Related papers: Complexity of optimizing over the integers
Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
The domain of an optimization problem is seen as one of its most important characteristics. In particular, the distinction between continuous and discrete optimization is rather impactful. Based on this, the optimizing algorithm, analyzing…
We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
The field of computational complexity is concerned both with the intrinsic hardness of computational problems and with the efficiency of algorithms to solve them. Given such a problem, normally one designs an algorithm to solve it and sets…
Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…
It is a challenge to manage complex systems efficiently without confronting NP-hard problems. To address the situation we suggest to use self-organization processes of prime integer relations for information processing. Self-organization…
When applying optimization method to a real-world problem, the possession of prior knowledge and preliminary analysis on the landscape of a global optimization problem can give us an insight into the complexity of the problem. This…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
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…
One of the most fundamental problems in science is to define {\it quantitatively} the complexity of organized matters, i.e., {\it organized complexity}. Although many measures have been proposed toward this aim in previous decades, there is…
We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…
This paper draws on diverse areas of computer science to develop a unified view of computation: (1) Optimization in operations research, where a numerical objective function is maximized under constraints, is generalized from the numerical…
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…
We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…
An influential 1990 paper of Hochbaum and Shanthikumar made it common wisdom that "convex separable optimization is not much harder than linear optimization" [JACM 1990]. We exhibit two fundamental classes of mixed integer (linear) programs…
This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…