Submodular set function - Wikipedia, the free encyclopedia

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From Wikipedia, the free encyclopedia

In mathematics, submodular functions are set functions which usually appear in approximation algorithms and in game theory (as functions modeling user preferences). These functions have a natural diminishing returns property which makes them suitable for many applications.

1 Definition 2 Applications 3 Types 3.1 Monotone Submodular function 3.2 Non-monotone Submodular function 3.2.1 Symmetric Non-monotone Submodular function 3.2.2 Asymmetric Non-monotone Submodular function 4 Continuous extensions 4.1 Lovasz extension 4.2 Multilinear extension 4.3 Convex Closure 4.4 Concave Closure 5 Properties 5.1 Operations which preserve Submodularity 6 Optimization problems 7 See also 8 Citations 9 References 9.1 General References 10 External links

Submodular function is a set function equivalent definitions . 1. For every 2. For every 3. For every and we have that and
[1]

which satisfies one of the following

we have that

we have that

A nonnegative submodular function is also a subadditive function, but a subadditive function need not be submodular.

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Monotone Submodular function

A submodular function is said to be monotone if for every we have that .

Examples of Monotone Submodular function 1. Linear functions Any function of the form then f is monotone. 2. Budget-additive functions Any function of the form for each and is called budget additive. 3. Coverage function Let be a collection of subsets of some ground set . The function for is called a coverage function. 4. Entropy Let be a set of random variables. Then for any we have that is a submodular function, where is the entropy of the set of random variables 5. Matroid rank functions Let be the ground set on which a matroid is defined. Then the rank function of the matroid is a submodular function. is called a linear function. Additionally if

Non-monotone Submodular function

A submodular function Submodular function. which is not necessarily monotone is called as Non-monotone

Symmetric Non-monotone Submodular function A submodular function is called symmetric if for every we have that

Examples of Symmetric Non-Monotone Submodular function 1. Graph cuts Let be the vertices of a graph. For any set of vertices let denote the number of edges such that and 2. Mutual information Let be a set of random variables. Then for any have that is a submodular function, where mutual information. Asymmetric Non-monotone Submodular function A submodular function is called Asymmetric if it is not necessarily symmetric.

. we is the

Examples of Symmetric Non-Monotone Submodular function 1. Directed graph cuts Let let be the vertices of a directed graph. For any set of vertices denote the number of edges such that and

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Lovasz extension
This extension has been named after Lszl Lovsz. Consider any vector such that each . Then the Lovasz extension is defined as where the expectation is over choosing uniformly in be shown that Lovasz extension is a convex function.

. It can

Multilinear extension
Consider any vector extension is defined as such that each . Then the multilinear

Convex Closure
Consider any vector closure is defined as can be shown that such that each . Then the convex . It

Concave Closure
Consider any vector closure is defined as such that each . Then the concave .

Operations which preserve Submodularity

1. Non-negative linear combinations. Consider any submodular function non negative numbers . Then is a submodular and

function. 2. Consider any monotone submodular function and a non negative number . Then is also a submodular function. 3. Consider any submodular function . Then is also a submodular function.

Submodular functions have properties which are very similar to convex and concave functions.

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Hence a lot of optimization problems can be cast as maximizing or minimizing submodular functions subject to various constraints. 1. Minimization of submodular functions. Under the simplest case the problem is to find set which minimizes submodular function subject to no constraints. A series of results [2][3][4][5] have established the polynomial time solvability of this problem. Finding minimum cut in a graph is a special case of this problem. 2. Maximization of submodular functions. Unlike minimization, maximization of submodular functions is usually NP-hard. A host of problems such as max cut, maximum coverage problem can be cast as special cases of this problem under suitable constraints. Typically the approximation algorithms for these problems are based on either greedy or local search type of algorithms. 1. Maximizing a Symmetric Non-monotone Submodular function subject to no constraint. This problem admits a 1/2 approximation algorithm[6]. Finding max cut is a special case of this problem. 2. Maximizing a Monotone Submodular function subject to cardinality constraint. This problem admits a 1-1/e approximation algorithm[7]. Maximum coverage problem is a special case of this problem.

Supermodular function Polymatroid Matroid

1. ^ (Schrijver 2003,44, p. 766) 2. ^ M. Grotschel, L. Lovasz, and A. Schrijver, The ellipsoid method and its consequences in combinatorial optimization,Combinatorica,1 (1981),pp. 169197. 3. ^ W. H. Cunningham, On submodular function minimization, Combinatorica,5 (1985),pp. 185192. 4. ^ S. Iwata, L. Fleischer, and S. Fujishige, A combinatorial strongly polynomial algorithm for minimizing submodular functions,J. ACM,48 (2001),pp. 761777 5. ^ A. Schrijver, A combinatorial algorithm minimizing submodular functions in strongly polynomial time,J. Combin. Theory Ser. B,80 (2000),pp. 346355. 6. ^ U. Feige, V. Mirrokni and J. Vondrak. Maximizing non-monotone submodular functions, Proc. of 48th FOCS (2007), 461471. 7. ^ G. L. Nemhauser, L. A. Wolsey and M. L. Fisher. An analysis of approximations for maximizing submodular set functions I, Mathematical Programming 14 (1978), 265294

General References
Schrijver, Alexander (2003), Combinatorial Optimization, Springer, ISBN 3-540-44389-4 Lee, Jon (2004), A First Course in Combinatorial Optimization, Cambridge University Press, ISBN 0-521-01012-8 Fujishige, Saruto (2005), Submodular Functions and Optimization, Elsevier,

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Submodular set function - Wikipedia, the free encyclopedia

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ISBN 0-444-52086-4 Narayanan, H. (1997), Submodular Functions and Electrical Networks, ISBN 0-444-82523-1

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