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Assume that f is a strict convex function with a unique minimum in R^n. We divide the vector of n-variables to d groups of vector subvariables with d at least two. We assume that we can find the partial minimum of f with respect to each…

Optimization and Control · Mathematics 2019-06-06 Shmuel Friedland

In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…

Optimization and Control · Mathematics 2017-11-01 Vasileios Tzoumas , Konstantinos Gatsis , Ali Jadbabaie , George J. Pappas

Let $(L; \sqcap, \sqcup)$ be a finite lattice and let $n$ be a positive integer. A function $f : L^n \to \mathbb{R}$ is said to be submodular if $f(\tup{a} \sqcap \tup{b}) + f(\tup{a} \sqcup \tup{b}) \leq f(\tup{a}) + f(\tup{b})$ for all…

Data Structures and Algorithms · Computer Science 2009-04-22 Fredrik Kuivinen

We present several domain decomposition algorithms for sequential and parallel minimization of functionals formed by a discrepancy term with respect to data and total variation constraints. The convergence properties of the algorithms are…

Numerical Analysis · Mathematics 2009-02-03 Massimo Fornasier , Andreas Langer , Carola-Bibiane Schönlieb

We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular…

Data Structures and Algorithms · Computer Science 2014-12-15 Maxim Sviridenko , Jan Vondrák , Justin Ward

We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…

Optimization and Control · Mathematics 2017-08-16 Dmitriy Drusvyatskiy , Courtney Paquette

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Convex regression is the problem of fitting a convex function to a data set consisting of input-output pairs. We present a new approach to this problem called spectrahedral regression, in which we fit a spectrahedral function to the data,…

Optimization and Control · Mathematics 2021-11-01 Eliza O'Reilly , Venkat Chandrasekaran

We introduce a new approach to decomposable submodular function minimization (DSFM) that exploits incidence relations. Incidence relations describe which variables effectively influence the component functions, and when properly utilized,…

Machine Learning · Computer Science 2018-09-26 Pan Li , Olgica Milenkovic

In this paper, we demonstrate a formulation for optimizing coupled submodular maximization problems with provable sub-optimality bounds. In robotics applications, it is quite common that optimization problems are coupled with one another…

Robotics · Computer Science 2021-11-19 Jun Liu , Ryan K. Williams

Combinatorial algorithms for minimization of functions of many variables, which take their values in finite totally ordered sets, are developed. For that the decomposition of the functions by Boolean polynomials is used. The modified SFM…

Optimization and Control · Mathematics 2007-06-13 Boris Zalesky

This paper presents a polynomial-time $1/2$-approximation algorithm for maximizing nonnegative $k$-submodular functions. This improves upon the previous $\max\{1/3, 1/(1+a)\}$-approximation by Ward and \v{Z}ivn\'y~(SODA'14), where…

Data Structures and Algorithms · Computer Science 2015-02-27 Satoru Iwata , Shin-ichi Tanigawa , Yuichi Yoshida

In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications…

Data Structures and Algorithms · Computer Science 2018-05-25 Rad Niazadeh , Tim Roughgarden , Joshua R. Wang

We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…

Data Structures and Algorithms · Computer Science 2010-07-16 Yossi Azar , Iftah Gamzu

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

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

Submodular functions are discrete analogs of convex functions, which have applications in various fields, including machine learning and computer vision. However, in large-scale applications, solving Submodular Function Minimization (SFM)…

Machine Learning · Statistics 2018-06-08 Weizhong Zhang , Bin Hong , Lin Ma , Wei Liu , Tong Zhang

It has been observed independently by many researchers that the isolating cut lemma of Li and Panigrahi [FOCS 2020] can be easily extended to obtain new algorithms for finding the non-trivial minimizer of a symmetric submodular function and…

Data Structures and Algorithms · Computer Science 2021-03-30 Sagnik Mukhopadhyay , Danupon Nanongkai

Submodular optimization plays a key role in many real-world problems. In many real-world scenarios, it is also necessary to handle uncertainty, and potentially disruptive events that violate constraints in stochastic settings need to be…

Machine Learning · Computer Science 2019-11-27 Benjamin Doerr , Carola Doerr , Aneta Neumann , Frank Neumann , Andrew M. Sutton
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