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The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array of useful applications in engineering, machine learning and statistics, and the design of…

Optimization and Control · Mathematics 2012-06-27 Ronny Luss , Marc Teboulle

The maximization of submodular functions have found widespread application in areas such as machine learning, combinatorial optimization, and economics, where practitioners often wish to enforce various constraints; the matroid constraint…

Data Structures and Algorithms · Computer Science 2023-05-02 Monika Henzinger , Paul Liu , Jan Vondrak , Da Wei Zheng

In this note we study multiple-ratio fractional 0--1 programs, a broad class of NP-hard combinatorial optimization problems. In particular, under some relatively mild assumptions we provide a complete characterization of the conditions,…

Optimization and Control · Mathematics 2020-12-15 Shaoning Han , Andres Gomez , Oleg A Prokopyev

The optimization of submodular functions on the integer lattice has received much attention recently, but the objective functions of many applications are non-submodular. We provide two approximation algorithms for maximizing a…

Data Structures and Algorithms · Computer Science 2018-05-21 Alan Kuhnle , J. David Smith , Victoria G. Crawford , My T. Thai

Constrained submodular optimization problems play a key role in the area of combinatorial optimization as they capture many NP-hard optimization problems. So far, Pareto optimization approaches using multi-objective formulations have been…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Frank Neumann , Günter Rudolph

In this study, we consider the subset selection problems with submodular or monotone discrete objective functions under partition matroid constraints where the thresholds are dynamic. We focus on POMC, a simple Pareto optimization approach…

Neural and Evolutionary Computing · Computer Science 2020-12-17 Anh Viet Do , Frank Neumann

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

Machine Learning · Computer Science 2022-03-10 Marwa El Halabi , Stefanie Jegelka

Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…

Optimization and Control · Mathematics 2023-11-17 Daniel Porumbel

This paper proposes a unified approach for designing stochastic optimization algorithms that robustly scale to the federated learning setting. Our work studies a class of Majorize-Minimization (MM) problems, which possesses a linearly…

Machine Learning · Computer Science 2025-07-24 Aymeric Dieuleveut , Gersende Fort , Mahmoud Hegazy , Hoi-To Wai

We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…

Discrete Mathematics · Computer Science 2019-02-22 Tobias Friedrich , Andreas Göbel , Frank Neumann , Francesco Quinzan , Ralf Rothenberger

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

We study two mixed robust/average-case submodular partitioning problems that we collectively call Submodular Partitioning. These problems generalize both purely robust instances of the problem (namely max-min submodular fair allocation…

Data Structures and Algorithms · Computer Science 2016-08-17 Kai Wei , Rishabh Iyer , Shengjie Wang , Wenruo Bai , Jeff Bilmes

Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…

Machine Learning · Computer Science 2013-10-09 Francis Bach

Submodularity is a key property in discrete optimization. Submodularity has been widely used for analyzing the greedy algorithm to give performance bounds and providing insight into the construction of valid inequalities for mixed-integer…

Optimization and Control · Mathematics 2022-05-24 Temitayo Ajayi , Taewoo Lee , Andrew Schaefer

A class of smoothing methods is proposed for solving mathematical programs with equimibrium constraints. We introduce new and very simple regularizations of the complementarity constraints. Some estimate distance to optimal solution and…

Optimization and Control · Mathematics 2010-01-14 Mounir Haddou

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

We consider the problem of covering multiple submodular constraints. Given a finite ground set $N$, a cost function $c: N \rightarrow \mathbb{R}_+$, $r$ monotone submodular functions $f_1,f_2,\ldots,f_r$ over $N$ and requirements…

Data Structures and Algorithms · Computer Science 2025-09-04 Tanvi Bajpai , Chandra Chekuri , Pooja Kulkarni

Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…

Machine Learning · Computer Science 2018-07-24 Rong Ge , Jason D. Lee , Tengyu Ma

Submodular maximization constitutes a prominent research topic in combinatorial optimization and theoretical computer science, with extensive applications across diverse domains. While substantial advancements have been achieved in…

Data Structures and Algorithms · Computer Science 2026-03-17 Shengminjie Chen , Yiwei Gao , Kaifeng Lin , Xiaoming Sun , Jialin Zhang

We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…

Optimization and Control · Mathematics 2025-07-08 Andres Gomez , Shaoning Han
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