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We give a simple deterministic $O(\log K / \log\log K)$ approximation algorithm for the Min-Max Selecting Items problem, where $K$ is the number of scenarios. While our main goal is simplicity, this result also improves over the previous best approximation ratio of $O(\log K)$ due to Kasperski, Kurpisz, and Zieli\'nski (Information Processing Letters (2013)). Despite using the method of pessimistic estimators, the algorithm has a polynomial runtime also in the RAM model of computation. We also show that the LP formulation for this problem by Kasperski and Zieli\'nski (Annals of Operations Research (2009)), which is the basis for the previous work and ours, has an integrality gap of at least $\Omega(\log K / \log\log K)$.

Computing good TSP tours efficiently is of interest in the area of aerial surveillance. As we are increasingly interested in developing autonomous vehicles, the question of how these vehicles should behave usually leads to optimizing a given objective function, for example minimizing the distance traveled when the task is to explore a set of locations. An important difficulty arises, however, when the problem involves planes, underwater vehicles, cars and other vehicles with significant dynamics: the paths obtained from algorithms solving the Euclidean TSP are infeasible. Kinodynamic planning refers to the path planning problem when the kinematic constraints of the vehicle are taken into account. The methods developed in this field aim at finding a trajectory from an initial position and configuration to a final position and configuration, usually while avoiding potential obstacles. In this paper, we study a different problem. We want to optimize trajectories visiting a specified set of points, but the configuration of the vehicle at these points is free as long as the kinematic constraints are satisfied.

In this paper, we study the Maximum Profit Pick-up Problem with Time Windows and Capacity Constraint (MP-PPTWC). Our main results are 3 polynomial time algorithms, all having constant approximation factors. The first algorithm has an approximation ratio of $~46 (1 + (71/60 + \frac{\alpha}{\sqrt{10+p}}) \epsilon) \log T$, where: (i) $\epsilon > 0$ and $T$ are constants; (ii) The maximum quantity supplied is $q_{max} = O(n^p) q_{min}$, for some $p > 0$, where $q_{min}$ is the minimum quantity supplied; (iii) $\alpha > 0$ is a constant such that the optimal number of vehicles is always at least $\sqrt{10 + p} / \alpha$. The second algorithm has an approximation ratio of $\simeq 46 (1 + \epsilon + \frac{(2 + \alpha) \epsilon}{\sqrt{10 + p}}) \log T$. Finally, the third algorithm has an approximation ratio of $\simeq 11 (1 + 2 \epsilon) \log T$. While our algorithms may seem to have quite high approximation ratios, in practice they work well and, in the majority of cases, the profit obtained is at least 1/2 of the optimum.

A path from s to t on a polyhedral terrain is descending if the height of a point p never increases while we move p along the path from s to t. No efficient algorithm is known to find a shortest descending path (SDP) from s to t in a polyhedral terrain. We give two approximation algorithms (more precisely, FPTASs) that solve the SDP problem on general terrains. Both algorithms are simple, robust and easy to implement.

A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many such algorithms have now been proven to have optimal-order uniform recovery guarantees using the ubiquitous Restricted Isometry Property (RIP). However, it is unclear when the RIP-based sufficient conditions on the algorithm are satisfied. We present a framework in which this task can be achieved; translating these conditions for Gaussian measurement matrices into requirements on the signal's sparsity level, length, and number of measurements. We illustrate this approach on three of the state-of-the-art greedy algorithms: CoSaMP, Subspace Pursuit (SP), and Iterative Hard Thresholding (IHT). Designed to allow a direct comparison of existing theory, our framework implies that, according to the best known bounds, IHT requires the fewest number of compressed sensing measurements and has the lowest per iteration computational cost of the three algorithms compared here.

Approximation algorithms for classical constraint satisfaction problems are one of the main research areas in theoretical computer science. Here we define a natural approximation version of the QMA-complete local Hamiltonian problem and initiate its study. We present two main results. The first shows that a non-trivial approximation ratio can be obtained in the class NP using product states. The second result (which builds on the first one), gives a polynomial time (classical) algorithm providing a similar approximation ratio for dense instances of the problem. The latter result is based on an adaptation of the "exhaustive sampling method" by Arora et al. [J. Comp. Sys. Sci. 58, p.193 (1999)] to the quantum setting, and might be of independent interest.

We consider scheduling problems in wireless networks with respect to flexible data rates. That is, more or less data can be transmitted per time depending on the signal quality, which is determined by the signal-to-interference-plus-noise ratio (SINR). Each wireless link has a utility function mapping SINR values to the respective data rates. We have to decide which transmissions are performed simultaneously and (depending on the problem variant) also which transmission powers are used. In the capacity-maximization problem, one strives to maximize the overall network throughput, i.e., the summed utility of all links. For arbitrary utility functions (not necessarily continuous ones), we present an O(log n)-approximation when having n communication requests. This algorithm is built on a constant-factor approximation for the special case of the respective problem where utility functions only consist of a single step. In other words, each link has an individual threshold and we aim at maximizing the number of links whose threshold is satisfied. On the way, this improves the result in [Kesselheim, SODA 2011] by not only extending it to individual thresholds but also showing a constant approximation factor independent of assumptions on the underlying metric space or the network parameters. In addition, we consider the latency-minimization problem. Here, each link has a demand, e.g., representing an amount of data. We have to compute a schedule of shortest possible length such that for each link the demand is fulfilled, that is the overall summed utility (or data transferred) is at least as large as its demand. Based on the capacity-maximization algorithm, we show an O(log^2 n)-approximation for this problem.

