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We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…

Optimization and Control · Mathematics 2019-06-21 Jelena Diakonikolas , Cristóbal Guzmán

In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…

Data Structures and Algorithms · Computer Science 2018-04-18 Eric Balkanski , Aviad Rubinstein , Yaron Singer

We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex…

Optimization and Control · Mathematics 2017-01-23 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

A landmark result of non-smooth convex optimization is that gradient descent is an optimal algorithm whenever the number of computed gradients is smaller than the dimension $d$. In this paper we study the extension of this result to the…

Optimization and Control · Mathematics 2021-01-15 Sébastien Bubeck , Qijia Jiang , Yin Tat Lee , Yuanzhi Li , Aaron Sidford

We investigate the theoretical limits of pipeline parallel learning of deep learning architectures, a distributed setup in which the computation is distributed per layer instead of per example. For smooth convex and non-convex objective…

Machine Learning · Statistics 2019-10-14 Igor Colin , Ludovic Dos Santos , Kevin Scaman

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

Optimization and Control · Mathematics 2018-04-02 Loris Cannelli , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

In this paper we consider parallelization for applications whose objective can be expressed as maximizing a non-monotone submodular function under a cardinality constraint. Our main result is an algorithm whose approximation is arbitrarily…

Data Structures and Algorithms · Computer Science 2018-07-31 Eric Balkanski , Adam Breuer , Yaron Singer

In large-data applications, such as the inference process of diffusion models, it is desirable to design sampling algorithms with a high degree of parallelization. In this work, we study the adaptive complexity of sampling, which is the…

Data Structures and Algorithms · Computer Science 2025-05-21 Huanjian Zhou , Baoxiang Wang , Masashi Sugiyama

Submodular maximization has found extensive applications in various domains within the field of artificial intelligence, including but not limited to machine learning, computer vision, and natural language processing. With the increasing…

Data Structures and Algorithms · Computer Science 2024-12-04 Shuang Cui , Kai Han , Jing Tang , Xueying Li , Aakas Zhiyuli , Hanxiao Li

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

Consider the problem of minimizing the sum of a smooth (possibly non-convex) and a convex (possibly nonsmooth) function involving a large number of variables. A popular approach to solve this problem is the block coordinate descent (BCD)…

Optimization and Control · Mathematics 2014-11-03 Meisam Razaviyayn , Mingyi Hong , Zhi-Quan Luo , Jong-Shi Pang

Balkanski and Singer [5] recently initiated the study of adaptivity (or parallelism) for constrained submodular function maximization, and studied the setting of a cardinality constraint. Very recent improvements for this problem by…

Data Structures and Algorithms · Computer Science 2018-11-20 Chandra Chekuri , Kent Quanrud

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first…

Data Structures and Algorithms · Computer Science 2018-11-12 Alina Ene , Huy L. Nguyen , Adrian Vladu

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 present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

In this paper, we present a generic framework that allows accelerating almost arbitrary non-accelerated deterministic and randomized algorithms for smooth convex optimization problems. The main approach of our envelope is the same as in…

Optimization and Control · Mathematics 2021-03-09 Anastasiya Ivanova , Dmitry Pasechnyuk , Dmitry Grishchenko , Egor Shulgin , Alexander Gasnikov , Vladislav Matyukhin
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