1. Mechanical and Aerospace Engineering Department, Princeton University, Princeton, NJ 08544, USA;2. Center for Control, Dynamical Systems, and Computation, University of California, Santa Barbara, CA 93106, USA
Abstract:
We study a class of non-convex optimization problems involving sigmoid functions. We show that sigmoid functions impart a combinatorial element to the optimization variables and make the global optimization computationally hard. We formulate versions of the knapsack problem, the generalized assignment problem and the bin-packing problem with sigmoid utilities. We merge approximation algorithms from discrete optimization with algorithms from continuous optimization to develop approximation algorithms for these NP-hard problems with sigmoid utilities.