We study budget constrained network upgradeable problems. We are given an undirected edge weighted graph $G=(V,E)$ where the weight an edge $e \in E$ can be upgraded for a cost $c(e)$. Given a budget $B$ for improvement, the goal is to find a subset of edges to be upgraded so that the resulting network is optimum for $B$. The results obtained in this paper include the following. Maximum Weight Constrained Spanning Tree We present a randomized algorithm for the problem of weight upgradeable budget constrained maximum spanning tree on a general graph. This returns a spanning tree $\mathcal{T}^{'}$ which is feasible within the budget $B$, such that $\Pr [ l(\mathcal{T}^{'}) \geq (1-\epsilon)\text{OPT}\text{ , } c(\mathcal{T}^{'} ) \leq B] \ge 1-\frac{1}{n}$ (where $l$ and $c$ denote the length and cost of the tree respectively), for any fixed $\epsilon >0$, in time polynomial in $|V|=n$, $|E|=m$. Our results extend to the minimization version also. Previously Krumke et. al. \cite{krumke} presented a$(1+\frac{1}{\gamma}, 1+ \gamma)$ bicriteria approximation algorithm for any fixed $\gamma >0$ for this problem in general graphs for a more general cost upgrade function. The result in this paper improves their 0/1 cost upgrade model. Longest Path in a DAG We consider the problem of weight improvable longest path in a $n$ vertex DAG and give a $O(n^3)$ algorithm for the problem when there is a bound on the number of improvements allowed. We also give a $(1-\epsilon)$-approximation which runs in $O(\frac{n^4}{\epsilon})$ time for the budget constrained version. Similar results can be achieved also for the problem of shortest paths in a DAG.

We study electoral campaign management scenarios in which an external party can buy votes, i.e., pay the voters to promote its preferred candidate in their preference rankings. The external party's goal is to make its preferred candidate a winner while paying as little as possible. We describe a 2-approximation algorithm for this problem for a large class of electoral systems known as scoring rules. Our result holds even for weighted voters, and has applications for campaign management in commercial settings. We also give approximation algorithms for our problem for two Condorcet-consistent rules, namely, the Copeland rule and maximin.

Let $P$ be a set of $n$ points in $\mathbb{R}^d$. In the projective clustering problem, given $k, q$ and norm $\rho \in [1,\infty]$, we have to compute a set $\mathcal{F}$ of $k$ $q$-dimensional flats such that $(\sum_{p\in P}d(p, \mathcal{F})^\rho)^{1/\rho}$ is minimized; here $d(p, \mathcal{F})$ represents the (Euclidean) distance of $p$ to the closest flat in $\mathcal{F}$. We let $f_k^q(P,\rho)$ denote the minimal value and interpret $f_k^q(P,\infty)$ to be $\max_{r\in P}d(r, \mathcal{F})$. When $\rho=1,2$ and $\infty$ and $q=0$, the problem corresponds to the $k$-median, $k$-mean and the $k$-center clustering problems respectively. For every $0 < \epsilon < 1$, $S\subset P$ and $\rho \ge 1$, we show that the orthogonal projection of $P$ onto a randomly chosen flat of dimension $O(((q+1)^2\log(1/\epsilon)/\epsilon^3) \log n)$ will $\epsilon$-approximate $f_1^q(S,\rho)$. This result combines the concepts of geometric coresets and subspace embeddings based on the Johnson-Lindenstrauss Lemma. As a consequence, an orthogonal projection of $P$ to an $O(((q+1)^2 \log ((q+1)/\epsilon)/\epsilon^3) \log n)$ dimensional randomly chosen subspace $\epsilon$-approximates projective clusterings for every $k$ and $\rho$ simultaneously. Note that the dimension of this subspace is independent of the number of clusters~$k$. Using this dimension reduction result, we obtain new approximation and streaming algorithms for projective clustering problems. For example, given a stream of $n$ points, we show how to compute an $\epsilon$-approximate projective clustering for every $k$ and $\rho$ simultaneously using only $O((n+d)((q+1)^2\log ((q+1)/\epsilon))/\epsilon^3 \log n)$ space. Compared to standard streaming algorithms with $\Omega(kd)$ space requirement, our approach is a significant improvement when the number of input points and their dimensions are of the same order of magnitude.

In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological models these processes have a closed absorbing set corresponding to extinction. Under some large deviation assumptions and the existence of an interior attractor for the ODE, we show that the weak* limit points of the QSD {\mu}_N are invariant measures for the ODE with support in the interior attractors.

The link scheduling in wireless multi-hop networks is addressed. Different from most of work that adopt the protocol interference model which merely take consideration of packet collisions, our proposed algorithms use the physical interference model to reflect the aggregated signal to interference and noise ratio (SINR), which is a more accurate abstraction of the real scenario. We first propose a centralized scheduling method based on the Integer Linear Programming (ILP) and resolve it by an approximate solution based on the randomized rounding method. The probability bound of getting a guaranteed approximate factor is given. We then extend the centralized algorithm to a distributed solution, which is favorable in wireless networks. It is proven that with the distributed scheduling method, all links can transmit without interference, and the approximate ratio of the algorithm is also given.

