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Faster First-Order Algorithms for Monotone Strongly DR-Submodular Maximization

Abstract

Continuous DR-submodular functions are a class of generally non-convex/non-concave functions that satisfy the Diminishing Returns (DR) property, which implies that they are concave along non-negative directions. Existing work has studied monotone continuous DR-submodular maximization subject to a convex constraint and provided efficient algorithms with approximation guarantees. In many applications, such as computing the stability number of a graph, the monotone DR-submodular objective function has the additional property of being strongly concave along non-negative directions (i.e., strongly DR-submodular). In this paper, we consider a subclass of LL-smooth monotone DR-submodular functions that are strongly DR-submodular and have a bounded curvature, and we show how to exploit such additional structure to obtain faster algorithms with stronger guarantees for the maximization problem. We propose a new algorithm that matches the provably optimal 1ce1-\frac{c}{e} approximation ratio after only Lμ\lceil\frac{L}{\mu}\rceil iterations, where c[0,1]c\in[0,1] and μ0\mu\geq 0 are the curvature and the strong DR-submodularity parameter. Furthermore, we study the Projected Gradient Ascent (PGA) method for this problem, and provide a refined analysis of the algorithm with an improved 11+c\frac{1}{1+c} approximation ratio (compared to 12\frac{1}{2} in prior works) and a linear convergence rate. Experimental results illustrate and validate the efficiency and effectiveness of our proposed algorithms.

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