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We consider monotone inclusion problems where the operators may be expectation-valued, a class of problems that subsumes convex stochastic optimization problems as well as subclasses of stochastic variational inequality and equilibrium…

Optimization and Control · Mathematics 2021-10-19 Shisheng Cui , Uday V. Shanbhag

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

Given a redundant dictionary $\Phi$, represented by an $M \times N$ matrix ($\Phi \in \mathbb{R}^{M \times N}$) and a target signal $y \in \mathbb{R}^M$, the \emph{sparse approximation problem} asks to find an approximate representation of…

Computational Complexity · Computer Science 2011-11-29 Ali Civril

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

Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…

Optimization and Control · Mathematics 2014-11-06 Robert Nishihara , Stefanie Jegelka , Michael I. Jordan

In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…

Optimization and Control · Mathematics 2016-05-20 Xiao Wang , Shiqian Ma , Ya-xiang Yuan

In this paper we consider two metric covering/clustering problems - \textit{Minimum Cost Covering Problem} (MCC) and $k$-clustering. In the MCC problem, we are given two point sets $X$ (clients) and $Y$ (servers), and a metric on $X \cup…

Computational Geometry · Computer Science 2016-10-05 Sayan Bandyapadhyay , Kasturi Varadarajan

Submodular functions are a fundamental object of study in combinatorial optimization, economics, machine learning, etc. and exhibit a rich combinatorial structure. Many subclasses of submodular functions have also been well studied and…

Data Structures and Algorithms · Computer Science 2013-04-19 Nikhil R. Devanur , Shaddin Dughmi , Roy Schwartz , Ankit Sharma , Mohit Singh

This paper proposes a new variant of Frank-Wolfe (FW), called $k$FW. Standard FW suffers from slow convergence: iterates often zig-zag as update directions oscillate around extreme points of the constraint set. The new variant, $k$FW,…

Optimization and Control · Mathematics 2021-11-17 Lijun Ding , Jicong Fan , Madeleine Udell

We consider in this paper a class of single-ratio fractional minimization problems, in which the numerator part of the objective is the sum of a nonsmooth nonconvex function and a smooth nonconvex function while the denominator part is a…

Optimization and Control · Mathematics 2020-12-23 Na Zhang , Qia Li

We consider the problem of maximizing a submodular function with access to a noisy value oracle for the function instead of an exact value oracle. Similar to prior work, we assume that the noisy oracle is persistent in that multiple calls…

Data Structures and Algorithms · Computer Science 2026-01-01 Kshipra Bhawalkar , Yang Cai , Zhe Feng , Christopher Liaw , Tao Lin

Despite there being significant work on developing spectral, and metric embedding based approximation algorithms for hypergraph generalizations of conductance, little is known regarding the approximability of hypergraph partitioning…

Data Structures and Algorithms · Computer Science 2023-07-27 Antares Chen , Lorenzo Orecchia , Erasmo Tani

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…

Data Structures and Algorithms · Computer Science 2013-11-12 Rishabh Iyer , Jeff Bilmes

In the Minimum k-Union problem (MkU) we are given a set system with n sets and are asked to select k sets in order to minimize the size of their union. Despite being a very natural problem, it has received surprisingly little attention: the…

Data Structures and Algorithms · Computer Science 2016-11-24 Eden Chlamtáč , Michael Dinitz , Yury Makarychev

Identifying the most representative subset for a close-to-submodular objective while satisfying the predefined partition constraint is a fundamental task with numerous applications in machine learning. However, the existing distorted…

Machine Learning · Computer Science 2026-03-24 Qixin Zhang , Wei Huang , Yan Sun , Yao Shu , Yi Yu , Dacheng Tao

The $k$-Facility Location problem is a generalization of the classical problems $k$-Median and Facility Location. The goal is to select a subset of at most $k$ facilities that minimizes the total cost of opened facilities and established…

Data Structures and Algorithms · Computer Science 2017-04-25 Jarosław Byrka , Krzysztof Fleszar , Bartosz Rybicki , Joachim Spoerhase

We study the problem of maximizing a monotone submodular function with viability constraints. This problem originates from computational biology, where we are given a phylogenetic tree over a set of species and a directed graph, the…

Data Structures and Algorithms · Computer Science 2016-11-18 Wolfgang Dvořák , Monika Henzinger , David P. Williamson

We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two…

Discrete Mathematics · Computer Science 2018-01-24 Wenruo Bai , Jeffrey A. Bilmes

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

Optimization problems often involve vector norms, which has led to extensive research on developing algorithms that can handle objectives beyond the $\ell_p$ norms. Our work introduces the concept of submodular norms, which are a versatile…

Data Structures and Algorithms · Computer Science 2023-10-10 Kalen Patton , Matteo Russo , Sahil Singla