We provide polynomial-time approximately optimal Bayesian mechanisms for makespan minimization on unrelated machines as well as for max-min fair allocations of indivisible goods, with approximation factors of $2$ and $\min\{m-k+1, \tilde{O}(\sqrt{k})\}$ respectively, matching the approximation ratios of best known polynomial-time \emph{algorithms} (for max-min fairness, the latter claim is true for certain ratios of the number of goods $m$ to people $k$). Our mechanisms are obtained by establishing a polynomial-time approximation-sensitive reduction from the problem of designing approximately optimal {\em mechanisms} for some arbitrary objective ${\cal O}$ to that of designing bi-criterion approximation {\em algorithms} for the same objective ${\cal O}$ plus a linear allocation cost term. Our reduction is itself enabled by extending the celebrated "equivalence of separation and optimization"[GLSS81,KP80] to also accommodate bi-criterion approximations. Moreover, to apply the reduction to the specific problems of makespan and max-min fairness we develop polynomial-time bi-criterion approximation algorithms for makespan minimization with costs and max-min fairness with costs, adapting the algorithms of [ST93], [BD05] and [AS07] to the type of bi-criterion approximation that is required by the reduction.

We consider two knapsack problems. The time-Invariant Incremental Knapsack problem (IIK) is a generalization of Maximum Knapsack to a discrete multi-period setting. At each time the capacity increases and items can be added, but not removed from the knapsack. The goal is to maximize the sum of profits over all times. While IIK is strongly NP-Hard, we design a PTAS for it and some of its generalizations. The Minimum Knapsack problem (Min-K) aims at minimizing a linear function over the $0/1$ points that satisfy a single linear constraint. Despite the existence of an FPTAS, it is an open question whether one can obtain a poly-size linear formulation with constant integrality gap for Min-K. This motivated recent work on disjunctive formulations having integrality gap of at most $1+\epsilon$ for a fixed objective function. We give such a formulation of size polynomial in $n$ and subexponential in $\frac{1}{\epsilon}$.

In the relay placement problem the input is a set of sensors and a number $r \ge 1$, the communication range of a relay. In the one-tier version of the problem the objective is to place a minimum number of relays so that between every pair of sensors there is a path through sensors and/or relays such that the consecutive vertices of the path are within distance $r$ if both vertices are relays and within distance 1 otherwise. The two-tier version adds the restrictions that the path must go through relays, and not through sensors. We present a 3.11-approximation algorithm for the one-tier version and a PTAS for the two-tier version. We also show that the one-tier version admits no PTAS, assuming P $\ne$ NP.

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Our research consisted of modeling the intrusion response problem as one of finding a partial vertex cover in bipartite graphs. Prior to our work, intrusion response had not been studied within a graph-theoretic framework. Some of our important contributions include: (a) The partial vertex cover problem for matchings (PVCM) is poly time solvable, if either the vertices or the edges are weighted, but NP-hard, if both are weighted. (b) We show that the PVCM admits a fully polynomial approximation scheme, when both vertices and edges are weighted

The forty-one papers in this volume have been arranged into three primary sections: I Development of Algorithms, II Applications, and Catalogue of Algorithms. The first two sections have been subdivided into eight groups: (1) Spline approximation, (2) Polynomial and piecewise polynomial approximation, (3) Interpolation, (4) Smoothing and constraint methods, (5) Complex approximation, (6) Computer-aided design and geometric modelling, (7) Applications in numerical analysis, and (8) Applications in other disciplines. Such a division into sections, while giving the book a useful structure, is somewhat arbitrary, and we apologize to any authors who may feel that their work has been incorrectly categorized. Several papers could have been placed in up to three groups (especially spline approximation, piecewise polynomial approximation, and computer-aided design). Moreover the CAD group, which we have placed in the Applications section could perfectly well have been placed in Section I. Although there is no group headed nonlinear approximation , there are several 'nonlinear algorithms' (in Section II in particular), and of course the complex algorithms (in group 5 and elsewhere) could have come under this heading

We will survey recent work in the design of approximation algorithms for several discrete stochastic optimization problems, with a particular focus on 2-stage problems with recourse. In each of the problems we discuss, we are given a probability distribution over inputs, and the aim is to find a feasible solution that minimizes the expected cost of the solution found (with respect to the input distribution); an approximation algorithm finds a solution that is guaranteed to be nearly optimal. Among the specific problems that we shall discuss are stochastic generalizations of the traditional deterministic facility location problem, a simple single-machine scheduling problem, and the traveling salesman problem.These results build on techniques initially developed in the context of deterministic approximation, including rounding approaches, primal-dual algorithms, as well as a simple random sampling technique. Furthermore, although the focus of this stream of work was for discrete optimization problems, new insights for solving 2-stage stochastic linear programming problems were gained along the way. ©2008 Microsoft Corporation. All rights reserved.

In this paper we consider large linear fixed point problems and solution with proximal algorithms. We show that, under certain assumptions, there is a close connection between proximal iterations, which are prominent in numerical analysis and optimization, and multistep methods of the temporal difference type such as TD(lambda), LSTD(lambda), and LSPE(lambda), which are central in simulation-based approximate dynamic programming. As an application of this connection, we show that we may accelerate the standard proximal algorithm by extrapolation towards the multistep iteration, which generically has a faster convergence rate. We also use the connection with multistep methods to integrate into the proximal algorithmic context several new ideas that have emerged in the approximate dynamic programming context. In particular, we consider algorithms that project each proximal iterate onto the subspace spanned by a small number of basis functions, using low-dimensional calculations and simulation, and we discuss various algorithmic options from approximate dynamic programming.

