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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-10 21:53:28 -0800 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-10 21:53:28 -0800 |
| commit | 36408fb6aab17f2fb9bcb3f87fd473a42da4fd0d (patch) | |
| tree | 46d9ba5e4f73186b503bc4a94a6754399a17fe9c | |
| parent | 3eab27a691c9c1319dcadbcd2b2325044b2cef14 (diff) | |
| download | recommendation-36408fb6aab17f2fb9bcb3f87fd473a42da4fd0d.tar.gz | |
Another pass on section 4
| -rw-r--r-- | main.tex | 383 |
1 files changed, 181 insertions, 202 deletions
@@ -1,34 +1,33 @@ \label{sec:main} -In this section we present our mechanism for \EDP. Prior approaches to budget -feasible mechanisms build upon the full information case which we discuss -first. +In this section we present our mechanism for \SEDP. Prior approaches to budget +feasible mechanisms for sudmodular maximization build upon the full information +case which we discuss first. -\paragraph{Full information submodular maximization} +\subsection*{Submodular maximization in the full-information case} -The best known approximation ratio $\frac{e}{e-1}$ for maximizing a submodular -set function under a cardinality constraint is attained by using a greedy -algorithm~\cite{nemhauser}. In this algorithm, elements are added to the -solution set according to the following greedy selection rule. Assume that -$S\subseteq \mathcal{N}$ is the solution set constructed thus far; then, the -next element $i$ to be included in $S$ is the one with the highest -\emph{marginal-value}: $V(S\cup\{i\}) - V(S)$. This process terminates when the -cardinality of $S$ reaches the cardinality limit. - -For submodular maximization under a budget constraint \eqref{eq:non-strategic}, -the greedy algorithm can be generalized: if $S\subset\mathcal{N}$ is the set -constructed thus far, the element $i$ to be included is the one which maximizes -the \emph{marginal-value-per-cost}: +In the full-information case, submodular maximization under a budget constraint +\eqref{eq:non-strategic} relies on a greedy heuristic in which elements are +added to the solution set according to the following greedy selection rule. +Assume that $S\subseteq\mathcal{N}$ is the set constructed thus far, the next +element $i$ to be included is the one which maximizes the +\emph{marginal-value-per-cost}: \begin{align} i = \argmax_{j\in\mathcal{N}\setminus S}\frac{V(S\cup\{i\}) - V(S)}{c_i}\label{greedy} \end{align} This is repeated until the sum of costs of elements in $S$ reaches the budget -constraint $B$. Unfortunately, the greedy algorithm alone has an unbounded -approximation ratio~\cite{khuller}. However, let $i^* -= \argmax_{i\in\mathcal{N}} V(\{i\})$ be the element of maximum value, and -$S_G$ the set computed by the greedy algorithm, taking the maximum between -$V(S_G)$ and $V(i^*)$ yields a bounded approximation ratio. Formally, the -following lemma holds. +constraint $B$. We denote by $S_G$ the set constructed by this heuristic. As +shown in \cite{khuller}, $V(S_G)$ has an unbounded approximation ratio to $OPT$. +However, let $i^* = \argmax_{i\in\mathcal{N}} V(\{i\})$ be the element of +maximum value, then defining: +\begin{displaymath} +S^* = \left\{ +\begin{aligned} +\{i^*\}\quad &\textrm{if}\; V(\{i^*\}) \geq V(S_G)\\ +S_G\quad&\textrm{otherwise} +\end{aligned}\right., +\end{displaymath} +$V(S^*)$ has a bounded approximation to $OPT$. Formally, the following lemma holds. \begin{lemma}~\cite{chen}\label{lemma:greedy-bound} Let $S_G$ be the set computed by the greedy algorithm and let $i^* = \argmax_{i\in\mathcal{N}} V(i).