Polyhedral aspects of Submodularity, Convexity and Concavity

Abstract

Seminal work by Edmonds and Lovasz shows the strong connection between submodularity and convexity. Submodular functions have tight modular lower bounds, and subdifferentials in a manner akin to convex functions. They also admit poly-time algorithms for minimization and satisfy the Fenchel duality theorem and the Discrete Seperation Theorem, both of which are fundamental characteristics of convex functions. Submodular functions also show signs similar to concavity. Submodular maximization, though NP hard, admits constant factor approximation guarantees. Concave functions composed with modular functions are submodular, and they also satisfy diminishing returns property. This manuscript provides a more complete picture on the relationship between submodularity with convexity and concavity, by extending many of the results connecting submodularity with convexity to the concave aspects of submodularity. We first show the existence of superdifferentials, and efficiently computable tight modular upper bounds of a submodular function. While we show that it is hard to characterize this polyhedron, we obtain inner and outer bounds on the superdifferential along with certain specific and useful supergradients. We then investigate forms of concave extensions of submodular functions and show interesting relationships to submodular maximization. We next show connections between optimality conditions over the superdifferentials and submodular maximization, and show how forms of approximate optimality conditions translate into approximation factors for maximization. We end this paper by studying versions of the discrete seperation theorem and the Fenchel duality theorem when seen from the concave point of view. In every case, we relate our results to the existing results from the convex point of view, thereby improving the analysis of the relationship between submodularity, convexity, and concavity.