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authorThibaut Horel <thibaut.horel@gmail.com>2012-10-23 16:26:49 -0700
committerThibaut Horel <thibaut.horel@gmail.com>2012-10-23 16:26:49 -0700
commit4a31aa7433707a2b5b93200223c4f4ccb39e9c20 (patch)
treef86492f8944c7a6897b55f77307cc9cc4f384f86
parent9a767039fd69ef1c8e2d65a6adc36fd5ae269e51 (diff)
downloadrecommendation-4a31aa7433707a2b5b93200223c4f4ccb39e9c20.tar.gz
Add proof of lemma 4
-rw-r--r--proof.tex38
1 files changed, 36 insertions, 2 deletions
diff --git a/proof.tex b/proof.tex
index 843b18b..de8eb82 100644
--- a/proof.tex
+++ b/proof.tex
@@ -127,7 +127,7 @@ We will consider two relaxations of the value function $V$ over $\mathcal{N}$:
\end{multline*}
\end{proof}
-\begin{lemma}[Rounding]
+\begin{lemma}[Rounding]\label{lemma:rounding}
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 component is
fractional, that is, lies in $(0,1)$ and:
@@ -182,7 +182,7 @@ We will consider two relaxations of the value function $V$ over $\mathcal{N}$:
$\lambda_\varepsilon$ becomes integral.
\end{proof}
-\begin{lemma}
+\begin{lemma}\label{lemma:relaxation-ratio}
The following inequality holds:
\begin{displaymath}
\forall\lambda\in[0,1]^n,\;
@@ -330,6 +330,40 @@ We will consider two relaxations of the value function $V$ over $\mathcal{N}$:
\end{displaymath}
\end{lemma}
+\begin{proof}
+ Let us consider a feasible point $\lambda^*\in[0,1]^n$ such that $L_\mathcal{N}(\lambda^*)
+ = OPT(L_\mathcal{N}, B)$. By applying lemma~\ref{lemma:relaxation-ratio}
+ and lemma~\ref{lemma:rounding} we get a feasible point $\bar{\lambda}$ with at most
+ one fractional component such that:
+ \begin{equation}\label{eq:e1}
+ L_\mathcal{N}(\lambda^*) \leq \frac{1}{C_\kappa}
+ F_\mathcal{N}(\bar{\lambda})
+ \end{equation}
+
+ Let $\lambda_i$ denote the fractional component of $\bar{\lambda}$ and $S$
+ denote the set whose indicator vector is $\bar{\lambda} - \lambda_i e_i$.
+ Using the fact that $F_\mathcal{N}$ is linear with respect to the $i$-th
+ component and is a relaxation of the value function, we get:
+ \begin{displaymath}
+ F_\mathcal{N}(\bar{\lambda}) = V(S) +\lambda_i V(S\cup\{i\})
+ \end{displaymath}
+
+ Using the submodularity of $V$:
+ \begin{displaymath}
+ F_\mathcal{N}(\bar{\lambda}) \leq 2 V(S) + V(i)
+ \end{displaymath}
+
+ Note that since $\bar{\lambda}$ is feasible, $S$ is also feasible and
+ $V(S)\leq OPT(V,\mathcal{N}, B)$. Hence:
+ \begin{equation}\label{eq:e2}
+ F_\mathcal{N}(\bar{\lambda}) \leq 2 OPT(V,\mathcal{N}, B)
+ + \max_{i\in\mathcal{N}} V(i)
+ \end{equation}
+
+ Putting \eqref{eq:e1} and \eqref{eq:e2} together gives the results.
+
+\end{proof}
+
\begin{algorithm}
\caption{Budget feasible mechanism for ridge regression}
\begin{algorithmic}[1]