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We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

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

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

Optimization and Control · Mathematics 2021-08-13 Xuyang Wu , Jie Lu

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…

Optimization and Control · Mathematics 2020-10-27 Jianchao Bai , William W. Hager , Hongchao Zhang

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

Computation · Statistics 2017-11-20 Sen Na , Cho-Jui Hsieh

Constrained submodular maximization problems have long been studied, with near-optimal results known under a variety of constraints when the submodular function is monotone. The case of non-monotone submodular maximization is less…

Data Structures and Algorithms · Computer Science 2010-10-07 Anupam Gupta , Aaron Roth , Grant Schoenebeck , Kunal Talwar

We consider variants of the classic Multiway Cut problem. Multiway Cut asks to partition a graph $G$ into $k$ parts so as to separate $k$ given terminals. Recently, Chandrasekaran and Wang (ESA 2021) introduced $\ell_p$-norm Multiway, a…

Data Structures and Algorithms · Computer Science 2023-08-17 Charlie Carlson , Jafar Jafarov , Konstantin Makarychev , Yury Makarychev , Liren Shan

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

We study the problem of maximizing a submodular function, subject to a cardinality constraint, with a set of agents communicating over a connected graph. We propose a distributed greedy algorithm that allows all the agents to converge to a…

Optimization and Control · Mathematics 2020-09-29 Lintao Ye , Shreyas Sundaram

When approaching to problems in computer science, we often encounter situations where a subset of a finite set maximizing some utility function needs to be selected. Some of such utility functions are known to be approximately submodular.…

Data Structures and Algorithms · Computer Science 2019-04-30 Naoya Uematsu , Shunji Umetani , Yoshinobu Kawahara

Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…

Data Structures and Algorithms · Computer Science 2024-09-24 Niv Buchbinder , Moran Feldman

Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…

Data Structures and Algorithms · Computer Science 2018-12-20 Eyal Mizrachi , Roy Schwartz , Joachim Spoerhase , Sumedha Uniyal

In this paper we study the problem of minimizing a submodular function $f : 2^V \rightarrow \mathbb{R}$ that is guaranteed to have a $k$-sparse minimizer. We give a deterministic algorithm that computes an additive $\epsilon$-approximate…

Data Structures and Algorithms · Computer Science 2024-07-09 Andrei Graur , Haotian Jiang , Aaron Sidford

We consider the problem of maximizing a non-negative submodular set function $f:2^N \rightarrow \mathbb{R}_+$ over a ground set $N$ subject to a variety of packing type constraints including (multiple) matroid constraints, knapsack…

Discrete Mathematics · Computer Science 2014-08-14 Chandra Chekuri , Jan Vondrák , Rico Zenklusen

Using polarity, we give an outer polyhedral approximation for the epigraph of set functions. For a submodular function, we prove that the corresponding polar relaxation is exact; hence, it is equivalent to the Lov\'asz extension. The polar…

Optimization and Control · Mathematics 2020-12-09 Alper Atamturk , Vishnu Narayanan

Given a directed graph $G = (V, E)$, the $k$-path partition problem is to find a minimum collection of vertex-disjoint directed paths each of order at most $k$ to cover all the vertices of $V$. The problem has various applications in…

Data Structures and Algorithms · Computer Science 2021-07-13 Yong Chen , Zhi-Zhong Chen , Curtis Kennedy , Guohui Lin , Yao Xu , An Zhang

For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…

Optimization and Control · Mathematics 2026-03-25 Geng-Hua Li , Hai-Yi Zhao , Xiangkai Sun