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We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

Data Structures and Algorithms · Computer Science 2023-01-19 Theophile Thiery , Justin Ward

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

This paper studies the problem of maximizing a monotone submodular function under an unknown knapsack constraint. A solution to this problem is a policy that decides which item to pack next based on the past packing history. The robustness…

Data Structures and Algorithms · Computer Science 2024-10-25 Max Klimm , Martin Knaack

This work proposes an efficient parallel algorithm for non-monotone submodular maximization under a knapsack constraint problem over the ground set of size $n$. Our algorithm improves the best approximation factor of the existing parallel…

Artificial Intelligence · Computer Science 2024-09-09 Tan D. Tran , Canh V. Pham , Dung T. K. Ha , Phuong N. H. Pham

Robust optimization is becoming increasingly important in machine learning applications. In this paper, we study a unified framework of robust submodular optimization. We study this problem both from a minimization and maximization…

Machine Learning · Computer Science 2021-03-22 Rishabh Iyer

This article provides a comprehensive exploration of submodular maximization problems, focusing on those subject to uniform and partition matroids. Crucial for a wide array of applications in fields ranging from computer science to systems…

Data Structures and Algorithms · Computer Science 2025-01-03 Solmaz S. Kia

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem.…

Data Structures and Algorithms · Computer Science 2020-06-30 Akbar Rafiey , Yuichi Yoshida

Maximization of submodular functions under various constraints is a fundamental problem that has been studied extensively. A powerful technique that has emerged and has been shown to be extremely effective for such problems is the…

Data Structures and Algorithms · Computer Science 2024-09-24 Niv Buchbinder , Moran Feldman

The Submodular Bin Packing (SMBP) problem asks for packing unsplittable items into a minimal number of bins for which the capacity utilization function is submodular. SMBP is equivalent to chance-constrained and robust bin packing problems…

Optimization and Control · Mathematics 2023-09-12 Liding Xu , Claudia D'Ambrosio , Sonia Haddad Vanier , Emiliano Traversi

This paper addresses the problem of sequential submodular maximization: selecting and ranking items in a sequence to optimize some composite submodular function. In contrast to most of the previous works, which assume access to the utility…

Machine Learning · Computer Science 2024-09-10 Jing Yuan , Shaojie Tang

We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…

We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is proposed for convex programming problems with Lipschitz-continuous…

Optimization and Control · Mathematics 2022-03-01 Daniil Tiapkin , Alexander Gasnikov

We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…

Optimization and Control · Mathematics 2026-04-21 Nathan Benedetto Proença , Marcel K. de Carli Silva , Cristiane M. Sato , Levent Tunçel

In this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential privacy (DP). We propose two algorithms: Noisy Stochastic…

Optimization and Control · Mathematics 2022-04-04 Digvijay Boob , Cristóbal Guzmán

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 design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular…

Data Structures and Algorithms · Computer Science 2014-12-15 Maxim Sviridenko , Jan Vondrák , Justin Ward

In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to sequential decision processes that select items…

Data Structures and Algorithms · Computer Science 2021-07-01 Rohan Ghuge , Anupam Gupta , Viswanath Nagarajan

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

We study the problem of maximizing a submodular function, subject to a cardinality constraint, with a set of agents communicating over a connected graph. We propose a distributed greedy algorithm that allows all the agents to converge to a…

Optimization and Control · Mathematics 2020-09-29 Lintao Ye , Shreyas Sundaram

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…

Machine Learning · Computer Science 2019-02-28 Rishabh Iyer , Jeff Bilmes
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