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The Submodular Greedy Approximation Guarantee

Abstract

Cardinality-greedy maximization of a monotone submodular function attains the classical one-minus-one-over-e guarantee.

Theorem 1.1 (Cardinality greedy attains one minus one over e).

Proof. Machine-checked in Lean as D5/S3/Resource/SubmodularGreedyApproximation.cardinality_greedy_one_sub_inv_exp_guarantee (✓ std3). ∎

Citation. G. L. Nemhauser; L. A. Wolsey; M. L. Fisher (1978). An Analysis of Approximations for Maximizing Submodular Set Functions—I. DOI: 10.1007/BF01588971.

Commentary.

Let f be a real-valued function on finite subsets, normalized by f(empty) = 0, monotone under inclusion, and submodular in diminishing-returns form. At each of k steps, choose a fresh element whose marginal value is maximal among all unchosen elements.

For every comparison set O with at most k elements, submodularity bounds the remaining gap f(O) - f(S_t) by the sum of O’s marginals at S_t. Greedy maximality bounds every summand by the next greedy gain, giving a geometric contraction by 1 - 1/k.

After k steps, Mathlib’s exponential power bound places the residual factor below exp(-1). The theorem does not require O to be globally optimal, so the displayed guarantee applies in particular to every optimal feasible set.

References

  • Truth anchor: D5/S3/Resource/SubmodularGreedyApproximation.cardinality_greedy_one_sub_inv_exp_guarantee