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A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…

Optimization and Control · Mathematics 2020-06-23 Pascal Bianchi , Walid Hachem , Adil Salim

In this paper we design a new primal-dual algorithm for the classic discrete optimization problem of maximizing a monotone submodular function subject to a cardinality constraint achieving the optimal approximation of $(1-1/e)$. This…

Data Structures and Algorithms · Computer Science 2023-11-15 Deeparnab Chakrabarty , Luc Cote

In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , Jacek Gondzio

We consider the problem of online job scheduling on a single machine or multiple unrelated machines with general job/machine-dependent cost functions. In this model, each job $j$ has a processing requirement (length) $v_{ij}$ and arrives…

Systems and Control · Electrical Eng. & Systems 2024-09-23 S. Rasoul Etesami

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

There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…

Optimization and Control · Mathematics 2024-01-02 Haihao Lu , Jinwen Yang

We consider scheduling on identical and unrelated parallel machines with job assignment restrictions. These problems are NP-hard and they do not admit polynomial time approximation algorithms with approximation ratios smaller than $1.5$…

Data Structures and Algorithms · Computer Science 2017-01-26 Klaus Jansen , Marten Maack , Roberto Solis-Oba

We consider non-preemptive scheduling of MapReduce jobs with multiple tasks in the practical scenario where each job requires several map-reduce rounds. We seek to minimize the average weighted completion time and consider scheduling on…

Data Structures and Algorithms · Computer Science 2016-02-18 Dimitris Fotakis , Ioannis Milis , Orestis Papadigenopoulos , Vasilis Vassalos , Georgios Zois

In this paper, we investigate the trade-off between convergence rate and computational cost when minimizing a composite functional with proximal-gradient methods, which are popular optimisation tools in machine learning. We consider the…

Machine Learning · Computer Science 2012-10-23 Pierre Machart , Sandrine Anthoine , Luca Baldassarre

In the Scheduling Machines with Capacity Constraints problem, we are given k identical machines, each of which can process at most m_i jobs. M jobs are also given, where job j has a non-negative processing time length t_j >= 0. The task is…

Data Structures and Algorithms · Computer Science 2009-06-18 Chi Zhang , Gang Wang , Xiaoguang Liu , Jing Liu

We investigate a single machine rescheduling problem that arises from an unexpected machine unavailability, after the given set of jobs has already been scheduled to minimize the total weighted completion time. Such a disruption is…

Data Structures and Algorithms · Computer Science 2017-01-27 Wenchang Luo , Taibo Luo , Randy Goebel , Guohui Lin

The problem of scheduling jobs on parallel machines (identical, uniform, or unrelated), under incompatibility relation modeled as a block graph, under the makespan optimality criterion, is considered in this paper. No two jobs that are in…

Discrete Mathematics · Computer Science 2024-03-05 Hanna Furmańczyk , Tytus Pikies , Inka Sokołowska , Krzysztof Turowski

The problem of scheduling non-simultaneously released jobs with due dates on a single machine with the objective to minimize the maximum job lateness is known to be strongly NP-hard. Here we consider an extended model in which the…

Optimization and Control · Mathematics 2023-06-16 Nodari Vakhania , Frank Werner , Alejandro Reynoso

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

We consider the {\em matroid median} problem \cite{KrishnaswamyKNSS11}, wherein we are given a set of facilities with opening costs and a matroid on the facility-set, and clients with demands and connection costs, and we seek to open an…

Data Structures and Algorithms · Computer Science 2016-09-30 Chaitanya Swamy

In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Optimization and Control · Mathematics 2017-01-25 Xiang Gao , Yangyang Xu , Shuzhong Zhang

Recently, the problem of multitasking scheduling has attracted a lot of attention in the service industries where workers frequently perform multiple tasks by switching from one task to another. Hall, Leung and Li (Discrete Applied…

Data Structures and Algorithms · Computer Science 2022-04-06 Bin Fu , Yumei Huo , Hairong Zhao

We consider the scheduling problem on $n$ strategic unrelated machines when no payments are allowed, under the objective of minimizing the makespan. We adopt the model introduced in [Koutsoupias, Theory Comput. Syst. (2014)] where a machine…

Computer Science and Game Theory · Computer Science 2018-12-05 Yiannis Giannakopoulos , Elias Koutsoupias , Maria Kyropoulou

Selecting the fastest algorithm for a specific signal/image processing task is a challenging question. We propose an approach based on the Performance Estimation Problem framework that numerically and automatically computes the worst-case…

Optimization and Control · Mathematics 2024-03-18 Nizar Bousselmi , Nelly Pustelnik , Julien M. Hendrickx , François Glineur

A multiple knapsack constraint over a set of items is defined by a set of bins of arbitrary capacities, and a weight for each of the items. An assignment for the constraint is an allocation of subsets of items to the bins which adheres to…

Data Structures and Algorithms · Computer Science 2021-06-29 Yaron Fairstein , Ariel Kulik , Hadas Shachnai