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This paper considers a quadratically-constrained cardinality minimization problem with applications to digital filter design, subset selection for linear regression, and portfolio selection. Two relaxations are investigated: the continuous…

Optimization and Control · Mathematics 2012-10-19 Dennis Wei

We study the problem of maximizing a non-monotone submodular function subject to a cardinality constraint in the streaming model. Our main contribution is a single-pass (semi-)streaming algorithm that uses roughly $O(k / \varepsilon^2)$…

Data Structures and Algorithms · Computer Science 2020-08-11 Naor Alaluf , Alina Ene , Moran Feldman , Huy L. Nguyen , Andrew Suh

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

We propose the first adversarially robust algorithm for monotone submodular maximization under single and multiple knapsack constraints with scalable implementations in distributed and streaming settings. For a single knapsack constraint,…

Data Structures and Algorithms · Computer Science 2019-05-08 Dmitrii Avdiukhin , Slobodan Mitrović , Grigory Yaroslavtsev , Samson Zhou

Let $V$ be a finite set of $n$ elements, $f: 2^V \rightarrow \mathbb{R}_+$ be a nonnegative monotone supermodular function, and $k$ be a positive integer no greater than $n$. This paper addresses the problem of maximizing $f(S)$ over all…

Optimization and Control · Mathematics 2025-10-23 Xujin Chen , Xiaodong Hu , Changjun Wang , Qingjie Ye

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

We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…

Data Structures and Algorithms · Computer Science 2013-08-13 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

The submodular Santa Claus problem was introduced in a seminal work by Goemans, Harvey, Iwata, and Mirrokni (SODA'09) as an application of their structural result. In the mentioned problem $n$ unsplittable resources have to be assigned to…

Data Structures and Algorithms · Computer Science 2020-11-16 Etienne Bamas , Paritosh Garg , Lars Rohwedder

In this paper we provide improved running times and oracle complexities for approximately minimizing a submodular function. Our main result is a randomized algorithm, which given any submodular function defined on $n$-elements with range…

Data Structures and Algorithms · Computer Science 2019-09-11 Brian Axelrod , Yang P. Liu , Aaron Sidford

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the…

Data Structures and Algorithms · Computer Science 2022-02-09 Andrew Downie , Bahman Gharesifard , Stephen L. Smith

This paper presents an $O(\log\log \bar{d})$ round massively parallel algorithm for $1+\epsilon$ approximation of maximum weighted $b$-matchings, using near-linear memory per machine. Here $\bar{d}$ denotes the average degree in the graph…

Data Structures and Algorithms · Computer Science 2022-11-16 Mohsen Ghaffari , Christoph Grunau , Slobodan Mitrović

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

First, for the for the submodular $k$-secretary problem with shortlists [1], we provide a near optimal $1-1/e-\epsilon$ approximation using shortlist of size $O(k poly(1/\epsilon))$. In particular, we improve the size of shortlist used in…

Data Structures and Algorithms · Computer Science 2021-02-22 Mohammad Shadravan

In this work we investigate the min-max-min robust optimization problem and the k-adaptability robust optimization problem for binary problems with uncertain costs. The idea of the first approach is to calculate a set of k feasible…

Optimization and Control · Mathematics 2023-08-16 Jannis Kurtz

We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…

Data Structures and Algorithms · Computer Science 2024-02-26 Sayan Bhattacharya , Peter Kiss , Aaron Sidford , David Wajc

Set functions with convenient properties (such as submodularity) appear in application areas of current interest, such as algorithmic game theory, and allow for improved optimization algorithms. It is natural to ask (e.g., in the context of…

Data Structures and Algorithms · Computer Science 2018-04-02 Uriel Feige , Michal Feldman , Inbal Talgam-Cohen

Submodular function minimization (SFM) is a fundamental discrete optimization problem which generalizes many well known problems, has applications in various fields, and can be solved in polynomial time. Owing to applications in computer…

Data Structures and Algorithms · Computer Science 2016-11-01 Deeparnab Chakrabarty , Yin Tat Lee , Aaron Sidford , Sam Chiu-wai Wong

A $k$-submodular function is an extension of a submodular function in that its input is given by $k$ disjoint subsets instead of a single subset. For unconstrained nonnegative $k$-submodular maximization, Ward and \v{Z}ivn\'y proposed a…

Data Structures and Algorithms · Computer Science 2016-08-23 Shinsaku Sakaue

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

Parallelization is a popular strategy for improving the performance of iterative algorithms. Optimization methods are no exception: design of efficient parallel optimization methods and tight analysis of their theoretical properties are…

Optimization and Control · Mathematics 2023-11-28 Alexander Tyurin , Peter Richtárik
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