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We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact…
Graph modification problems, which aim to find a small set of modifications to a graph so that it satisfies a desired property, have been studied for several special graph classes. The literature is rather rich in NP-completeness results…
The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…
We show that a very simple modification of the Pure Greedy Algorithm for approximating functions by sparse sums from a dictionary in a Hilbert or more generally a Banach space has optimal convergence rates on the class of convex…
For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to…
We introduce the convex combinatorial optimization problem, a far reaching generalization of the standard linear combinatorial optimization problem. We show that it is strongly polynomial time solvable over any edge-guaranteed family, and…
Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the…
Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…
Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…
Updating a linear least squares solution can be critical for near real-time signalprocessing applications. The Greville algorithm proposes a simple formula for updating the pseudoinverse of a matrix A $\in$ R nxm with rank r. In this paper,…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…
The graph partitioning problem is a well-known NP-hard problem. In this paper, we formulate a 0-1 quadratic integer programming model for the graph partitioning problem with vertex weight constraints and fixed vertex constraints, and…
A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…
The 0-1 knapsack problem is a well-known combinatorial optimisation problem. Approximation algorithms have been designed for solving it and they return provably good solutions within polynomial time. On the other hand, genetic algorithms…
Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…
Matrix recovery is the problem of recovering a low-rank matrix from a few linear measurements. Recently, this problem has gained a lot of attention as it is employed in many applications such as Netflix prize problem, seismic data…
We consider an incremental variant of the rooted prize-collecting Steiner-tree problem with a growing budget constraint. While no incremental solution exists that simultaneously approximates the optimum for all budgets, we show that a…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…