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We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

Maximization of {\it non-submodular} functions appears in various scenarios, and many previous works studied it based on some measures that quantify the closeness to being submodular. On the other hand, many practical non-submodular…

Data Structures and Algorithms · Computer Science 2019-10-04 Shinsaku Sakaue

Constrained submodular optimization problems play a key role in the area of combinatorial optimization as they capture many NP-hard optimization problems. So far, Pareto optimization approaches using multi-objective formulations have been…

Neural and Evolutionary Computing · Computer Science 2024-06-21 Frank Neumann , Günter Rudolph

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the…

Data Structures and Algorithms · Computer Science 2022-02-09 Andrew Downie , Bahman Gharesifard , Stephen L. Smith

We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is…

Data Structures and Algorithms · Computer Science 2013-11-20 Yuval Filmus , Justin Ward

This paper addresses the task allocation problem for multi-robot systems. The main issue with the task allocation problem is inherent complexity that makes finding an optimal solution within a reasonable time almost impossible. To hand the…

Multiagent Systems · Computer Science 2019-01-11 Hyo-Sang Shin , Teng Li , Pau Segui-Gasco

In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it…

Machine Learning · Computer Science 2015-05-08 Bharath Sankaran , Marjan Ghazvininejad , Xinran He , David Kale , Liron Cohen

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

A fundamental task underlying many important optimization problems, from influence maximization to sensor placement to content recommendation, is to select the optimal group of $k$ items from a larger set. Submodularity has been very…

Data Structures and Algorithms · Computer Science 2022-03-02 Jon Kleinberg , Emily Ryu , Éva Tardos

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

Data Structures and Algorithms · Computer Science 2022-09-13 Shaojie Tang

Submodularity is an important property of set functions and has been extensively studied in the literature. It models set functions that exhibit a diminishing returns property, where the marginal value of adding an element to a set…

Data Structures and Algorithms · Computer Science 2020-11-03 Gamal Sallam , Zizhan Zheng , Jie Wu , Bo Ji

This letter studies the problem of minimizing increasing set functions, or equivalently, maximizing decreasing set functions, over the base of a matroid. This setting has received great interest, since it generalizes several applied…

Optimization and Control · Mathematics 2021-03-02 Orcun Karaca , Daniel Tihanyi , Maryam Kamgarpour

The problem of maximizing non-negative submodular functions has been studied extensively in the last few years. However, most papers consider submodular set functions. Recently, several advances have been made for the more general case of…

Discrete Mathematics · Computer Science 2016-11-29 Corinna Gottschalk , Britta Peis

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…

Social and Information Networks · Computer Science 2019-10-09 Khashayar Gatmiry , Manuel Gomez-Rodriguez

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at…

Data Structures and Algorithms · Computer Science 2013-08-27 Rishabh Iyer , Jeff Bilmes

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

In this paper, we develop fast algorithms for two stochastic submodular maximization problems. We start with the well-studied adaptive submodular maximization problem subject to a cardinality constraint. We develop the first linear-time…

Machine Learning · Computer Science 2020-07-09 Shaojie Tang
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