We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor runs at speed s then the energy consumption is s^{\alpha} per time unit, where \alpha>1. Our goal is to find a schedule respecting the release dates and the deadlines of the jobs so that the total energy consumption is minimized. While most previous works have studied the preemptive case of the problem, where a job may be interrupted and resumed later, we focus on the non-preemptive case where once a job starts its execution, it has to continue until its completion without any interruption. We propose improved approximation algorithms for particular instances of the multiprocessor non-preemptive speed-scaling problem.

Given a collection S of subsets of some set U, and M a subset of U, the set cover problem is to find the smallest subcollection C of S such that M is a subset of the union of the sets in C. While the general problem is NP-hard to solve, even approximately, here we consider some geometric special cases, where usually U = R^d. Extending prior results, we show that approximation algorithms with provable performance exist, under a certain general condition: that for a random subset R of S and function f(), there is a decomposition of the portion of U not covered by R into an expected f(|R|) regions, each region of a particular simple form. We show that under this condition, a cover of size O(f(|C|)) can be found. Our proof involves the generalization of shallow cuttings to more general geometric situations. We obtain constant-factor approximation algorithms for covering by unit cubes in R^3, for guarding a one-dimensional terrain, and for covering by similar-sized fat triangles in R^2. We also obtain improved approximation guarantees for fat triangles, of arbitrary size, and for a class of fat objects.

We study the prize-collecting version of the Node-weighted Steiner Tree problem (NWPCST) restricted to planar graphs. We give a new primal-dual Lagrangian-multiplier-preserving (LMP) 3-approximation algorithm for planar NWPCST. We then show a ($2.88 + \epsilon$)-approximation which establishes a new best approximation guarantee for planar NWPCST. This is done by combining our LMP algorithm with a threshold rounding technique and utilizing the 2.4-approximation of Berman and Yaroslavtsev for the version without penalties. We also give a primal-dual 4-approximation algorithm for the more general forest version using techniques introduced by Hajiaghay and Jain.

This paper discusses problems that arose in calendaring cases for an appellate court. The first problem is to distribute cases among panels of judges so as to equalize work loads. We give a worst case analysis of a heuristic for this NP-complete problem. For a given distribution denote by z the heaviest work load. We wish to minimize z. The ratio of the heuristic value z-bar to that of the true optimum z* is shown to be z-bar/z* or = (k + 3)/(k + 2) where all the case weights in (0, (1/k)z*), generalizing a result of Graham on multiprocessor scheduling. Under a restrictive assumption on the case weights, some generalizations of this scheduling problem are solved. Characterizations for feasible calendars and polynomial algorithms for finding these feasible solutions are given. Algorithms are given for choosing an optimal subset of the backlogged cases that can be calendared. (Author)

In this paper, we prove that the Max-Morse Matching Problem is approximable, thus resolving an open problem posed by Joswig and Pfetsch. We describe two different approximation algorithms for the Max-Morse Matching Problem. For $D$-dimensional simplicial complexes, we obtain a $\frac{(D+1)}{(D^2+D+1)}$-factor approximation ratio using a simple edge reorientation algorithm that removes cycles. Our second result is an algorithm that provides a $\frac{2}{D}$-factor approximation for simplicial manifolds by processing the simplices in increasing order of dimension. One application of these algorithms is towards efficient homology computation of simplicial complexes. Experiments using a prototype implementation on several datasets indicate that the algorithm computes near optimal results.

We will survey recent work in the design of approximation algorithms for several discrete stochastic optimization problems, with a particular focus on 2-stage problems with recourse. In each of the problems we discuss, we are given a probability distribution over inputs, and the aim is to find a feasible solution that minimizes the expected cost of the solution found (with respect to the input distribution); an approximation algorithm finds a solution that is guaranteed to be nearly optimal. Among the specific problems that we shall discuss are stochastic generalizations of the traditional deterministic facility location problem, a simple single-machine scheduling problem, and the traveling salesman problem.These results build on techniques initially developed in the context of deterministic approximation, including rounding approaches, primal-dual algorithms, as well as a simple random sampling technique. Furthermore, although the focus of this stream of work was for discrete optimization problems, new insights for solving 2-stage stochastic linear programming problems were gained along the way. ©2008 Microsoft Corporation. All rights reserved.

Recent advances in the study of voting classification algorithms have brought empirical and theoretical results clearly showing the discrimination power of ensemble classifiers. It has been previously argued that the search of this classification power in the design of the algorithms has marginalized the need to obtain interpretable classifiers. Therefore, the question of whether one might have to dispense with interpretability in order to keep classification strength is being raised in a growing number of machine learning or data mining papers. The purpose of this paper is to study both theoretically and empirically the problem. First, we provide numerous results giving insight into the hardness of the simplicity-accuracy tradeoff for voting classifiers. Then we provide an efficient "top-down and prune" induction heuristic, WIDC, mainly derived from recent results on the weak learning and boosting frameworks. It is to our knowledge the first attempt to build a voting classifier as a base formula using the weak learning framework (the one which was previously highly successful for decision tree induction), and not the strong learning framework (as usual for such classifiers with boosting-like approaches). While it uses a well-known induction scheme previously successful in other classes of concept representations, thus making it easy to implement and compare, WIDC also relies on recent or new results we give about particular cases of boosting known as partition boosting and ranking loss boosting. Experimental results on thirty-one domains, most of which readily available, tend to display the ability of WIDC to produce small, accurate, and interpretable decision committees.

