Maximizing determinants under partition constraints

Abstract

Given a positive semidefinte matrix L whose columns and rows are indexed by a set U, and a partition matroid M=(U, I), we study the problem of selecting a basis B of M such that the determinant of the submatrix of L induced by the rows and columns in B is maximized. This problem appears in many areas including determinantal point processes in machine learning, experimental design, geographical placement problems, discrepancy theory and computational geometry to model subset selection problems that incorporate diversity. Our main result is to give a geometric concave program for the problem which approximates the optimum value within a factor of er+o(r), where r denotes the rank of the partition matroid M. We bound the integrality gap of the geometric concave program by giving a polynomial time randomized rounding algorithm. To analyze the rounding algorithm, we relate the solution of our algorithm as well the objective value of the relaxation to a certain stable polynomial. To prove the approximation guarantee, we utilize a general inequality about stable polynomials proved by Gurvits in the context of estimating the permanent of a doubly stochastic matrix.