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We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

We consider interactive learning and covering problems, in a setting where actions may incur different costs, depending on the response to the action. We propose a natural greedy algorithm for response-dependent costs. We bound the…

Machine Learning · Computer Science 2018-11-21 Sivan Sabato

Results on two different settings of asymptotic behavior of approximation characteristics of individual functions are presented. First, we discuss the following classical question for sparse approximation. Is it true that for any individual…

Numerical Analysis · Mathematics 2019-11-11 L. Burusheva , V. Temlyakov

In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements…

Optimization and Control · Mathematics 2022-04-12 Shamak Dutta , Nils Wilde , Stephen L. Smith

The chapter starts with a historical summary of first attempts to optimize the spin glass Hamiltonian, comparing it to recent results on searching largest cliques in random graphs. Exact algorithms to find ground states in generic spin…

Disordered Systems and Neural Networks · Physics 2023-01-03 Sergio Caracciolo , Alexander K. Hartmann , Scott Kirkpatrick , Martin Weigel

An algorithm capable of finding a likely global optimum (minimum) and a set of sub-optimal points for arbitrary generic functions of several variables is presented. The algorithm is designed to deal even with functions of complex behavior,…

Optimization and Control · Mathematics 2017-08-23 Glauco Masotti

Submodular optimization is a special class of combinatorial optimization arising in several machine learning problems, but also in cooperative control of complex systems. In this paper, we consider agents in an asynchronous, unreliable and…

Systems and Control · Computer Science 2018-12-17 Andrea Testa , Ivano Notarnicola , Giuseppe Notarstefano

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…

Social and Information Networks · Computer Science 2019-10-09 Khashayar Gatmiry , Manuel Gomez-Rodriguez

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimization and Control · Mathematics 2021-05-18 Huan Xiong , Mengyang Yu , Li Liu , Fan Zhu , Fumin Shen , Ling Shao

Among various algorithms designed to exploit the specific properties of quantum computers with respect to classical ones, the quantum adiabatic algorithm is a versatile proposition to find the minimal value of an arbitrary cost function…

Statistical Mechanics · Physics 2013-01-29 Victor Bapst , Laura Foini , Florent Krzakala , Guilhem Semerjian , Francesco Zamponi

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of…

Optimization and Control · Mathematics 2018-05-11 Emily Clark , Travis Askham , Steven L. Brunton , J. Nathan Kutz

This paper addresses the task allocation problem for multi-robot systems. The main issue with the task allocation problem is inherent complexity that makes finding an optimal solution within a reasonable time almost impossible. To hand the…

Multiagent Systems · Computer Science 2019-01-11 Hyo-Sang Shin , Teng Li , Pau Segui-Gasco

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

We study the problem of distributed state estimation in a network of sensing units that can exchange their measurements but the rate of communication between the units is constrained. The units collect noisy, possibly only partial…

Signal Processing · Electrical Eng. & Systems 2018-07-23 Abolfazl Hashemi , Osman Fatih Kilic , Haris Vikalo

This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards)…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting [53]), and constrained minimization of submodular…

Data Structures and Algorithms · Computer Science 2013-11-12 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

The main focus of this article is to provide a mathematical study of the algorithm proposed in \cite{boyaval2010variance} where the authors proposed a variance reduction technique for the computation of parameter-dependent expectations…

Numerical Analysis · Mathematics 2021-09-24 Mohamed-Raed Blel , Virginie Ehrlacher , Tony Lelièvre
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