In this paper, we give first constant factor approximation for capacitated knapsack median problem (CKM) for hard uniform capacities, violating the budget only by an additive factor of $f_{max}$ where $f_{max}$ is the maximum cost of a facility opened by the optimal and violating capacities by $(2+\epsilon)$ factor. Natural LP for the problem is known to have an unbounded integrality gap when any one of the two constraints is allowed to be violated by a factor less than $2$. Thus, we present a result which is very close to the best achievable from the natural LP. To the best of our knowledge, the problem has not been studied earlier. For capacitated facility location problem with uniform capacities, a constant factor approximation algorithm is presented violating the capacities a little ($1 + \epsilon$). Though constant factor results are known for the problem without violating the capacities, the result is interesting as it is obtained by rounding the solution to the natural LP, which is known to have an unbounded integrality gap without violating the capacities. Thus, we achieve the best possible from the natural LP for the problem. The result shows that natural LP is not too bad. Finally, we raise some issues with the proofs of the results presented in~\cite{capkmByrkaFRS2013} for capacitated $k$-facility location problem (C$k$FLP).~\cite{capkmByrkaFRS2013} presents $O(1/\epsilon^2)$ approximation violating the capacities by a factor of $(2 + \epsilon)$ using dependent rounding. We first fix these issues using our techniques. Also, it can be argued that (deterministic) pipage rounding cannot be used to open the facilities instead of dependent rounding. Our techniques for CKM provide a constant factor approximation for CkFLP violating the capacities by $(2 + \epsilon)$.

We consider a special case of the generalized minimum spanning tree problem (GMST) and the generalized travelling salesman problem (GTSP) where we are given a set of points inside the integer grid (in Euclidean plane) where each grid cell is $1 \times 1$. In the MST version of the problem, the goal is to find a minimum tree that contains exactly one point from each non-empty grid cell (cluster). Similarly, in the TSP version of the problem, the goal is to find a minimum weight cycle containing one point from each non-empty grid cell. We give a $(1+4\sqrt{2}+\epsilon)$ and $(1.5+8\sqrt{2}+\epsilon)$-approximation algorithm for these two problems in the described setting, respectively. Our motivation is based on the problem posed in [7] for a constant approximation algorithm. The authors designed a PTAS for the more special case of the GMST where non-empty cells are connected end dense enough. However, their algorithm heavily relies on this connectivity restriction and is unpractical. Our results develop the topic further.

In this paper, we describe the first polynomial-time combinatorial algorithms for approximately solving the multicommodity flow problem. Our algorithms are significantly faster than the best previously known algorithms, that were based on linear programming. For a k-commodity multicommodity flow problem, the running time of our randomized algorithm is (up to log factors) the same as the time needed to solve k single-commodity flow problems, thus giving the surprising result that approximately computing a k-commodity maximum-flow is not much harder than computing about k single-commodity maximum-flows iii isolation. Given any multicommodity flow problem as input, our algorithm is guaranteed to provide a feasible solution to a modified flow problem in which all capacities are increased by a (1 + e)-factor, or to provide a proof that there is no feasible solution to the original problem. We also describe faster approximation algorithms for multicommodity flow problems with a special structure, such as those that arise in the sparsest cut problems and the uniform concurrent flow problems if k or - m.

Ant algorithms have been proposed to solve a variety of problems arising in optimization and distributed control. They form a subset of the larger class of Swarm Intelligence algorithms. The central idea is that a swarmof relatively simple agents can interact through simple mechanisms and collectively solve complex problems. Instances that exemplify the above idea abound in nature. The abilities of ant colonies to collectively accomplish complex tasks have served as sources of inspiration for the design of Ant algorithms. Examples of Ant algorithms are the set of Ant Routing algorithms that have been proposed for communication networks. We analyze in this paper Ant Routing Algorithms for packet switched wireline networks. The algorithm retains most of the salient and attractive features of Ant Routing Algorithms. The scheme is a multiple path probabilistic routing scheme, that is fully adaptive and distributed. Using methods from adaptive algorithms and stochastic approximation, we show that the evolution of the link delay estimates can be closely tracked bya deterministic ODE system. A study of the equilibrium points of the ODE gives us the equilibrium behavior of the routing algorithm, in particular, the equilibrium routing probabilities,and mean delays in the links under equilibrium. We also show that the fixed-point equations that the equilibrium routing probabilities satisfy are actually the necessary and sufficient conditions of an appropriate optimization problem. Simulations supporting the analytical results are provided.

Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including the m-th roots of complex unity, the complex unit circle, and the complex unit sphere. A real-valued general conjugate complex form is a homogenous polynomial function of complex variables as well as their conjugates, and always takes real values. General conjugate form optimization is a wide class of complex polynomial optimization models, which include many homogenous polynomial optimization in the real domain with either discrete or continuous variables, and Hermitian quadratic form optimization as well as its higher degree extensions. All the problems under consideration are NP-hard in general and we focus on polynomial-time approximation algorithms with worst-case performance ratios. These approximation ratios improve previous results when restricting our problems to some special classes of complex polynomial optimization, and improve or equate previous results when restricting our problems to some special classes of polynomial optimization in the real domain. These algorithms are based on tensor relaxation and random sampling. Our novel technical contributions are to establish the first set of probability lower bounds for random sampling over the m-th root of unity, the complex unit circle, and the complex unit sphere, and propose the first polarization formula linking general conjugate forms and complex multilinear forms.

