Related papers: Oblivious Algorithms for the Maximum Directed Cut …
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
An instance of the graph-constrained max-cut (GCMC) problem consists of (i) an undirected graph G and (ii) edge-weights on a complete undirected graph on the same vertex set. The objective is to find a subset of vertices satisfying some…
We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…
Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…
Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…
Given an edge-weighted metric complete graph with $n$ vertices, the maximum weight metric triangle packing problem is to find a set of $n/3$ vertex-disjoint triangles with the total weight of all triangles in the packing maximized. Several…
We describe a randomized algorithm that, given a set $P$ of points in the plane, computes the best location to insert a new point $p$, such that the Delaunay triangulation of $P\cup\{p\}$ has the largest possible minimum angle. The expected…
Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…
We study the performance of sequential contention resolution and matching algorithms on random graphs with vanishing edge probabilities. When the edges of the graph are processed in an adversarially-chosen order, we derive a new OCRS that…
We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…
The vertex cover problem is a fundamental and widely studied combinatorial optimization problem. It is known that its standard linear programming relaxation is integral for bipartite graphs and half-integral for general graphs. As a…
This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…
We consider the problem of finding an edge in a hidden undirected graph $G = (V, E)$ with $n$ vertices, in a model where we only allowed queries that ask whether or not a subset of vertices contains an edge. We study the non-adaptive model…
Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…
The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…
Quantum approximate optimization algorithms are hybrid quantum-classical variational algorithms designed to approximately solve combinatorial optimization problems such as the MAX-CUT problem. In spite of its potential for near-term quantum…
Oblivious routing is an attractive paradigm for large distributed systems in which centralized control and frequent reconfigurations are infeasible or undesired (e.g., costly). Over the last almost 20 years, much progress has been made in…