$ We have: @@ -41,107 +40,88 @@ the afore-mentioned approach. A more sophisticated algorithm~\cite{sviridenko-submodular} can attain the optimal $\frac{e}{e-1}$ approximation ratio -\fussy -\paragraph{Strategic case} -We could design the allocation function of our mechanism by following the full -information approach: allocating to agent $i^*$ when $V(i^*)\geq V(S_G)$ and to -$S_G$ otherwise. However, \citeN{singer-influence} notes that this -allocation function is not monotonous, and thus breaks incentive compatibility -by Myerson's theorem (Theorem~\ref{thm:myerson}). +\subsection*{Submodular maximization in the strategic case} + +Following the full information approach, allocating to agent $i^*$ when +$V(i^*)\geq V(S_G)$ and to $S_G$ otherwise, breaks incentive compatibility. +Indeed, \citeN{singer-influence} notes that this allocation function is not +monotone, which implies by Myerson's theorem (Theorem~\ref{thm:myerson}) that +the resulting mechanism is not truthful. Let us denote by $OPT_{-i^*}$ the optimal value achievable in the full-information case after removing $i^*$ from the set $\mathcal{N}$: -\begin{equation} +\begin{equation}\label{eq:opt-reduced} OPT_{-i^*} \defeq \max_{S\subseteq\mathcal{N}\setminus\{i^*\}} \Big\{V(S) \;\Big| \; \sum_{i\in S}c_i\leq B\Big\} \end{equation} -\citeN{singer-mechanisms} and \citeN{chen} prove that allocating to $i^*$ when -$V(i^*)\geq C.OPT_{-i^*}$ (for some constant $C$) and to $S_G$ otherwise yields -a 8.34-approximation mechanism. However, $OPT_{-i^*}$, the solution of the -full-information case, cannot be computed in poly-time when the underlying -problem is NP-hard (unless P=NP), as is the case for \EDP{}. +\citeN{singer-mechanisms} and \citeN{chen} prove that using the following +allocation: +\begin{displaymath} +\textrm{allocate to}\quad\left\{ +\begin{aligned} +i^*\quad&\textrm{if}\; V(i^*)\geq C.OPT_{-i^*} \\ +S_G\quad&\textrm{otherwise} +\end{aligned} +\right. +\end{displaymath} +yields a 8.34-approximation mechanism for an appropriate $C$ (see also +Algorithm \ref{mechanism}. However, $OPT_{-i^*}$, the maximum value attainable +in the full-information case, cannot be computed in poly-time when the +underlying problem is NP-hard (unless P=NP), as is the case for \SEDP{}. -Instead, \citeN{singer-mechanisms} and Chen \emph{et al.}~\cite{chen} -suggest to replace $OPT_{-i^*}$ by a quantity $L^*$ satisfying the following -properties: +Instead, \citeN{singer-mechanisms} and \citeN{chen} +suggest to replace $OPT_{-i^*}$ by a quantity $OPT'_{-i^*}$ satisfying the +following properties: \begin{itemize} - \item $L^*$ must not depend on agent $i^*$'s reported - cost and must be monotonous: it can only increase when agents decrease + \item $OPT'_{-i^*}$ must not depend on agent $i^*$'s reported + cost and must be monotone: it can only increase when agents decrease their costs. This is to ensure the monotonicity of the allocation function. - \item $L^*$ must be close to $OPT_{-i^*}$ to maintain a bounded + \item $OPT'_{-i^*}$ must be close to $OPT_{-i^*}$ to maintain a bounded