Discrete L-/ M-Convex Function Minimization Based on Continuous Relaxation

We consider the problem of minimizing a nonlinear discrete function with L-/M-convexity proposed in the theory of discrete convex analysis. For this problem, steepest descent algorithms and steepest descent scaling algorithms are known. In this paper, we use continuous relaxation approach which minimizes the continuous variable version first in order to find a good initial solution of a steepest descent algorithm. For discrete L-/M-convex functions, we give proximity theorems showing that a discrete global minimizer exists in the neighborhood of a continuous global minimizer. These proximity theorems afford theoretical guarantees for the efficiency of the proposed algorithms.

[1]  Satoru Iwata,et al.  A combinatorial strongly polynomial algorithm for minimizing submodular functions , 2001, JACM.

[2]  Kazuo Murota,et al.  Application of M-Convex Submodular Flow Problem to Mathematical Economics , 2001, ISAAC.

[3]  J. George Shanthikumar,et al.  Convex separable optimization is not much harder than linear optimization , 1990, JACM.

[4]  Kazuo Murota,et al.  Notes on L-/M-convex functions and the separation theorems , 2000, Math. Program..

[5]  Alexander Schrijver,et al.  A Combinatorial Algorithm Minimizing Submodular Functions in Strongly Polynomial Time , 2000, J. Comb. Theory B.

[6]  Dorit S. Hochbaum,et al.  Lower and Upper Bounds for the Allocation Problem and Other Nonlinear Optimization Problems , 1994, Math. Oper. Res..

[7]  Kazuo Murota,et al.  Discrete convex analysis , 1998, Math. Program..

[8]  Jorge Nocedal,et al.  On the limited memory BFGS method for large scale optimization , 1989, Math. Program..

[9]  Kazuo Murota,et al.  New characterizations of M-convex functions and their applications to economic equilibrium models with indivisibilities , 2003, Discret. Appl. Math..

[10]  Kazuo Murota,et al.  Discrete convexity and equilibria in economies with indivisible goods and money , 2001, Math. Soc. Sci..

[11]  Kazuo Murota,et al.  Matrices and Matroids for Systems Analysis , 2000 .

[12]  Kazuo Murota,et al.  Scaling Algorithms for M-Convex Function Minimization , 2002, IEICE Trans. Fundam. Electron. Commun. Comput. Sci..

[13]  James B. Orlin,et al.  A Faster Strongly Polynomial Time Algorithm for Submodular Function Minimization , 2007, IPCO.

[14]  László Lovász,et al.  Submodular functions and convexity , 1982, ISMP.