Related papers: Fast Decomposable Submodular Function Minimization…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
This paper is concerned with the analysis of convergent sequential and parallel overlapping domain decomposition methods for the minimization of functionals formed by a discrepancy term with respect to data and a total variation constraint.…
We consider the problem of minimizing the sum of two convex functions. One of those functions has Lipschitz-continuous gradients, and can be accessed via stochastic oracles, whereas the other is "simple". We provide a Bregman-type algorithm…
Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…
We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…
In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…
Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation…
We consider the following class of online optimization problems with functional constraints. Assume, that a finite set of convex Lipschitz-continuous non-smooth functionals are given on a closed set of $n$-dimensional vector space. The…
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…
A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…
Symmetric submodular functions are an important family of submodular functions capturing many interesting cases including cut functions of graphs and hypergraphs. Maximization of such functions subject to various constraints receives little…
We develop improved rearrangement algorithms to find the dependence structure that minimizes a convex function of the sum of dependent variables with given margins. We propose a new multivariate dependence measure, which can assess the…
A popular approach to minimize a finite-sum of convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include: (i) To find a lower bound on the number of times that the…
The sum of ratios problem has a variety of important applications in economics and management science, but it is difficult to globally solve this problem. In this paper, we consider the minimization problem of a sum of a number of…
We consider the problem of minimizing a function represented as a sum of submodular terms. We assume each term allows an efficient computation of {\em exchange capacities}. This holds, for example, for terms depending on a small number of…
Recently, it has become evident that submodularity naturally captures widely occurring concepts in machine learning, signal processing and computer vision. Consequently, there is need for efficient optimization procedures for submodular…
In this paper, we investigate a class of submodular problems which in general are very hard. These include minimizing a submodular cost function under combinatorial constraints, which include cuts, matchings, paths, etc., optimizing a…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…
In this paper we propose a convex Sum-of-Squares optimization problem for finding outer approximations of forward reachable sets for nonlinear uncertain Ordinary Differential Equations (ODE's) with either (or both) L2 or point-wise bounded…