approximation ratio. - \item $L^*$ must be computable in polynomial time. + \item $OPT'_{-i^*}$ must be computable in polynomial time. \end{itemize} -Such a quantity $L^*$ can be found by considering relaxations of the -optimization problem. A function $R:[0, 1]^{n}\to\reals_+$ defined on the -hypercube $[0, 1]^{n}$ is a \emph{fractional relaxation} of $V$ over the set -$\mathcal{N}$ if $R(\id_S) = V(S)$ for all $S\subseteq\mathcal{N}$, where $\id_S$ +Such a quantity can be found by considering relaxations of the +optimization problem \eqref{eq:opt-reduced}. A function $L:[0, 1]^{n}\to\reals_+$ defined on the hypercube $[0, 1]^{n}$ is a \emph{fractional relaxation} of $V$ over the set +$\mathcal{N}$ if $L(\id_S) = V(S)$ for all $S\subseteq\mathcal{N}$, where $\id_S$ denotes the indicator vector of $S$. The optimization program \eqref{eq:non-strategic} extends naturally to such relaxations: \begin{align} OPT' = \argmax_{\lambda\in[0, 1]^{n}} - \left\{R(\lambda) \mid \sum_{i=1}^{n} \lambda_i c_i + \left\{L(\lambda) \Big| \sum_{i=1}^{n} \lambda_i c_i \leq B\right\}\label{relax} \end{align} -In \cite{singer-mechanisms} and \cite{chen}, using $L^* = OPT'_{-i^*}$, when -$R$ is the \emph{multilinear extension} of $V$ (see -Section~\ref{sec:relaxation}) yields an constant-approximation mechanism for -\textsc{Knapsack}. +One of the main technical contribution of \citeN{chen} and +\citeN{singer-influence} is to come up with appropriate relaxations for +\textsc{Knapsack} and \textsc{Coverage} respectively. -In \cite{singer-influence}, the optimization program \eqref{relax} -cannot be solved efficiently when $R$ is the multilinear extension of $V$. -Consequently, Singer introduces a second relaxation which he relates to the -multilinear extension through the \emph{pipage rounding} framework of \citeN{pipage}. +\subsection*{Our approach} -\paragraph{Our approach} -Following Chen \citeN{chen} and \citeN{singer-influence}, -we in turn introduce a relaxation $L$ specifically tailored to the value -function of \EDP: +\sloppy +We introduce a relaxation $L$ specifically tailored to the value function of +\SEDP: \begin{equation}\label{eq:our-relaxation} \forall\,\lambda\in[0,1]^n,\quad L(\lambda) \defeq \log\det\left(I_d + \sum_{i\in\mathcal{N}} \lambda_i x_i\T{x_i}\right), \end{equation} -and then use $L^* = OPT'_{-i^*}$ with $R=L$ in our mechanism. The function $L$ -is well-known to be concave and even self-concordant (see \emph{e.g.}, -\cite{boyd2004convex}). In this case, the analysis of Newton's method for -self-concordant functions in \cite{boyd2004convex}, shows that finding the -maximum of $L$ to any precision $\varepsilon$ can be done in +The function $L$ is well-known to be concave and even self-concordant (see +\emph{e.g.}, \cite{boyd2004convex}). In this case, the analysis of Newton's +method for self-concordant functions in \cite{boyd2004convex}, shows that +finding the maximum of $L$ to any precision $\varepsilon$ can be done in $O(\log\log\varepsilon^{-1})$ iterations. Being the solution to a maximization problem, $L^*$ satisfies the required monotonicity property. The main challenge -will be to prove that $OPT'_{-i^*}$, for the relaxation $R=L$, is close to -$OPT$. As in~\cite{singer-influence} this will be done by using the -\emph{pipage rounding} framework of~\citeN{pipage} and