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We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…

Optimization and Control · Mathematics 2025-11-17 Tomás González , Cristóbal Guzmán , Courtney Paquette

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

In this paper, we propose the first exact algorithm for minimizing the difference of two submodular functions (D.S.), i.e., the discrete version of the D.C. programming problem. The developed algorithm is a branch-and-bound-based algorithm…

Data Structures and Algorithms · Computer Science 2011-08-23 Yoshinobu Kawahara , Takashi Washio

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian

Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…

Optimization and Control · Mathematics 2014-11-06 Robert Nishihara , Stefanie Jegelka , Michael I. Jordan

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

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

In Part I of this paper, we proposed and analyzed a novel algorithmic framework for the minimization of a nonconvex (smooth) objective function, subject to nonconvex constraints, based on inner convex approximations. This Part II is devoted…

Information Theory · Computer Science 2017-04-05 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song , Stefania Sardellitti

We define a new class of set functions that in addition to being monotone and subadditive, also admit a very limited form of submodularity defined over a permutation of the ground set. We refer to this permutation as a submodular order.…

Optimization and Control · Mathematics 2024-03-01 Rajan Udwani

Motivated by practical applications, recent works have considered maximization of sums of a submodular function $g$ and a linear function $\ell$. Almost all such works, to date, studied only the special case of this problem in which $g$ is…

Data Structures and Algorithms · Computer Science 2022-04-08 Kobi Bodek , Moran Feldman

This work proposes an efficient parallel algorithm for non-monotone submodular maximization under a knapsack constraint problem over the ground set of size $n$. Our algorithm improves the best approximation factor of the existing parallel…

Artificial Intelligence · Computer Science 2024-09-09 Tan D. Tran , Canh V. Pham , Dung T. K. Ha , Phuong N. H. Pham

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective…

Optimization and Control · Mathematics 2018-06-04 Kevin Scaman , Francis Bach , Sébastien Bubeck , Yin Tat Lee , Laurent Massoulié

Constrained submodular maximization problems have long been studied, with near-optimal results known under a variety of constraints when the submodular function is monotone. The case of non-monotone submodular maximization is less…

Data Structures and Algorithms · Computer Science 2010-10-07 Anupam Gupta , Aaron Roth , Grant Schoenebeck , Kunal Talwar

We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre

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

Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized…

Data Structures and Algorithms · Computer Science 2020-09-24 Richard Santiago , Yuichi Yoshida

This paper proposes an algorithm for solving structured optimization problems, which covers both the backward-backward and the Douglas-Rachford algorithms as special cases, and analyzes its convergence. The set of fixed points of the…

Optimization and Control · Mathematics 2017-09-19 Nguyen Hieu Thao

We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…

Discrete Mathematics · Computer Science 2017-05-01 Dorit S. Hochbaum