We consider a natural generalization of the Partial Vertex Cover problem. Here an instance consists of a graph G = (V,E), a positive cost function c: V-> Z^{+}, a partition $P_1,..., P_r$ of the edge set $E$, and a parameter $k_i$ for each partition $P_i$. The goal is to find a minimum cost set of vertices which cover at least $k_i$ edges from the partition $P_i$. We call this the Partition Vertex Cover problem. In this paper, we give matching upper and lower bound on the approximability of this problem. Our algorithm is based on a novel LP relaxation for this problem. This LP relaxation is obtained by adding knapsack cover inequalities to a natural LP relaxation of the problem. We show that this LP has integrality gap of $O(log r)$, where $r$ is the number of sets in the partition of the edge set. We also extend our result to more general settings.

he segment minimization problem consists of finding the smallest set of integer matrices that sum to a given intensity matrix, such that each summand has only one non-zero value, and the non-zeroes in each row are consecutive. This has direct applications in intensity-modulated radiation therapy, an effective form of cancer treatment. We develop three approximation algorithms for matrices with arbitrarily many rows. Our first two algorithms improve the approximation factor from the previous best of $1+\log_2 h $ to (roughly) $3/2 \cdot (1+\log_3 h)$ and $11/6\cdot(1+\log_4{h})$, respectively, where $h$ is the largest entry in the intensity matrix. We illustrate the limitations of the specific approach used to obtain these two algorithms by proving a lower bound of $\frac{(2b-2)}{b}\cdot\log_b{h} + \frac{1}{b}$ on the approximation guarantee. Our third algorithm improves the approximation factor from $2 \cdot (\log D+1)$ to $24/13 \cdot (\log D+1)$, where $D$ is (roughly) the largest difference between consecutive elements of a row of the intensity matrix. Finally, experimentation with these algorithms shows that they perform well with respect to the optimum and outperform other approximation algorithms on 77% of the 122 test cases we consider, which include both real world and synthetic data.

We study the approximability of instances of the minimum entropy set cover problem, parameterized by the average frequency of a random element in the covering sets. We analyze an algorithm combining a greedy approach with another one biased towards large sets. The algorithm is controled by the percentage of elements to which we apply the biased approach. The optimal parameter choice has a phase transition around average density $e$ and leads to improved approximation guarantees when average element frequency is less than $e$.

This paper develops a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by computer experiments.

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to approximate to any non-trivial factor, and little progress has been made despite its importance in modeling activity allocation under uncertainty. We consider a special case that we call Feedback MAB, where the reward obtained by playing each of n independent arms varies according to an underlying on/off Markov process whose exact state is only revealed when the arm is played. The goal is to design a policy for playing the arms in order to maximize the infinite horizon time average expected reward. This problem is also an instance of a Partially Observable Markov Decision Process (POMDP), and is widely studied in wireless scheduling and unmanned aerial vehicle (UAV) routing. Unlike the stochastic MAB problem, the Feedback MAB problem does not admit to greedy index-based optimal policies. We develop a novel and general duality-based algorithmic technique that yields a surprisingly simple and intuitive 2+epsilon-approximate greedy policy to this problem. We then define a general sub-class of restless bandit problems that we term Monotone bandits, for which our policy is a 2-approximation. Our technique is robust enough to handle generalizations of these problems to incorporate various side-constraints such as blocking plays and switching costs. This technique is also of independent interest for other restless bandit problems. By presenting the first (and efficient) O(1) approximations for non-trivial instances of restless bandits as well as of POMDPs, our work initiates the study of approximation algorithms in both these contexts.

First, we study geometric variants of the standard set cover motivated by assignment of directional antenna and shipping with deadlines, providing the first known polynomial-time exact solutions. Next, we consider the following general capacitated set cover problem. There is given a set of elements with real weights and a family S of sets of elements. One can use a set if it is a subset of one of the sets on our lists and the sum of weights is at most one. The goal is to cover all the elements with the allowed sets. We show that any polynomial-time algorithm that approximates the un-capacitated version of the set cover problem with ratio r can be converted to an approximation algorithm for the capacitated version with ratio r + 1.357.In particular, the composition of these two results yields a polynomial-time approximation algorithm for the problem of covering a set of customers represented by a weighted n-point set with a minimum number of antennas of variable angular range and fixed capacity with ratio 2.357. Finally, we provide a PTAS for the dual problem where the number of sets (e.g., antennas) to use is fixed and the task is to minimize the maximum set load, in case the sets correspond to line intervals or arcs.

Constant-factor, polynomial-time approximation algorithms are presented for two variations of the traveling salesman problem with time windows. In the first variation, the traveling repairman problem, the goal is to find a tour that visits the maximum possible number of locations during their time windows. In the second variation, the speeding deliveryman problem, the goal is to find a tour that uses the minimum possible speedup to visit all locations during their time windows. For both variations, the time windows are of unit length, and the distance metric is based on a weighted, undirected graph. Algorithms with improved approximation ratios are given for the case when the input is defined on a tree rather than a general graph. The algorithms are also extended to handle time windows whose lengths fall in any bounded range.

Constant-factor, polynomial-time approximation algorithms are presented for two variations of the traveling salesman problem with time windows. In the first variation, the traveling repairman problem, the goal is to find a tour that visits the maximum possible number of locations during their time windows. In the second variation, the speeding deliveryman problem, the goal is to find a tour that uses the minimum possible speedup to visit all locations during their time windows. For both variations, the time windows are of unit length, and the distance metric is based on a weighted, undirected graph. Algorithms with improved approximation ratios are given for the case when the input is defined on a tree rather than a general graph. The algorithms are also extended to handle time windows whose lengths fall in any bounded range.

