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Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…
Let $P$ be a set of $n$ points in $\mathbb{R}^2$. For a given positive integer $w<n$, our objective is to find a set $C \subset P$ of points, such that $CH(P\setminus C)$ has the smallest number of vertices and $C$ has at most $n-w$ points.…
In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…
Proximal algorithms have gained popularity in recent years in large-scale and distributed optimization problems. One such problem is the phase retrieval problem, for which proximal operators have been proposed recently. The phase retrieval…
We study the problem of maximizing a monotone submodular function with viability constraints. This problem originates from computational biology, where we are given a phylogenetic tree over a set of species and a directed graph, the…
This paper proposes to develop a new variant of the two-time-scale stochastic approximation to find the roots of two coupled nonlinear operators, assuming only noisy samples of these operators can be observed. Our key idea is to leverage…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
Parameterized convex minorant (PCM) method is proposed for the approximation of the objective function in amortized optimization. In the proposed method, the objective function approximator is expressed by the sum of a PCM and a nonnegative…
An approximate sparse recovery system consists of parameters $k,N$, an $m$-by-$N$ measurement matrix, $\Phi$, and a decoding algorithm, $\mathcal{D}$. Given a vector, $x$, the system approximates $x$ by $\widehat x =\mathcal{D}(\Phi x)$,…
A prominent problem in scheduling theory is the weighted flow time problem on one machine. We are given a machine and a set of jobs, each of them characterized by a processing time, a release time, and a weight. The goal is to find a…
We present a finite-horizon optimization algorithm that extends the established concept of Dual Dynamic Programming (DDP) in two ways. First, in contrast to the linear costs, dynamics, and constraints of standard DDP, we consider problems…
Approximating Subset Sum is a classic and fundamental problem in computer science and mathematical optimization. The state-of-the-art approximation scheme for Subset Sum computes a $(1-\varepsilon)$-approximation in time…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
This paper provides new conditions for dynamic optimality in discrete time and uses them to establish fundamental dynamic programming results for several commonly used recursive preference specifications. These include Epstein-Zin…
This paper develops a comprehensive probabilistic setup to compute approximating functions in active subspaces. Constantine et al. proposed the active subspace method in (Constantine et al., 2014) to reduce the dimension of computational…
This paper studies the data-driven reconstruction of firing rate dynamics of brain activity described by linear-threshold network models. Identifying the system parameters directly leads to a large number of variables and a highly…
In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…
Computational models of human language often involve combinatorial problems. For instance, a probabilistic parser may marginalize over exponentially many trees to make predictions. Algorithms for such problems often employ dynamic…
Interval scheduling is a basic problem in the theory of algorithms and a classical task in combinatorial optimization. We develop a set of techniques for partitioning and grouping jobs based on their starting and ending times, that enable…
In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…