Sum of submodular functions is submodular
Dependencies:
Let $f$ and $g$ be submodular functions. Then $f + g$ is also submodular.
This result can be easily extended to positively weighted sum of multiple functions.
Proof
\begin{align} & (f+g)(P \cup Q) + (f+g)(P \cap Q) \\ &= (f(P \cup Q) + f(P \cap Q)) + (g(P \cup Q) + g(P \cap Q)) \\ &\le (f(P) + f(Q)) + (g(P) + g(Q)) \\ &= (f+g)(P) + (f+g)(Q) \end{align}
Therefore, $f+g$ is also submodular.
Dependency for:
Info:
- Depth: 4
- Number of transitive dependencies: 4
Transitive dependencies:
- /sets-and-relations/countable-set
- σ-algebra
- Set function
- Submodular function