An improved approximation algorithm for maximizing a DR-submodular function over a convex set

Abstract: Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation algorithms under this general setting where neither the objective function is monotonic nor the feasible set is down-closed, our main contribution is to present a 0.25-approximation Frank-Wolfe type of algorithm with a sub-exponential time-complexity under the value oracle model.