Maximizing a Submodular Function with Bounded Curvature under an Unknown Knapsack Constraint
Max Klimm, Martin Knaack
TL;DR
A greedy algorithm that is a slight modification of Wolsey's greedy algorithm for the submodular knapsack problem with a known knapsack constraint is relied on and tight approximation guarantees are obtained in the setting of a submodular objective function with curvature.
Abstract
This paper studies the problem of maximizing a monotone submodular function under an unknown knapsack constraint. A solution to this problem is a policy that decides which item to pack next based on the past packing history. The robustness factor of a policy is the worst case ratio of the solution obtained by following the policy and an optimal solution that knows the knapsack capacity. We develop a policy with a robustness factor that is decreasing in the curvature $c$ of the submodular function. For the extreme cases $c=0$ corresponding to an additive objective function, it matches a previously known and best possible robustness factor of $1/2$. For the other extreme case of $c=1$ it yields a robustness factor of $\approx 0.35$ improving over the best previously known robustness factor of $\approx 0.06$. The analysis of our policy relies on a greedy algorithm that is a slight modification of Wolsey's greedy algorithm for the submodular knapsack problem with a known knapsack constraint. We obtain tight approximation guarantees for both of these algorithms in the setting of a submodular objective function with curvature $c$.