forms the technical bulk -of the paper. +will be to prove that $OPT'_{-i^*}$, for our relaxation $L$, is close to $OPT$. -The resulting mechanism for \EDP{} is composed of -\begin{itemize} -\item - the allocation function -presented in Algorithm~\ref{mechanism}, and -\item -the payment function which pays each -allocated agent $i$ her threshold payment as described in Myerson's Theorem. -%The constant $C$ is an absolute -%constant that determined in Section~\ref{sec:proofofmainthm} -%(see \eqref{eq:c}). - In the case where -$\{i^*\}$ is the allocated set, her threshold payment is $B$ (she would be have -been dropped on line 1 of Algorithm~\ref{mechanism} had she reported a higher -cost). A closed-form formula for threshold payment when $S_G$ is the allocated -set can be found in~\cite{singer-mechanisms}. -\end{itemize} - -\begin{algorithm}[!t] - \caption{Mechanism for \EDP{}}\label{mechanism} +\begin{algorithm}[t] + \caption{Mechanism for \SEDP{}}\label{mechanism} \begin{algorithmic}[1] \State $\mathcal{N} \gets \mathcal{N}\setminus\{i\in\mathcal{N} : c_i > B\}$ \State $i^* \gets \argmax_{j\in\mathcal{N}}V(j)$ - \State $L^* \gets \argmax_{\lambda\in[0,1]^{n}} \{L(\lambda) + \State $OPT'_{-i^*} \gets \argmax_{\lambda\in[0,1]^{n}} \{L(\lambda) \mid \lambda_{i^*}=0,\sum_{i \in \mathcal{N}\setminus\{i^*\}}c_i\lambda_i\leq B\}$ \Statex - \If{$L^* < C \cdot V(i^*)$} \label{c} + \If{$OPT'_{-i^*} < C \cdot V(i^*)$} \label{c} \State \textbf{return} $\{i^*\}$ \Else \State $i \gets \argmax_{1\leq j\leq n}\frac{V(j)}{c_j}$ @@ -155,6 +135,19 @@ set can be found in~\cite{singer-mechanisms}. \EndIf \end{algorithmic} \end{algorithm} + +\fussy +In summary, the resulting mechanism for \EDP{} is composed of +\begin{itemize} +\item the allocation function presented in Algorithm~\ref{mechanism}, and +\item the payment function which pays each allocated agent $i$ her threshold +payment as described in Myerson's Theorem. In the case where $\{i^*\}$ is the +allocated set, her threshold payment is $B$ (she would be have been dropped on +line 1 of Algorithm~\ref{mechanism} had she reported a higher cost). +A closed-form formula for threshold payments when $S_G$ is the allocated set can +be found in~\cite{singer-mechanisms}. +\end{itemize} + We can now state our main result: \begin{theorem}\label{thm:main} \sloppy @@ -171,22 +164,12 @@ We can now state our main result: \end{theorem} \fussy - -%\stratis{Add lowerbound here too.} -%Note that this implies we construct a poly-time mechanism with accuracy arbitrarily close to 19.68, by taking $\varepsilon = \ldots$\stratis{fix me}. In addition, we prove the following simple lower bound. \begin{theorem}\label{thm:lowerbound} There is no $2$-approximate, truthful, budget feasible, individually rational mechanism for EDP. \end{theorem} -%\stratis{move the proof as appropriate} -\begin{proof} -Suppose, for contradiction, that such a mechanism exists. Consider two experiments with dimension $d=2$, such that $x_1 = e_1=[1 ,0]$, $x_2=e_2=[0,1]$ and $c_1=c_2=B/2+\epsilon$. Then, one of the two experiments, say, $x_1$, must be in the set selected by the mechanism, otherwise the ratio is unbounded, a contradiction. If $x_1$ lowers its value to $B/2-\epsilon$, by monotonicity it remains in the solution; by threshold payment, it is paid at least $B/2+\epsilon$. So $x_2$ is not included in the solution by budget feasibility and individual rationality: hence, the selected set attains a value $\log2$, while the optimal value is $2\log 2$. -\end{proof} - \subsection{Proof of Theorem~\ref{thm:main}}\label{sec:proofofmainthm} -%\stratis{individual rationality???