Skip to main content
Log in

Valuated matroid-based algorithm for submodular welfare problem

  • Published:
Annals of Operations Research Aims and scope Submit manuscript

Abstract

An algorithm for the submodular welfare problem is proposed based on the theory of discrete convex analysis. The proposed algorithm is a heuristic method built upon the valuated matroid partition algorithms, and gives the exact optimal solution for a reasonable subclass of submodular welfare problems. The algorithm has a guaranteed approximation ratio for a special case. Computational results show fairly good performance of the proposed algorithm.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

Notes

  1. “Set \(k\)-cover problem” is originally considered by Slijepcevic and Potkonjak (2001), which is slightly different from this problem.

References

  • Abrams, Z., Goel, A., & Plotkin, S. (2004). Set \(k\)-cover algorithms for energy efficient monitoring in wireless sensor networks. In Proceedings of the 3rd international symposium on information processing in sensor networks (pp. 424–432).

  • Ahuja, R. K., Ergun, Ö., Orlin, J. B., & Punnen, A. P. (2002). A survey of very large-scale neighborhood search techniques. Discrete Applied Mathematics, 123, 75–102.

    Article  Google Scholar 

  • Andelman, N., & Mansour, Y. (2004). Auctions with budget constraints. In Proceedings of the 9th scandinavian workshop on algorithm theory (SWAT) (pp. 26–38).

  • Azar, Y., Birnbaum, B., & Karlin, A. (2008). Improved approximation algorithms for budgeted allocations. In Automata language and programming (pp. 186–197).

  • Beasley, J. E. (1990). ORLIB: Operations research library. http://people.brunel.ac.uk/mastjjb/jeb/info.html. Accessed November 25, 2013.

  • Beviá, C., Quinzii, M., & Silva, J. A. (1999). Buying several indivisible goods. Mathematical Social Sciences, 37, 1–23.

    Article  Google Scholar 

  • Chevaleyre, Y., Endriss, U., Estivie, S., & Maudet, N. (2008). Multiagent resource allocation in k-additive domains: Preference representation and complexity. Annals of Operations Research, 163, 49–62.

    Article  Google Scholar 

  • Chu, P. C., & Beasley, J. E. (1997). A genetic algorithm for the generalised assignment problem. Computers and Operations Research, 24, 17–23.

    Article  Google Scholar 

  • Conitzer, V., Sandholm, T., & Santi, P. (2005). Combinatorial auctions with k-wise dependent valuations. In Proceedings of the 20th national conference on artificial intelligence (pp. 248–254).

  • Deshpande, A., & Khuller, S. (2008). Energy efficient monitoring in sensor networks. In LATIN’ 08 proceedings of the 8th Latin American conference on theoretical informatics, pp. 436–448.

  • Dress, A. W. M., & Wenzel, W. (1990). Valuated matroid: A new look at the greedy algorithm. Applied Mathematics Letters, 3, 33–35.

    Article  Google Scholar 

  • Dress, A. W. M., & Wenzel, W. (1992). Valuated matroids. Advances in Mathematics, 93, 214–250.

    Article  Google Scholar 

  • Edmonds, J. (1970). Submodular functions, matroids and certain polyhedra. In R. Guy, H. Hanani, N. Sauer, & J. Schönheim (Eds.), Combinatorial Structures and Their Applications (pp. 69–87). New York: Gordon and Breach. Also. In: Jünger & M., Reinelt, G., & Rinaldi, G. (Eds.) (2003), Combinatorial Optimization-Eureka, You Shrink! (pp. 11–26). Berlin: Springer.

  • Fisher, M. L., Nemhauser, G. L., & Wolsey, L. A. (1978). An analysis of approximations for maximizing submodular set functions-II. Mathematical Programming Study, 8, 73–87.

    Article  Google Scholar 

  • Fleischer, L., Goemans, M. X., Mirrokni, V. S., & Sviridenko, M. (2006). Tight approximation algorithms for maximum general assignment problems. In Proceedings of the 17th annual ACM-SIAM symposium on discrete algorithm (pp. 611–620).

  • Frieze, A. M., & Jerrum, M. (1995). Improved approximation algorithms for MAX \(k\)-CUT and MAX BISECTION. In Proceedings of the 4th international IPCO conference pp. 1–13. Springer: Berlin.

  • Fujishige, S. (2005). Submodular Functions and Optimization. 2nd ed., Annals of Discrete Mathematics, vol. 58. Amsterdam: Elsevier.

  • Fujishige, S., & Yang, Z. (2003). A note on Kelso and Crawford’s gross substitutes condition. Mathematics of Operations Research, 28, 463–469.

