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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

Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…

Discrete Mathematics · Computer Science 2022-03-29 Dimitris Fotakis , Jannik Matuschke , Orestis Papadigenopoulos

The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive optimal non-asymptotic bounds for a lower biased estimate based on the suboptimal stopping rule constructed using some…

Pricing of Securities · Quantitative Finance 2009-08-03 Denis Belomestny

In this work we give two new algorithms that use similar techniques for (non-monotone) submodular function maximization subject to a cardinality constraint. The first is an offline fixed parameter tractable algorithm that guarantees a…

Data Structures and Algorithms · Computer Science 2022-04-26 Aviad Rubinstein , Junyao Zhao

Consider a monopolist selling $n$ items to an additive buyer whose item values are drawn from independent distributions $F_1,F_2,\ldots,F_n$ possibly having unbounded support. Unlike in the single-item case, it is well known that the…

Computer Science and Game Theory · Computer Science 2021-04-13 Moshe Babaioff , Yannai A. Gonczarowski , Noam Nisan

We consider the problem of maximizing non-negative non-decreasing set functions. Although most of the recent work focus on exploiting submodularity, it turns out that several objectives we encounter in practice are not submodular.…

Data Structures and Algorithms · Computer Science 2018-06-19 Gaurav Gupta , Sergio Pequito , Paul Bogdan

We consider fairness in submodular maximization subject to a knapsack constraint, a fundamental problem with various applications in economics, machine learning, and data mining. In the model, we are given a set of ground elements, each…

Data Structures and Algorithms · Computer Science 2025-05-20 Lijun Li , Chenyang Xu , Liuyi Yang , Ruilong Zhang

Scheduling with assignment restrictions is an important special case of scheduling unrelated machines which has attracted much attention in the recent past. While a lower bound on approximability of 3/2 is known for its most general…

Data Structures and Algorithms · Computer Science 2010-09-24 Ulrich M. Schwarz

Decisions are increasingly taken by both humans and machine learning models. However, machine learning models are currently trained for full automation -- they are not aware that some of the decisions may still be taken by humans. In this…

Machine Learning · Computer Science 2021-03-16 Abir De , Nastaran Okati , Paramita Koley , Niloy Ganguly , Manuel Gomez-Rodriguez

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum…

Machine Learning · Computer Science 2018-02-01 Luiz F. O. Chamon , Alejandro Ribeiro

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in which the objective function is submodular. We propose the…

Optimization and Control · Mathematics 2024-05-03 Antoine Lesage-Landry , Julien Pallage

We study the problem of maximizing a non-monotone, non-negative submodular function subject to a matroid constraint. The prior best-known deterministic approximation ratio for this problem is $\frac{1}{4}-\epsilon$ under…

Data Structures and Algorithms · Computer Science 2020-10-23 Kai Han , Zongmai Cao , Shuang Cui , Benwei Wu

This article derives lower bounds on the convergence rate of continuous-time gradient-based optimization algorithms. The algorithms are subjected to a time-normalization constraint that avoids a reparametrization of time in order to make…

Optimization and Control · Mathematics 2020-08-04 Michael Muehlebach , Michael I. Jordan

We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

CMO Council reports that 71\% of internet users in the U.S. were influenced by coupons and discounts when making their purchase decisions. It has also been shown that offering coupons to a small fraction of users (called seed users) may…

Social and Information Networks · Computer Science 2018-02-23 Shaojie Tang

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…

Data Structures and Algorithms · Computer Science 2019-02-06 Fatemeh Navidi , Prabhanjan Kambadur , Viswanath Nagarajan

We consider the celebrated bound introduced by Conforti and Cornu\'ejols (1984) for greedy schemes in submodular optimization. The bound assumes a submodular function defined on a collection of sets forming a matroid and is based on greedy…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Bowen Li , Brandon Van Over , Edwin K. P. Chong , Ali Pezeshki

Many prediction domains, such as ad placement, recommendation, trajectory prediction, and document summarization, require predicting a set or list of options. Such lists are often evaluated using submodular reward functions that measure…

Machine Learning · Computer Science 2013-05-14 Stephane Ross , Jiaji Zhou , Yisong Yue , Debadeepta Dey , J. Andrew Bagnell

In this paper we consider a generalization of the well-known budgeted maximum coverage problem. We are given a ground set of elements and a set of bins. The goal is to find a subset of elements along with an associated set of bins, such…

Data Structures and Algorithms · Computer Science 2018-08-10 Francesco Cellinese , Gianlorenzo D'Angelo , Gianpiero Monaco , Yllka Velaj
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