} -%The proof of the properties of the mechanism is broken down into lemmas. We now present the proof of Theorem~\ref{thm:main}. Truthfulness and individual rationality follow from monotonicity and threshold payments. Monotonicity and @@ -228,85 +211,74 @@ following lemma which establishes that $OPT'$, the optimal value \eqref{relax} \end{lemma} The proof of Lemma~\ref{lemma:relaxation} is our main technical contribution, and can be found in Section \ref{sec:relaxation}. -\paragraph{Finishing Proof of Theorem~\ref{thm:main} } -Note that the lower bound $OPT' \geq OPT -$ also holds trivially, as $L$ is a fractional relaxation of $V$ over $\mathcal{N}$. -Using Lemma~\ref{lemma:relaxation} we can complete the proof of Theorem~\ref{thm:main} by showing that, %\begin{lemma}\label{lemma:approx} - %C_{\textrm{max}} = \max\left(1+C,\frac{3e}{e-1}\left( 1 + \frac{8e}{C - %(e-1) -10e +2}\right)\right) - for any $\varepsilon > 0$, if $OPT_{-i}'$, the optimal value of $L$ when $i^*$ is excluded from $\mathcal{N}$, has been computed to a precision - $\varepsilon$, then the set $S^*$ allocated by the mechanism is such that: - \begin{align} - OPT - \leq \frac{10e\!-\!3 + \sqrt{64e^2\!-\!24e\!+\!9}}{2(e\!-\!1)} V(S^*)\!+\! \varepsilon \label{approxbound} - \end{align} -%\end{lemma} - To see this, let $OPT_{-i^*}'$ be the true maximum value of $L$ subject to $\lambda_{i^*}=0$, $\sum_{i\in \mathcal{N}\setminus{i^*}}c_i\leq B$. Assume that on line 3 of algorithm~\ref{mechanism}, a quantity - $\tilde{L}$ such that $\tilde{L}-\varepsilon\leq OPT_{-i^*}' \leq - \tilde{L}+\varepsilon$ has been computed (Lemma~\ref{lemma:complexity} - states that this is computed in time within our complexity guarantee). - If the condition on line 3 of the algorithm holds, then: - \begin{displaymath} - V(i^*) \geq \frac{1}{C}OPT_{-i^*}'-\frac{\varepsilon}{C} \geq - \frac{1}{C}OPT_{-i^*} -\frac{\varepsilon}{C} - \end{displaymath} - as $L$ is a fractional relaxation of $V$. Also, - \begin{displaymath} - OPT \leq OPT_{-i^*} + V(i^*) - \end{displaymath} - Hence: - \begin{equation}\label{eq:bound1} - OPT\leq (1+C)V(i^*) + \varepsilon - \end{equation} - Note that $OPT_{-i^*}'\leq OPT'$. If the condition does not hold, - from Lemmas \ref{lemma:relaxation} and \ref{lemma:greedy-bound}: - \begin{align*} - V(i^*) & \stackrel{}\leq \frac{1}{C}OPT_{-i^*}'+ \frac{\varepsilon}{C}\leq \frac{1}{C} - \big(2 OPT + 2 V(i^*)\big) + \frac{\varepsilon}{C}\\ - & \leq \frac{1}{C}\left(\frac{2e}{e-1}\big(3 V(S_G) - + 2 V(i^*)\big) - + 2 V(i^*)\right) + \frac{\varepsilon}{C} - \end{align*} - Thus, if $C$ is such that $C(e-1) -6e +2 > 0$, - \begin{align*} - V(i^*) \leq \frac{6e}{C(e-1)- 6e + 2} V(S_G) - + \frac{(e-1)\varepsilon}{C(e-1)- 6e + 2} - \end{align*} - Finally, using again Lemma~\ref{lemma:greedy-bound}, we get: - \begin{equation}\label{eq:bound2} - OPT(V, \mathcal{N}, B) \leq \frac{3e}{e-1}\left( 1 + \frac{4e}{C - (e-1) -6e +2}\right) V(S_G) - +\frac{2e\varepsilon}{C(e-1)- 6e + 2} - \end{equation} - To minimize the coefficients of $V_{i^*}$ and $V(S_G)$ in \eqref{eq:bound1} and \eqref{eq:bound2} respectively, - we wish to chose for $C=C^*$ such that: - \begin{displaymath} - C^* = \argmin_C - \max\left(1+C,\frac{3e}{e-1}\left( 1 + \frac{4e}{C (e-1) -6e +2} - \right)\right) - \end{displaymath} - This equation has two solutions. Only one of those is such that - $C(e-1) -6e +2 \geq 0$. - %which is needed in the above derivation. -This solution is: - \begin{align} - C^* = \frac{8e-1 + \sqrt{64e^2-24e + 9}}{2(e-1)} \label{eq:c} - \end{align} - For this solution, - % \begin{displaymath} - $ \frac{2e\varepsilon}{C^*(e-1)- 6e + 2}\leq \varepsilon. $ - % \end{displaymath} - Placing the expression of $C^*$ in \eqref{eq:bound1} and \eqref{eq:bound2} - gives the approximation ratio in \eqref{approxbound}, and concludes the proof of Theorem~\ref{thm:main}.\hspace*{\stretch{1}}\qed -%\end{proof} +Using Lemma~\ref{lemma:relaxation} we can complete the proof of +Theorem~\ref{thm:main} by showing that, for any $\varepsilon > 0$, if +$OPT_{-i}'$, the optimal value of $L$ when $i^*$ is excluded from +$\mathcal{N}$, has been computed to a precision $\varepsilon$, then the set +$S^*$ allocated by the mechanism is such that: +\begin{equation} \label{approxbound} +OPT +\leq \frac{10e\!-\!3 + \sqrt{64e^2\!-\!24e\!+\!9}}{2(e\!-\!1)} V(S^*)\! ++ \! \varepsilon +\end{equation} +To see this, let $OPT_{-i^*}'$ be the true maximum value of $L$ subject to +$\lambda_{i^*}=0$, $\sum_{i\in \mathcal{N}\setminus{i^*}}c_i\leq B$. Assume +that on line 3 of algorithm~\ref{mechanism}, a quantity $\tilde{L}$ such that +$\tilde{L}-\varepsilon\leq OPT_{-i^*}' \leq \tilde{L}+\varepsilon$ has been +computed (Lemma~\ref{lemma:complexity} states that this is computed in time +within our complexity guarantee). If the condition on line 3 of the algorithm +holds, then: +\begin{displaymath} + V(i^*) \geq \frac{1}{C}OPT_{-i^*}'-\frac{\varepsilon}{C} \geq + \frac{1}{C}OPT_{-i^*} -\frac{\varepsilon}{C} +\end{displaymath} +as $L$ is a fractional relaxation of $V$. Also, $OPT \leq OPT_{-i^*} + V(i^*)$, +hence: +\begin{equation}\label{eq:bound1} + OPT\leq (1+C)V(i^*) + \varepsilon +\end{equation} +Note that $OPT_{-i^*}'\leq OPT'$. If the condition does not hold, from Lemmas +\ref{lemma:relaxation} and \ref{lemma:greedy-bound}: +\begin{align*} + V(i^*) & \stackrel{}\leq \frac{1}{C}OPT_{-i^*}' + \frac{\varepsilon}{C} + \leq \frac{1}{C} \big(2 OPT + 2 V(i^*)\big) + \frac{\varepsilon}{C}\\ + & \leq \frac{1}{C}\left(\frac{2e}{e-1}\big(3 V(S_G) + + 2 V(i^*)\big) + 2 V(i^*)\right) + \frac{\varepsilon}{C} +\end{align*} +Thus, if $C$ is such that $C(e-1) -6e +2 > 0$, +\begin{align*} + V(i^*) \leq \frac{6e}{C(e-1)- 6e + 2} V(S_G) + + \frac{(e-1)\varepsilon}{C(e-1)- 6e + 2} +\end{align*} +Finally, using again Lemma~\ref{lemma:greedy-bound}, we get: +\begin{equation}\label{eq:bound2} + OPT(V, \mathcal{N}, B) \leq + \frac{3e}{e-1}\left( 1 + \frac{4e}{C (e-1) -6e +2}\right) V(S_G) + + \frac{2e\varepsilon}{C(e-1)- 6e + 2} +\end{equation} +To minimize the coefficients of $V_{i^*}$ and $V(S_G)$ in \eqref{eq:bound1} +and \eqref{eq:bound2} respectively, we wish to chose for $C=C^*$ such that: +\begin{displaymath} + C^* = \argmin_C + \max\left(1+C,\frac{3e}{e-1}\left( 1 + \frac{4e}{C (e-1) -6e +2} + \right)\right) +\end{displaymath} +This equation has two solutions. Only one of those is such that $C(e-1) -6e ++2 \geq 0$. This solution is: +\begin{displaymath} + C^* = \frac{8e-1 + \sqrt{64e^2-24e + 9}}{2(e-1)} \label{eq:c} +\end{displaymath} +For this solution, $\frac{2e\varepsilon}{C^*(e-1)- 6e + 2}\leq \varepsilon.