Related papers: Accelerating Min-Max Optimization with Application…
We present several new results about smoothed analysis of multiobjective optimization problems. Motivated by the discrepancy between worst-case analysis and practical experience, this line of research has gained a lot of attention in the…
We study the problem of scheduling $n$ independent moldable tasks on $m$ processors that arises in large-scale parallel computations. When tasks are monotonic, the best known result is a $(\frac{3}{2}+\epsilon)$-approximation algorithm for…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
Finding the global minimum of non-convex functions is one of the main and most difficult problems in modern optimization. In the first part of the paper, we consider a certain class of "good" non-convex functions that can be bounded above…
We provide improved upper and lower bounds for the Min-Sum-Radii (MSR) and Min-Sum-Diameters (MSD) clustering problems with a bounded number of clusters $k$. In particular, we propose an exact MSD algorithm with running-time $n^{O(k)}$. We…
In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of…
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…
We study the minimum diameter problem for a set of inexact points. By inexact, we mean that the precise location of the points is not known. Instead, the location of each point is restricted to a contineus region ($\impre$ model) or a…
This paper studies lower bounds for fundamental optimization problems in the CONGEST model. We show that solving problems exactly in this model can be a hard task, by providing $\tilde{\Omega}(n^2)$ lower bounds for cornerstone problems,…
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…
Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…
We consider the problem of minimizing a composite convex function with two different access methods: an oracle, for which we can evaluate the value and gradient, and a structured function, which we access only by solving a convex…
We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal…
Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…
Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…
Approximating Subset Sum is a classic and fundamental problem in computer science and mathematical optimization. The state-of-the-art approximation scheme for Subset Sum computes a $(1-\varepsilon)$-approximation in time…
We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…
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…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…