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Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…
We derive lower bounds on the black-box oracle complexity of large-scale smooth convex minimization problems, with emphasis on minimizing smooth (with Holder continuous, with a given exponent and constant, gradient) convex functions over…
The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…
We consider the problem of minimal correction of the training set to make it consistent with monotonic constraints. This problem arises during analysis of data sets via techniques that require monotone data. We show that this problem is…
We consider variants of the classical Frank-Wolfe algorithm for constrained smooth convex minimization, that instead of access to the standard oracle for minimizing a linear function over the feasible set, have access to an oracle that can…
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…
Nonconvex optimization problems with an L1-constraint are ubiquitous, and are found in many application domains including: optimal control of hybrid systems, machine learning and statistics, and operations research. This paper shows that…
The problem of minimizing the maximum of $N$ convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring $O(N\epsilon^{-2/3} + \epsilon^{-8/3})$…
We show that minimizing a convex function over the integer points of a bounded convex set is polynomial in fixed dimension.
In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…
This paper presents an algorithm for approximately minimizing a convex function in simple, not necessarily bounded convex domains, assuming only that function values and subgradients are available. No global information about the objective…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…
An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…
We note that known methods achieving the optimal oracle complexity for first order convex optimization require quadratic memory, and ask whether this is necessary, and more broadly seek to characterize the minimax number of first order…
We present a geometrical analysis on the completely positive programming reformulation of quadratic optimization problems and its extension to polynomial optimization problems with a class of geometrically defined nonconvex conic programs…
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…
The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…