Continuous Methods 3
summary
Shows that a submodular set function has a convex continuous extension via the Lovász extension and a dual base polytope whose linear optimization costs O(n log n) by sorting, letting convex minimization plus threshold rounding recover exact minima. Practical methods include ellipsoid for polynomial-time solvability and subgradient descent (O(1/ε^2) iterations). For maximization the multilinear/independent extension plus a continuous greedy Frank–Wolfe style method achieves a 1-1/e approximation under matroid/budget constraints.
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chapters (11)
- 0:00Introduction to optimization
- 1:20Defining submodularity
- 5:22Applications and examples
- 9:48Connections to convexity
- 13:59Continuous extensions
- 23:18Base polytopes
- 28:38Minimization algorithms
- 36:13Duality and rounding
- 44:12Submodular maximization
- 50:07Continuous greedy algorithm
- 55:28Generalizations and conclusion
