Related papers: A Lasserre Lower Bound for the Min-Sum Single Mach…
We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…
We consider the machine covering problem for selfish related machines. For a constant number of machines, m, we show a monotone polynomial time approximation scheme (PTAS) with running time that is linear in the number of jobs. It uses a…
In this paper, we introduce faster accelerated primal-dual algorithms for minimizing a convex function subject to strongly convex function constraints. Prior to our work, the best complexity bound was $\mathcal{O}(1/{\varepsilon})$,…
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…
In this paper, we present a new iterative rounding framework for many clustering problems. Using this, we obtain an $(\alpha_1 + \epsilon \leq 7.081 + \epsilon)$-approximation algorithm for $k$-median with outliers, greatly improving upon…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
We give a lower bound on the iteration complexity of a natural class of Lagrangean-relaxation algorithms for approximately solving packing/covering linear programs. We show that, given an input with $m$ random 0/1-constraints on $n$…
We propose a first-order augmented Lagrangian algorithm (FALC) to solve the composite norm minimization problem min |sigma(F(X)-G)|_alpha + |C(X)- d|_beta subject to A(X)-b in Q; where sigma(X) denotes the vector of singular values of X,…
The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable…
The problem of recovering a low $n$-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics…
Recent advances in randomized incremental methods for minimizing $L$-smooth $\mu$-strongly convex finite sums have culminated in tight complexity of $\tilde{O}((n+\sqrt{n L/\mu})\log(1/\epsilon))$ and $O(n+\sqrt{nL/\epsilon})$, where…
We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtain these results in the i.i.d. setup under subgaussian…
In modern engineering scenarios, there is often a strict upper bound on the number of algorithm iterations that can be performed within a given time limit. This raises the question of optimal algorithmic configuration for a fixed and finite…
The paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In particular, in…
In this paper, we focus on the solution of a hard single machine scheduling problem by new heuristic algorithms embedding techniques from machine learning field and scheduling theory. These heuristics transform an instance of the hard…
We consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…
We prove new lower bounds for suitable competitive ratio measures of two relaxed online packing problems: online removable multiple knapsack, and a recently introduced online minimum peak appointment scheduling problem. The high level…
We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…
We study the \emph{generalized min-sum set cover} (GMSSC) problem, where given a collection of hyperedges $E$ with arbitrary covering requirements $\{k_e \in \mathbb{Z}^+ : e \in E\}$, the objective is to find an ordering of the vertices…