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Bridging the Gap Between General and Down-Closed Convex Sets in Submodular Maximization

Published 17 Jan 2024 in cs.LG and math.OC | (2401.09251v1)

Abstract: Optimization of DR-submodular functions has experienced a notable surge in significance in recent times, marking a pivotal development within the domain of non-convex optimization. Motivated by real-world scenarios, some recent works have delved into the maximization of non-monotone DR-submodular functions over general (not necessarily down-closed) convex set constraints. Up to this point, these works have all used the minimum $\ell_\infty$ norm of any feasible solution as a parameter. Unfortunately, a recent hardness result due to Mualem & Feldman~\cite{mualem2023resolving} shows that this approach cannot yield a smooth interpolation between down-closed and non-down-closed constraints. In this work, we suggest novel offline and online algorithms that provably provide such an interpolation based on a natural decomposition of the convex body constraint into two distinct convex bodies: a down-closed convex body and a general convex body. We also empirically demonstrate the superiority of our proposed algorithms across three offline and two online applications.

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