    Article  Google Scholar 

  • Garg, R., Kumar, V., & Pandit, V. (2001). Approximation algorithms for budget-constrained auctions. In APPROX’01/RANDOM’01, proceedings of the 4th international workshop on approximation algorithms for combinatorial optimization problems and 5th international workshop on randomization and approximation techniques in computer science: Approximation, random (pp. 102–113).

  • Glover, F. (1996). Ejection chains, reference structures and alternating path methods for traveling salesman problems. Discrete Applied Mathematics, 65, 223–253.

    Article  Google Scholar 

  • Gul, F., & Stacchetti, E. (1999). Walrasian equilibrium with gross substitutes. Journal of Economic Theory, 87, 95–124.

    Article  Google Scholar 

  • Kelso, A. S., & Crawford, V. P. (1982). Job matching coalition formation and gross substitutes. Econometrica, 50, 1483–1504.

    Article  Google Scholar 

  • Lehmann, B., Lehmann, D., & Nisan, N. (2006). Combinatorial auctions with decreasing marginal utilities. Games and Economic Behavior, 55, 270–296.

    Article  Google Scholar 

  • Liers, F., Jünger, M., Reinelt, G., & Rinaldi, G. (2004). Computing exact ground states of hard ising spin glass problems by branch-and-cut. In A. Hartmann & H. Rieger (Eds.), New Optimization Algorithms in Physics (pp. 47–68). Berlin: Wiley-VCH.

  • Lovász, L. (1983). Submodular functions and convexity. In A. Bachem, B. Korte, & M. Grötschel (Eds.), Mathematical programming: The state of the art (pp. 235–257). Berlin: Springer.

    Chapter  Google Scholar 

  • Mirrokni, V., Schapira, M., & Vondrák, J. (2008). Tight information-theoretic lower bounds for welfare maximization in combinatorial auction. ACM Conference on Electronic Commerce, 2008, 70–77.

    Google Scholar 

  • Murota, K. (1996a). Valuated matroid intersection, I: Optimality criteria. SIAM Journal on Discrete Mathematics, 9, 545–561.

  • Murota, K. (1996b). Valuated matroid intersection, II: Algorithms. SIAM Journal on Discrete Mathematics, 9, 562–576.

  • Murota, K. (1998). Discrete convex analysis. Mathematical Programming, 83, 313–371.

    Google Scholar 

  • Murota, K. (2000). Matrices and matroids for systems analysis. Berlin: Springer.

    Google Scholar 

  • Murota, K. (2003). Discrete convex analysis. Philadelphia: Society for Industrial and Applied Mathematics.

    Book  Google Scholar 

  • Murota, K. (2009). Recent developments in discrete convex analysis. In W. Cook, L. Lovász, & J. Vygen (Eds.), Research trends in combinatorial optimization (pp. 219–260). Berlin: Springer.

    Chapter  Google Scholar 

  • Murota, K. (2010). Submodular function minimization and maximization in discrete convex analysis. RIMS Kokyuroku Bessatsu, B23, 193–211.

    Google Scholar 

  • Oxley, J. G. (1992). Matroid theory. Oxford: Oxford University Press.

    Google Scholar 

  • Shioura, A. (2012). Matroid rank functions and discrete concavity. Japan Journal of Industrial and Applied Mathematics, 29, 535–546.

    Article  Google Scholar 

  • Shioura, A., & Suzuki, S. (2012). Optimal allocation problem with quadratic utility functions and its relationship with graph cut. Journal of Operations Research Society of Japan, 55, 92–105.

    Google Scholar 

  • Slijepcevic, S. & Potkonjak, M. (2001). Power efficient organization of wireless sensor networks. In Proceeding of IEEE international conference on communications 2001 (pp. 472–476).

  • Srinivasan, A. (2008). Budgeted allocations in the full-information setting. In M. Goemans, K. Jansen, J. D. P. Rolim, & L. Trevisan (Eds.), Approximation, randomization and combinatorial optimization: Algorithms and techniques (pp. 247–253). Berlin: Springer.

    Chapter  Google Scholar 

  • Wiegele, A. (2007). Biq Mac Library: A collection of Max-Cut and quadratic 0–1 programming instances of medium size. http://biqmac.uni-klu.ac.at/biqmaclib.

Download references

Acknowledgments

This work is supported by KAKENHI (21360045, 26280004) and the Aihara Project, the FIRST program from JSPS. The first author is supported by JST, ERATO, Kawarabayashi Project.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Takanori Maehara.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Maehara, T., Murota, K. Valuated matroid-based algorithm for submodular welfare problem. Ann Oper Res 229, 565–590 (2015). https://doi.org/10.1007/s10479-015-1835-3

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10479-015-1835-3

Keywords

Navigation