Multiobjective Maximization of Monotone Submodular Functions with Cardinality Constraint

Published Online:https://doi.org/10.1287/ijoo.2019.0041

We consider the problem of multiobjective maximization of monotone submodular functions subject to cardinality constraint, often formulated as max|A|=kmini{1,,m}fi(A). Although it is widely known that greedy methods work well for a single objective, the problem becomes much harder with multiple objectives. In fact, it is known that when the number of objectives m grows as the cardinality k, that is, m=Ω(k), the problem is inapproximable (unless P = NP). On the other hand, when m is constant, there exists a a randomized (11/e)ε approximation with runtime (number of queries to function oracle) the scales as nm/ε3. We focus on finding a fast algorithm that has (asymptotic) approximation guarantees even when m is super constant. First, through a continuous greedy based algorithm we give a (11/e) approximation for m=o(klog3k). This demonstrates a steep transition from constant factor approximability to inapproximability around m=Ω(k). Then using multiplicative-weight-updates (MWUs), we find a much faster O˜(n/δ3) time asymptotic (11/e)2δ approximation. Although these results are all randomized, we also give a simple deterministic (11/e)ε approximation with runtime knm/ε4. Finally, we run synthetic experiments using Kronecker graphs and find that our MWU inspired heuristic outperforms existing heuristics.

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