Related papers: Active-set Methods for Submodular Minimization Pro…
We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…
Differential orthogonal frequency division multiplexing (OFDM) is practically attractive for underwater acoustic communications since it has the potential to obviate channel estimation. However, similar to coherent OFDM, it may suffer from…
We present a branch and bound method for maximizing an arbitrary set function h mapping 2^V to R. By decomposing h as f-g, where f is a submodular function and g is the cut function of a (simple, undirected) graph G with vertex set V, our…
In the distributed optimization problem for a multi-agent system, each agent knows a local function and must find a minimizer of the sum of all agents' local functions by performing a combination of local gradient evaluations and…
This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…
We introduce discretizations of infinite-dimensional optimization problems with total variation regularization and integrality constraints on the optimization variables. We advance the discretization of the dual formulation of the total…
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…
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser. We investigate the performance of a zeroth-order method…
Variational inequalities play a key role in machine learning research, such as generative adversarial networks, reinforcement learning, adversarial training, and generative models. This paper is devoted to the constrained variational…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Diminishing-returns (DR) submodular optimization is an important field with many real-world applications in machine learning, economics and communication systems. It captures a subclass of non-convex optimization that provides both…
In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…
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,…
Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…
We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…
This paper presents active-set methods for minimizing nonconvex twice-continuously differentiable functions subject to bound constraints. Within the faces of the feasible set, we employ descent methods with Armijo line search, utilizing…
Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…
We consider the data-driven dictionary learning problem. The goal is to seek an over-complete dictionary from which every training signal can be best approximated by a linear combination of only a few codewords. This task is often achieved…