In the stochastic knapsack problem, we are given a knapsack with size B, and a set of jobs whose sizes and rewards are drawn from a known probability distribution. However, the only way to know the actual size and reward is to schedule the job---when it completes, we get to know these values. How should we schedule jobs to maximize the expected total reward? We know constant-factor approximations for this problem when we assume that rewards and sizes are independent random variables, and that we cannot prematurely cancel jobs after we schedule them. What can we say when either or both of these assumptions are dropped? Not only is the stochastic knapsack problem of interest in its own right, but techniques developed for it are applicable to other stochastic packing problems. Indeed, ideas for this problem have been useful for budgeted learning problems, where one is given several arms which evolve in a specified stochastic fashion with each pull, and the goal is to pull the arms a total of B times to maximize the reward obtained. Much recent work on this problem focus on the case when the evolution of the arms follows a martingale, i.e., when the expected reward from the future is the same as the reward at the current state. However, what can we say when the rewards do not form a martingale? We give constant-factor approximation algorithms for the stochastic knapsack problem with correlations and cancelations, and also for some budgeted learning problems where the martingale condition is not satisfied, using similar ideas. Indeed, we can show that previously proposed linear programming relaxations for these problems have large integrality gaps. We propose new time-indexed LP relaxations; using a decomposition and “shifting” approach, we convert these fractional solutions to distributions over strategies, and then use the LP values and the time ordering information from these strategies to devise a randomized scheduling algorithm. We hope our LP formulation and decomposition methods may provide a new way to address other correlated bandit problems with more general contexts. This is joint work with Anupam Gupta, Ravishankar Krishnaswamy and Marco Molinaro, all from CMU. The paper is available at http://arxiv.org/abs/1102.3749 ©2011 Microsoft Corporation. All rights reserved.

Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here we consider computationally efficient variational Bayes approaches to inference in high-dimensional heteroscedastic linear regression, where both the mean and variance are described in terms of linear functions of the predictors and where the number of predictors can be larger than the sample size. We derive a closed form variational lower bound on the log marginal likelihood useful for model selection, and propose a novel fast greedy search algorithm on the model space which makes use of one step optimization updates to the variational lower bound in the current model for screening large numbers of candidate predictor variables for inclusion/exclusion in a computationally thrifty way. We show that the model search strategy we suggest is related to widely used orthogonal matching pursuit algorithms for model search but yields a framework for potentially extending these algorithms to more complex models. The methodology is applied in simulations and in two real examples involving prediction for food constituents using NIR technology and prediction of disease progression in diabetes.

We present a 1.91457-approximation algorithm for the prize-collecting travelling salesman problem. This is obtained by combining a randomized variant of a rounding algorithm of Bienstock et al. and a primal-dual algorithm of Goemans and Williamson.

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into served clients, paying the transportation cost to serve them. We give polynomial-time reductions from this problem and variants to the (un)capacitated facility location problem, directly yielding approximation algorithms, two with constant factors in the metric case, one with a logarithmic factor in the general case.

In the stochastic knapsack problem, we are given a knapsack of size B, and a set of jobs whose sizes and rewards are drawn from a known probability distribution. However, we know the actual size and reward only when the job completes. How should we schedule jobs to maximize the expected total reward? We know O(1)-approximations when we assume that (i) rewards and sizes are independent random variables, and (ii) we cannot prematurely cancel jobs. What can we say when either or both of these assumptions are changed? The stochastic knapsack problem is of interest in its own right, but techniques developed for it are applicable to other stochastic packing problems. Indeed, ideas for this problem have been useful for budgeted learning problems, where one is given several arms which evolve in a specified stochastic fashion with each pull, and the goal is to pull the arms a total of B times to maximize the reward obtained. Much recent work on this problem focus on the case when the evolution of the arms follows a martingale, i.e., when the expected reward from the future is the same as the reward at the current state. What can we say when the rewards do not form a martingale? In this paper, we give constant-factor approximation algorithms for the stochastic knapsack problem with correlations and/or cancellations, and also for budgeted learning problems where the martingale condition is not satisfied. Indeed, we can show that previously proposed LP relaxations have large integrality gaps. We propose new time-indexed LP relaxations, and convert the fractional solutions into distributions over strategies, and then use the LP values and the time ordering information from these strategies to devise a randomized adaptive scheduling algorithm. We hope our LP formulation and decomposition methods may provide a new way to address other correlated bandit problems with more general contexts.

The expansion of a hypergraph, a natural extension of the notion of expansion in graphs, is defined as the minimum over all cuts in the hypergraph of the ratio of the number of the hyperedges cut to the size of the smaller side of the cut. We study the Hypergraph Small Set Expansion problem, which, for a parameter $\delta \in (0,1/2]$, asks to compute the cut having the least expansion while having at most $\delta$ fraction of the vertices on the smaller side of the cut. We present two algorithms. Our first algorithm gives an $\tilde O(\delta^{-1} \sqrt{\log n})$ approximation. The second algorithm finds a set with expansion $\tilde O(\delta^{-1}(\sqrt{d_{\text{max}}r^{-1}\log r\, \phi^*} + \phi^*))$ in a $r$--uniform hypergraph with maximum degree $d_{\text{max}}$ (where $\phi^*$ is the expansion of the optimal solution). Using these results, we also obtain algorithms for the Small Set Vertex Expansion problem: we get an $\tilde O(\delta^{-1} \sqrt{\log n})$ approximation algorithm and an algorithm that finds a set with vertex expansion $O\left(\delta^{-1}\sqrt{\phi^V \log d_{\text{max}} } + \delta^{-1} \phi^V\right)$ (where $\phi^V$ is the vertex expansion of the optimal solution). For $\delta=1/2$, Hypergraph Small Set Expansion is equivalent to the hypergraph expansion problem. In this case, our approximation factor of $O(\sqrt{\log n})$ for expansion in hypergraphs matches the corresponding approximation factor for expansion in graphs due to ARV.

