non-monotone) submodular function subject to a cardinality constraint. In addition to capturing well-known combinatorial optimization problems, e.g., Maxk-Coverage and Max-Bisection, this problem has applications in other more practical settings such as natural language processing, information retrieval, and machine learning. In this work we present impr...
متن کاملSubmodular Secretary Problems: Cardinality, Matching, and Linear Constraints
We study various generalizations of the secretary problem with submodular objective functions. Generally, a set of requests is revealed step-by-step to an algorithm in random order. For each request, one option has to be selected so as to maximize a monotone submodular function while ensuring feasibility. For our results, we assume that we are given an offline algorithm computing an α-approxima...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2023
ISSN: ['0025-5610', '1436-4646']
DOI: https://doi.org/10.1007/s10107-022-01921-5