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Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

Maximizing submodular objectives under constraints is a fundamental problem in machine learning and optimization. We study the maximization of a nonnegative, non-monotone $\gamma$-weakly DR-submodular function over a down-closed convex…

Machine Learning · Computer Science 2026-01-05 Hareshkumar Jadav , Ranveer Singh , Vaneet Aggarwal

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable…

Data Structures and Algorithms · Computer Science 2016-11-08 Avinatan Hassidim , Yaron Singer

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

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

We consider the problem of maximizing a monotone submodular function under a knapsack constraint. We show that, for any fixed $\epsilon > 0$, there exists a polynomial-time algorithm with an approximation ratio $1-c/e-\epsilon$, where $c…

Data Structures and Algorithms · Computer Science 2016-07-18 Yuichi Yoshida

Continuous DR-submodular functions are a class of functions that satisfy the Diminishing Returns (DR) property, which implies that they are concave along non-negative directions. Existing works have studied monotone continuous DR-submodular…

Machine Learning · Computer Science 2022-05-31 Omid Sadeghi , Maryam Fazel

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem.…

Data Structures and Algorithms · Computer Science 2020-06-30 Akbar Rafiey , 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

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

DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others.…

Machine Learning · Computer Science 2019-05-27 An Bian , Kfir Y. Levy , Andreas Krause , Joachim M. Buhmann

Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location and marketing over social networks. In this paper we…

Data Structures and Algorithms · Computer Science 2011-01-18 Ariel Kulik , Hadas Shachnai , Tami Tamir

In this work, we present a new algorithm for maximizing a non-monotone submodular function subject to a general constraint. Our algorithm finds an approximate fractional solution for maximizing the multilinear extension of the function over…

Data Structures and Algorithms · Computer Science 2016-08-15 Alina Ene , Huy L. Nguyen

It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular…

Optimization and Control · Mathematics 2021-06-10 Siddharth Mitra , Moran Feldman , Amin Karbasi

Submodular functions -- functions exhibiting diminishing returns -- are central to machine learning. When the objective is monotone and non-negative, the greedy algorithm achieves a tight $63\%$ approximation. But many practical objectives…

Machine Learning · Computer Science 2026-05-11 Yixin Chen , Alan Kuhnle

The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…

Data Structures and Algorithms · Computer Science 2022-10-24 Lingxiao Huang , Yuyi Wang , Chunxue Yang , Huanjian Zhou

In this paper, we propose the first continuous optimization algorithms that achieve a constant factor approximation guarantee for the problem of monotone continuous submodular maximization subject to a linear constraint. We first prove that…

Data Structures and Algorithms · Computer Science 2020-06-23 Moran Feldman , Amin Karbasi

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

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a…

Machine Learning · Computer Science 2020-06-25 Nguyen Kim Thang , Abhinav Srivastav

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
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