The modularity is a quality function in community detection, which was introduced by Newman and Girvan (2004). Community detection in graphs is now often conducted through modularity maximization: given an undirected graph $G=(V,E)$, we are asked to find a partition $\mathcal{C}$ of $V$ that maximizes the modularity. Although numerous algorithms have been developed to date, most of them have no theoretical approximation guarantee. Recently, to overcome this issue, the design of modularity maximization algorithms with provable approximation guarantees has attracted significant attention in the computer science community. In this study, we further investigate the approximability of modularity maximization. More specifically, we propose a polynomial-time $\left(\cos\left(\frac{3-\sqrt{5}}{4}\pi\right) - \frac{1+\sqrt{5}}{8}\right)$-additive approximation algorithm for the modularity maximization problem. Note here that $\cos\left(\frac{3-\sqrt{5}}{4}\pi\right) - \frac{1+\sqrt{5}}{8} < 0.42084$ holds. This improves the current best additive approximation error of $0.4672$, which was recently provided by Dinh, Li, and Thai (2015). Interestingly, our analysis also demonstrates that the proposed algorithm obtains a nearly-optimal solution for any instance with a very high modularity value. Moreover, we propose a polynomial-time $0.16598$-additive approximation algorithm for the maximum modularity cut problem. It should be noted that this is the first non-trivial approximability result for the problem. Finally, we demonstrate that our approximation algorithm can be extended to some related problems.

We investigate the maximum happy vertices (MHV) problem and its complement, the minimum unhappy vertices (MUHV) problem. We first show that the MHV and MUHV problems are a special case of the supermodular and submodular multi-labeling (Sup-ML and Sub-ML) problems, respectively, by re-writing the objective functions as set functions. The convex relaxation on the Lov\'{a}sz extension, originally presented for the submodular multi-partitioning (Sub-MP) problem, can be extended for the Sub-ML problem, thereby proving that the Sub-ML (Sup-ML, respectively) can be approximated within a factor of $2 - \frac{2}{k}$ ($\frac{2}{k}$, respectively). These general results imply that the MHV and the MUHV problems can also be approximated within $\frac{2}{k}$ and $2 - \frac{2}{k}$, respectively, using the same approximation algorithms. For MHV, this $\frac{2}{k}$-approximation algorithm improves the previous best approximation ratio $\max \{\frac{1}{k}, \frac{1}{\Delta + 1}\}$, where $\Delta$ is the maximum vertex degree of the input graph. We also show that an existing LP relaxation is the same as the concave relaxation on the Lov\'{a}sz extension for the Sup-ML problem; we then prove an upper bound of $\frac{2}{k}$ on the integrality gap of the LP relaxation. These suggest that the $\frac{2}{k}$-approximation algorithm is the best possible based on the LP relaxation. For MUHV, we formulate a novel LP relaxation and prove that it is the same as the convex relaxation on the Lov\'{a}sz extension for the Sub-ML problem; we then show a lower bound of $2 - \frac{2}{k}$ on the integrality gap of the LP relaxation. Similarly, these suggest that the $(2 - \frac{2}{k})$-approximation algorithm is the best possible based on the LP relaxation. Lastly, we prove that this $(2 - \frac{2}{k})$-approximation is optimal for the MUHV problem, assuming the Unique Games Conjecture.

Given $n$ points in a $d$ dimensional Euclidean space, the Minimum Enclosing Ball (MEB) problem is to find the ball with the smallest radius which contains all $n$ points. We give a $O(nd\Qcal/\sqrt{\epsilon})$ approximation algorithm for producing an enclosing ball whose radius is at most $\epsilon$ away from the optimum (where $\Qcal$ is an upper bound on the norm of the points). This improves existing results using \emph{coresets}, which yield a $O(nd/\epsilon)$ greedy algorithm. Finding the Minimum Enclosing Convex Polytope (MECP) is a related problem wherein a convex polytope of a fixed shape is given and the aim is to find the smallest magnification of the polytope which encloses the given points. For this problem we present a $O(mnd\Qcal/\epsilon)$ approximation algorithm, where $m$ is the number of faces of the polytope. Our algorithms borrow heavily from convex duality and recently developed techniques in non-smooth optimization, and are in contrast with existing methods which rely on geometric arguments. In particular, we specialize the excessive gap framework of \citet{Nesterov05a} to obtain our results.

We study the family of intersection graphs of low density objects in low dimensional Euclidean space. This family is quite general, and includes planar graphs. We prove that such graphs have small separators. Next, we present efficient $(1+\varepsilon)$-approximation algorithms for these graphs, for Independent Set, Set Cover, and Dominating Set problems, among others. We also prove corresponding hardness of approximation for some of these optimization problems, providing a characterization of their intractability in terms of density.