Discrete Newton's Algorithm for Parametric Submodular Function Minimization

We consider the line search problem in a submodular polyhedron \(P(f)\subseteq {\mathbb {R}}^n\): Given an arbitrary \(a\in {\mathbb {R}}^n\) and \(x_0\in P(f)\), compute \(\max \{\delta : x_0+\delta a\in P(f)\}\). The use of the discrete Newton’s algorithm for this line search problem is very natural, but no strongly polynomial bound on its number of iterations was known (Iwata 2008). We solve this open problem by providing a quadratic bound of \(n^2 + O(n \log ^2 n)\) on its number of iterations. Our result considerably improves upon the only other known strongly polynomial time algorithm, which is based on Megiddo’s parametric search framework and which requires \({\tilde{O}}(n^8)\) submodular function minimizations (Nagano 2007). As a by-product of our study, we prove (tight) bounds on the length of chains of ring families and geometrically increasing sequences of sets, which might be of independent interest.

[1]  Satoru Iwata,et al.  A Fast Parametric Submodular Intersection Algorithm for Strong Map Sequences , 1997, Math. Oper. Res..

[2]  Paul Grigas,et al.  An Extended Frank-Wolfe Method with "In-Face" Directions, and Its Application to Low-Rank Matrix Completion , 2015, SIAM J. Optim..

[3]  S. Thomas McCormick,et al.  Computing Maximum Mean Cuts , 1994, Discret. Appl. Math..

[4]  Yin Tat Lee,et al.  A Faster Cutting Plane Method and its Implications for Combinatorial and Convex Optimization , 2015, 2015 IEEE 56th Annual Symposium on Foundations of Computer Science.

[5]  Satoru Iwata,et al.  Submodular function minimization , 2007, Math. Program..

[6]  Donald M. Topkis,et al.  Minimizing a Submodular Function on a Lattice , 1978, Oper. Res..

[7]  Kiyohito Nagano,et al.  A strongly polynomial algorithm for line search in submodular polyhedra , 2007, Discret. Optim..

[8]  Satoru Iwata,et al.  A simple combinatorial algorithm for submodular function minimization , 2009, SODA.

[9]  C SIAMJ. LOWER BOUNDS IN A PARALLEL MODEL WITHOUT BIT OPERATIONS , 1999 .

[10]  Johan Håstad,et al.  On the Size of Weights for Threshold Gates , 1994, SIAM J. Discret. Math..

[11]  Tomasz Radzik,et al.  Fractional Combinatorial Optimization , 2009, Encyclopedia of Optimization.

[12]  Satoru Iwata,et al.  A fully combinatorial algorithm for submodular function minimization , 2001, SODA '02.

[13]  Ketan Mulmuley,et al.  Lower Bounds in a Parallel Model without Bit Operations , 1999, SIAM J. Comput..