$ +Placing the expression of $C^*$ in \eqref{eq:bound1} and \eqref{eq:bound2} +gives the approximation ratio in \eqref{approxbound}, and concludes the proof +of Theorem~\ref{thm:main}.\hspace*{\stretch{1}}\qed \subsection{Proof of Lemma~\ref{lemma:relaxation}}\label{sec:relaxation} -We need to prove that for our relaxation $L$ \eqref{eq:our-relaxation}, $OPT'$ -is close to $OPT$ as stated in Lemma~\ref{lemma:relaxation}. As discussed at -the beginning of Section~\ref{sec:main}, following the same approach as -\citeN{singer-influence}, we make use of the \emph{pipage -rounding} framework of \citeN{pipage}. +We need to prove that for our relaxation $L$ given by +\eqref{eq:our-relaxation}, $OPT'$ is close to $OPT$ as stated in +Lemma~\ref{lemma:relaxation}. Our analysis follows the \emph{pipage rounding} +framework of \citeN{pipage}. This framework uses the \emph{multi-linear} extension $F$ of the submodular function $V$. Let $P_\mathcal{N}^\lambda(S)$ be the probability of choosing the set $S$ if we select each element $i$ in $\mathcal{N}$ independently with probability $\lambda_i$: @@ -315,11 +287,11 @@ function $V$. Let $P_\mathcal{N}^\lambda(S)$ be the probability of choosing the \prod_{i\in\mathcal{N}\setminus S}( 1 - \lambda_i). \end{displaymath} Then, the \emph{multi-linear} extension $F$ is defined by: -\begin{equation}\label{eq:multilinear} +\begin{displaymath} F(\lambda) \defeq \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\big[V(S)\big] = \sum_{S\subseteq\mathcal{N}} P_\mathcal{N}^\lambda(S) V(S) -\end{equation} +\end{displaymath} For \EDP{} the multi-linear extension can be written: \begin{equation}\label{eq:multi-linear-logdet} @@ -334,17 +306,18 @@ expectation and the $\log\det$ in \eqref{eq:multi-linear-logdet}: P_\mathcal{N}^\lambda}\bigg[I_d + \sum_{i\in S} x_i\T{x_i} \bigg]\right). \end{displaymath} -The pipage rounding framework then proceeds as follows: +The proof proceeds as follows: \begin{itemize} -\item First, we prove (Lemma \ref{lemma:rounding}) that $F$ admits the -following rounding property: let $\lambda$ be a feasible element of $[0,1]^n$, -it is possible to trade one fractional component of $\lambda$ for another until -one of them becomes integral, obtaining a new element $\tilde{\lambda}$ which -is both feasible and for which $F(\lambda)\geq F(\lambda)$. Here, by -feasibility of a point $\lambda$, we mean that it satisfies the budget -constraint $\sum_{i=1}^n \lambda_i c_i \leq B$. This rounding property is -referred to in the literature as \emph{cross-convexity} (see, \emph{e.g.}, -\cite{dughmi}), or $\varepsilon$-convexity by \citeN{pipage}. +\item First, we prove that $F$ admits the following rounding property: let +$\lambda$ be a feasible element of $[0,1]^n$, it is possible to trade one +fractional component of $\lambda$ for another until one of them becomes +integral, obtaining a new element $\tilde{\lambda}$ which is both feasible and +for which $F(\tilde{\lambda})\geq F(\lambda)$. Here, by feasibility of a point +$\lambda$, we mean that it satisfies the budget constraint $\sum_{i=1}^n +\lambda_i c_i \leq B$. This rounding property is referred to in the literature +as \emph{cross-convexity} (see, \emph{e.g.