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In this paper, we study the problem of \textit{constrained} and \textit{stochastic} continuous submodular maximization. Even though the objective function is not concave (nor convex) and is defined in terms of an expectation, we develop a…

Optimization and Control · Mathematics 2017-11-07 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

In this paper, we study the problem of maximizing continuous submodular functions that naturally arise in many learning applications such as those involving utility functions in active learning and sensing, matrix approximations and network…

Machine Learning · Computer Science 2017-08-16 Hamed Hassani , Mahdi Soltanolkotabi , Amin Karbasi

Submodular maximization with a cardinality constraint can model various problems, and those problems are often very large in practice. For the case where objective functions are monotone, many fast approximation algorithms have been…

Data Structures and Algorithms · Computer Science 2020-01-13 Shinsaku Sakaue

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

Optimization and Control · Mathematics 2018-11-13 Aryan Mokhtari , Hamed Hassani , Amin Karbasi

We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as $\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A)$. While it is widely known that greedy methods work…

Data Structures and Algorithms · Computer Science 2021-05-04 Rajan Udwani

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…

Machine Learning · Computer Science 2019-05-24 Christoph Dürr , Nguyen Kim Thang , Abhinav Srivastav , Léo Tible

Non-monotone constrained submodular maximization plays a crucial role in various machine learning applications. However, existing algorithms often struggle with a trade-off between approximation guarantees and practical efficiency. The…

Machine Learning · Computer Science 2024-05-24 Murad Tukan , Loay Mualem , Moran Feldman

In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…

Optimization and Control · Mathematics 2017-11-01 Vasileios Tzoumas , Konstantinos Gatsis , Ali Jadbabaie , George J. Pappas

We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…

Optimization and Control · Mathematics 2023-05-09 Lintao Ye , Zhi-Wei Liu , Ming Chi , Vijay Gupta

Over the last two decades, submodular function maximization has been the workhorse of many discrete optimization problems in machine learning applications. Traditionally, the study of submodular functions was based on binary function…

Machine Learning · Computer Science 2022-05-18 Loay Mualem , Moran Feldman

In this paper, we provide the first deterministic algorithm that achieves the tight $1-1/e$ approximation guarantee for submodular maximization under a cardinality (size) constraint while making a number of queries that scales only linearly…

Data Structures and Algorithms · Computer Science 2022-04-13 Wenxin Li , Moran Feldman , Ehsan Kazemi , Amin Karbasi

We consider the problem of maximizing non-negative non-decreasing set functions. Although most of the recent work focus on exploiting submodularity, it turns out that several objectives we encounter in practice are not submodular.…

Data Structures and Algorithms · Computer Science 2018-06-19 Gaurav Gupta , Sergio Pequito , Paul Bogdan

In this paper, we study the problem of monotone (weakly) DR-submodular continuous maximization. While previous methods require the gradient information of the objective function, we propose a derivative-free algorithm LDGM for the first…

Machine Learning · Computer Science 2019-02-26 Yibo Zhang , Chao Qian , Ke Tang

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

Data Structures and Algorithms · Computer Science 2018-11-01 Alina Ene , Huy L. Nguyen

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

Optimization and Control · Mathematics 2018-08-28 Damek Davis , Dmitriy Drusvyatskiy

We study the problem of maximizing a monotone submodular function subject to a matroid constraint, and present for it a deterministic non-oblivious local search algorithm that has an approximation guarantee of $1 - 1/e - \varepsilon$ (for…

Data Structures and Algorithms · Computer Science 2025-09-18 Niv Buchbinder , Moran Feldman

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Data Structures and Algorithms · Computer Science 2024-11-19 Thibaut Horel , Yaron Singer

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

Data Structures and Algorithms · Computer Science 2024-03-27 Shengminjie Chen , Donglei Du , Wenguo Yang , Dachuan Xu , Suixiang Gao

While greedy algorithms have long been observed to perform well on a wide variety of problems, up to now approximation ratios have only been known for their application to problems having submodular objective functions $f$. Since many…

Data Structures and Algorithms · Computer Science 2018-01-16 J. David Smith , My T. Thai