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authorThibaut Horel <thibaut.horel@gmail.com>2013-12-12 17:48:03 -0500
committerThibaut Horel <thibaut.horel@gmail.com>2013-12-12 17:48:03 -0500
commit7f6b960702e38cf2e34d5594ba2b37a45f8a9520 (patch)
tree0959b7bb483fd3af4568941b95f53778479ac80d /approximation.tex
parent184fa7504c3f2b4c1ee797e91fe8b919eff51ae9 (diff)
downloadrecommendation-7f6b960702e38cf2e34d5594ba2b37a45f8a9520.tar.gz
Reimport things from the appendix to the main part for the camera-ready version
Diffstat (limited to 'approximation.tex')
-rwxr-xr-xapproximation.tex31
1 files changed, 22 insertions, 9 deletions
diff --git a/approximation.tex b/approximation.tex
index dc39e5b..2747d5a 100755
--- a/approximation.tex
+++ b/approximation.tex
@@ -73,7 +73,7 @@ For all $\lambda\in[0,1]^{n},$
\,L(\lambda)\leq
F(\lambda)\leq L(\lambda)$.
\end{lemma}
-The proof of this lemma can be found in Appendix~\ref{proofofrelaxation-ratio}. In short, exploiting the concavity of the $\log\det$ function over the set of positive semi-definite matrices, we first bound the ratio of all partial derivatives of $F$ and $L$. We then show that the bound on the ratio of the derivatives also implies a bound on the ratio $F/L$.
+The proof of this lemma can be found in \cite{arxiv}. In short, exploiting the concavity of the $\log\det$ function over the set of positive semi-definite matrices, we first bound the ratio of all partial derivatives of $F$ and $L$. We then show that the bound on the ratio of the derivatives also implies a bound on the ratio $F/L$.
Armed with this result, we subsequently use pipage rounding to show that any $\lambda$ that maximizes the multi-linear extension $F$ can be rounded to an ``almost'' integral solution. More specifically, given a set of costs $c\in \reals^n_+$, we say that a $\lambda\in [0,1]^n$ is feasible if it belongs to the set $\dom_c =\{\lambda \in [0,1]^n: \sum_{i\in \mathcal{N}} c_i\lambda_i\leq B\}$. Then, the following lemma holds:
@@ -82,7 +82,7 @@ Armed with this result, we subsequently use pipage rounding to show that any $\
$\bar{\lambda}\in \dom_c$ such that (a) $F(\lambda)\leq F(\bar{\lambda})$, and (b) at most one of the
coordinates of $\bar{\lambda}$ is fractional. %, that is, lies in $(0,1)$ and:
\end{lemma}
-The proof of this lemma is in Appendix \ref{proofoflemmarounding}, and follows the main steps of the pipage rounding method of \citeN{pipage}. % 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}.
+The proof of this lemma is in \cite{arxiv}, and follows the main steps of the pipage rounding method of \citeN{pipage}. % 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}.
Together, Lemma~\ref{lemma:relaxation-ratio} and Lemma~\ref{lemma:rounding} imply that $OPT$, the optimal value of \EDP, can be approximated by solving the following convex optimization problem:
\begin{align}\tag{$P_c$}\label{eq:primal}
\text{Maximize:} \quad L(\lambda)\quad \text{subject to:} \quad\lambda \in \dom_c
@@ -91,7 +91,7 @@ In particular, for $L_c^*\defeq \max_{\lambda\in \dom_c} L(\lambda)$, the follow
\begin{proposition}\label{prop:relaxation}
$OPT\leq L^*_c \leq 2 OPT + 2\max_{i\in\mathcal{N}}V(i)$.
\end{proposition}
-The proof of this proposition can be found in Appendix~\ref{proofofproprelaxation}. As we discuss in the next section, $L^*_c$ can be computed by a poly-time algorithm at arbitrary accuracy. However, the outcome of this computation may not necessarily be monotone; we address this by converting this poly-time estimator of $L^*_c$ to one that is ``almost'' monotone.%The optimization program \eqref{eq:non-strategic} extends naturally to such
+The proof of this proposition can be found in \cite{arxiv}. As we discuss in the next section, $L^*_c$ can be computed by a poly-time algorithm at arbitrary accuracy. However, the outcome of this computation may not necessarily be monotone; we address this by converting this poly-time estimator of $L^*_c$ to one that is ``almost'' monotone.%The optimization program \eqref{eq:non-strategic} extends naturally to such
%a relaxation. We define:
%\begin{equation}\tag{$P_c$}\label{eq:primal}
% L^*_c \defeq \max_{\lambda\in[0, 1]^{n}}
@@ -123,12 +123,25 @@ Nevertheless, we prove that it is possible to use the barrier method to construc
for all $i\in \mathcal{N},x\in\reals^n, \mu\geq\delta,$
%\end{equation}
where $e_i$ is the $i$-th canonical basis vector of $\reals^n$.
-In other words, $f$ is $\delta$-decreasing if increasing any coordinate by $\delta$ or more at input $x$ ensures that the output will be at most $f(x)$. The following holds:
+In other words, $f$ is $\delta$-decreasing if increasing any coordinate by $\delta$ or more at input $x$ ensures that the output will be at most $f(x)$.
+
+%Our next technical result establishes that, using the barrier method, it is possible to construct an algorithm that computes $L^*_c$ at arbitrary accuracy in polynomial time and is $\delta$-decreasing.
+
+We achieve this by restricting the optimization over a subset of $\dom_c$ at which the concave relaxation $L$ is ``sufficiently'' concave. Formally, for $\alpha\geq 0$ let
+$$\textstyle\dom_{c,\alpha} \defeq \{\lambda \in [\alpha,1]^n: \sum_{i\in \mathcal{N}}c_i\lambda_i \leq B\}\subseteq \dom_c . $$
+Note that $\dom_c=\dom_{c,0}.$ Consider the following perturbation of the concave relaxation \eqref{eq:primal}:
+\begin{align}\tag{$P_{c,\alpha}$}\label{eq:perturbed-primal}
+\begin{split} \text{Maximize:} &\qquad L(\lambda)\\
+\text{subject to:} & \qquad\lambda \in \dom_{c,\alpha}
+\end{split}
+\end{align}
\begin{proposition}\label{prop:monotonicity}
- For any $\delta\in(0,1]$ and any $\varepsilon\in(0,1]$,
- there exists an algorithm which computes a $\delta$-decreasing,
- $\varepsilon$-accurate approximation of $L^*_c$. The running time of the
- algorithm is $O\big(poly(n, d, \log\log\frac{B}{b\varepsilon\delta})\big)$.
+ For any $\delta\in(0,1]$ and any $\varepsilon\in(0,1]$, using the barrier
+ method to solve \eqref{eq:perturbed-primal} for $\alpha\defeq\varepsilon
+ (\delta/B+n^2)^{-1}$ with accuracy $\frac{1}{2^{n+1}B}\alpha\delta b$
+ yields a $\delta$-decreasing, $\varepsilon$-accurate approximation of
+ $L^*_c$. The running time of the algorithm is $O\big(poly(n, d,
+ \log\log\frac{B}{b\varepsilon\delta})\big)$.
\end{proposition}
-The proof and the algorithm (Algorithm~\ref{alg:monotone}) are in Appendix~\ref{proofofpropmonotonicity}.
+The proof and the formal description of the algorithm are in \cite{arxiv}.