}, \cite{dughmi}), or +$\varepsilon$-convexity by \citeN{pipage}. This is stated and proven in +Lemma~\ref{lemma:rounding} and allows us to bound $F$ in terms of $OPT$. \item Next, we prove the central result of bounding $L$ appropriately in terms of the multi-linear relaxation $F$ (Lemma \ref{lemma:relaxation-ratio}). \item Finally, we conclude the proof of Lemma~\ref{lemma:relaxation} by @@ -352,8 +325,7 @@ combining Lemma~\ref{lemma:rounding} and Lemma~\ref{lemma:relaxation-ratio}. \end{itemize} \begin{comment} -Formally, %this property states that -if we define: +Formally, if we define: \begin{displaymath} \tilde{F}_\lambda(\varepsilon) \defeq F\big(\lambda + \varepsilon(e_i - e_j)\big) @@ -371,10 +343,7 @@ or the $j$-th component of $\lambda$ becomes integral. For any feasible $\lambda\in[0,1]^{n}$, there exists a feasible $\bar{\lambda}\in[0,1]^{n}$ such that at most one of its components is fractional %, that is, lies in $(0,1)$ and: - and - %\begin{displaymath} - $ F_{\mathcal{N}}(\lambda)\leq F_{\mathcal{N}}(\bar{\lambda})$. - %\end{displaymath} + and $F_{\mathcal{N}}(\lambda)\leq F_{\mathcal{N}}(\bar{\lambda})$. \end{lemma} \begin{proof} We give a rounding procedure which, given a feasible $\lambda$ with at least @@ -542,11 +511,7 @@ In particular, \begin{displaymath} \T{x_i}A(S)^{-1}x_i \leq \norm{x_i}_2^2 \leq 1 \end{displaymath} - Moreover: - \begin{displaymath} - \forall x\leq 1,\; \log(1+x)\geq x - \end{displaymath} - Hence: + Moreover, $\log(1+x)\geq x$ for all $x\leq 1$. Hence: \begin{displaymath} \partial_i F(\lambda) \geq \frac{1}{4} @@ -596,7 +561,7 @@ Having bound the ratio between the partial derivatives, we now bound the ratio $ function $V$. Hence, the ratio is equal to 1 on the vertices. \end{proof} -\paragraph{Proof of Lemma~\ref{lemma:relaxation}} +\begin{proof}[of Lemma~\ref{lemma:relaxation}] Let us consider a feasible point $\lambda^*\in[0,1]^{n}$ such that $L(\lambda^*) = OPT'$. By applying Lemma~\ref{lemma:relaxation-ratio} and Lemma~\ref{lemma:rounding} we get a feasible point $\bar{\lambda}$ with at most @@ -618,9 +583,23 @@ Let us consider a feasible point $\lambda^*\in[0,1]^{n}$ such that $L(\lambda^*) Note that since $\bar{\lambda}$ is feasible, $S$ is also feasible and $V(S)\leq OPT$. Hence: \begin{equation}\label{eq:e2} - F(\bar{\lambda}) \leq 2 OPT + F(\bar{\lambda}) \leq OPT + \max_{i\in\mathcal{N}} V(i) \end{equation} Together, \eqref{eq:e1} and \eqref{eq:e2} imply the lemma. \hspace*{\stretch{1}}\qed +\end{proof} +\subsection{Proof of Theorem \ref{thm:lowerbound}} + +\begin{proof} +Suppose, for contradiction, that such a mechanism exists. Consider two +experiments with dimension $d=2$, such that $x_1 = e_1=[1 ,0]$, $x_2=e_2=[0,1]$ +and $c_1=c_2=B/2+\epsilon$. Then, one of the two experiments, say, $x_1$, must +be in the set selected by the mechanism, otherwise the ratio is unbounded, +a contradiction. If $x_1$ lowers its value to $B/2-\epsilon$, by monotonicity +it remains in the solution; by threshold payment, it is paid at least +$B/2+\epsilon$. So $x_2$ is not included in the solution by budget feasibility +and individual rationality: hence, the selected set attains a value $\log2$, +while the optimal value is $2\log 2$. +\end{proof} |
