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We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

A natural and important generalization of submodularity -- $k$-submodularity -- applies to set functions with $k$ arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In…

Optimization and Control · Mathematics 2021-06-29 Qimeng Yu , Simge Küçükyavuz

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Optimization and Control · Mathematics 2025-01-28 Huaqing Zhang , Lesi Chen , Jing Xu , Jingzhao Zhang

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

With the extensive application of submodularity, its generalizations are constantly being proposed. However, most of them are tailored for special problems. In this paper, we focus on quasi-submodularity, a universal generalization, which…

Data Structures and Algorithms · Computer Science 2014-11-14 Jincheng Mei , Kang Zhao , Bao-Liang Lu

We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…

Optimization and Control · Mathematics 2025-07-09 Shaoning Han , Andrés Gómez

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self-concordant-like property, this concept…

Optimization and Control · Mathematics 2018-01-23 Quoc Tran-Dinh , Yen-Huan Li , Volkan Cevher

Slack and margin rescaling are variants of the structured output SVM, which is frequently applied to problems in computer vision such as image segmentation, object localization, and learning parts based object models. They define convex…

Machine Learning · Computer Science 2017-08-11 Matthew B. Blaschko

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

Optimization and Control · Mathematics 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Optimization and Control · Mathematics 2016-12-08 Ganzhao Yuan , Wei-Shi Zheng , Bernard Ghanem

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

Optimization and Control · Mathematics 2022-11-10 Marta Lazzaretti , Luca Calatroni , Claudio Estatico

Maximizing a single submodular set function subject to a cardinality constraint is a well-studied and central topic in combinatorial optimization. However, finding a set that maximizes multiple functions at the same time is much less…

Data Structures and Algorithms · Computer Science 2025-05-16 Fabian Spaeh , Atsushi Miyauchi

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often…

Systems and Control · Computer Science 2016-08-04 Frank Ong , Michael Lustig

Clustering with submodular functions has been of interest over the last few years. Symmetric submodular functions are of particular interest as minimizing them is significantly more efficient and they include many commonly used functions in…

Data Structures and Algorithms · Computer Science 2014-11-21 Amit Dhurandhar , Karthik Gurumoorthy

Statistical Linkage Learning (SLL) is a part of many state-of-the-art optimizers. The purpose of SLL is to discover variable interdependencies. It has been shown that the effectiveness of SLL-using optimizers is highly dependent on the…

Neural and Evolutionary Computing · Computer Science 2025-03-25 Michal Prusik , Bartosz Frej , Michal W. Przewozniczek

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…

Optimization and Control · Mathematics 2024-11-21 Hanyang Li , Ying Cui

In this manuscript, we offer a gentle review of submodularity and supermodularity and their properties. We offer a plethora of submodular definitions; a full description of a number of example submodular functions and their generalizations;…

Machine Learning · Computer Science 2022-10-05 Jeff Bilmes

In this paper, we propose the first exact algorithm for minimizing the difference of two submodular functions (D.S.), i.e., the discrete version of the D.C. programming problem. The developed algorithm is a branch-and-bound-based algorithm…

Data Structures and Algorithms · Computer Science 2011-08-23 Yoshinobu Kawahara , Takashi Washio

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic
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