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Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-hard problem. In this paper, we investigate the dual forms…

Methodology · Statistics 2022-07-06 Shaogang Ren , Guanhua Fang , Ping Li

By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…

Optimization and Control · Mathematics 2022-06-06 Xin He , Rong Hu , Ya-Ping Fang

A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality…

Optimization and Control · Mathematics 2013-09-13 Jonathan Korman , Robert J. McCann , Christian Seis

We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Optimization and Control · Mathematics 2016-11-29 William B. Haskell , Yu Pengqian

Minimizing a sum of simple submodular functions of limited support is a special case of general submodular function minimization that has seen numerous applications in machine learning. We develop fast techniques for instances where…

Machine Learning · Computer Science 2021-10-29 Nate Veldt , Austin R. Benson , Jon Kleinberg

Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…

Machine Learning · Computer Science 2019-12-20 Yan Yan , Yi Xu , Qihang Lin , Lijun Zhang , Tianbao Yang

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…

Machine Learning · Computer Science 2024-12-31 Shaogang Ren , Xiaoning Qian

In this paper, we consider the cardinality-constrained optimization problems and propose a new sequential optimality condition for the continuous relaxation reformulation which is popular recently. It is stronger than the existing results…

Optimization and Control · Mathematics 2021-10-05 Liping Pang , Menglong Xue , Na Xu

We propose a theoretical framework to capture incremental solutions to cardinality constrained maximization problems. The defining characteristic of our framework is that the cardinality/support of the solution is bounded by a value…

Discrete Mathematics · Computer Science 2018-04-18 Aaron Bernstein , Yann Disser , Martin Groß

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained…

Optimization and Control · Mathematics 2021-08-31 Rui Chen , Sanjeeb Dash , Oktay Gunluk

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

Although it has been claimed in two different papers that the maximum cardinality cut problem is polynomial-time solvable for proper interval graphs, both of them turned out to be erroneous. In this paper, we give FPT algorithms for the…

Data Structures and Algorithms · Computer Science 2020-06-09 Arman Boyacı , Tınaz Ekim , Mordechai Shalom

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

Optimization and Control · Mathematics 2025-02-11 Mohamed Abdelmouamin Messilem , Guido Carnevale , Ruggero Carli

Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…

Computational Complexity · Computer Science 2024-11-27 Nimrod Megiddo

We study a cardinality-constrained optimization problem with nonnegative variables in this paper. This problem is often encountered in practice. Firstly we study some properties on the optimal solutions of this optimization problem under…

Optimization and Control · Mathematics 2019-06-04 Zhongyi Jiang , Baiyi Wu , Qiying Hu

In modern decentralized applications, ensuring communication efficiency and privacy for the users are the key challenges. In order to train machine-learning models, the algorithm has to communicate to the data center and sample data for its…

Optimization and Control · Mathematics 2024-04-04 Hoang Huy Nguyen , Yan Li , Tuo Zhao

Hierarchical clustering is a popular unsupervised data analysis method. For many real-world applications, we would like to exploit prior information about the data that imposes constraints on the clustering hierarchy, and is not captured by…

Data Structures and Algorithms · Computer Science 2018-07-17 Vaggos Chatziafratis , Rad Niazadeh , Moses Charikar

The problem of fast items retrieval from a fixed collection is often encountered in most computer science areas, from operating system components to databases and user interfaces. We present an approach based on hash tables that focuses on…

Neural and Evolutionary Computing · Computer Science 2020-07-17 Dan Domnita , Ciprian Oprisa

By introducing a quadratic perturbation to the canonical dual of the maxcut problem, we transform the integer programming problem into a concave maximization problem over a convex positive domain under some circumstances, which can be…

Optimization and Control · Mathematics 2012-10-16 Xiaojun Zhou