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Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…
For $n$-vertex $m$-edge graphs with integer polynomially-bounded costs and capacities, we provide a randomized parallel algorithm for the minimum cost flow problem with $\tilde O(m+n^ {1.5})$ work and $\tilde O(\sqrt{n})$ depth. On…
We describe a parallel approximation algorithm for maximizing monotone submodular functions subject to hereditary constraints on distributed memory multiprocessors. Our work is motivated by the need to solve submodular optimization problems…
We present a parallel algorithm for computing $(1+\epsilon)$-approximate mincost flow on an undirected graph with $m$ edges, where capacities and costs are assigned to both edges and vertices. Our algorithm achieves $\hat{O}(m)$ work and…
In this work we consider the stochastic minimization of nonsmooth convex loss functions, a central problem in machine learning. We propose a novel algorithm called Accelerated Nonsmooth Stochastic Gradient Descent (ANSGD), which exploits…
This paper considers convex programs with a general (possibly non-differentiable) convex objective function and Lipschitz continuous convex inequality constraint functions. A simple algorithm is developed and achieves an $O(1/t)$…
The greedy sequential algorithm for maximal independent set (MIS) loops over the vertices in arbitrary order adding a vertex to the resulting set if and only if no previous neighboring vertex has been added. In this loop, as in many…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
We propose a new stochastic proximal quasi-Newton method for minimizing the sum of two convex functions in the particular context that one of the functions is the average of a large number of smooth functions and the other one is nonsmooth.…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…
Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…
In the Maximum Independent Set of Objects problem, we are given an $n$-vertex planar graph $G$ and a family $\mathcal{D}$ of $N$ objects, where each object is a connected subgraph of $G$. The task is to find a subfamily $\mathcal{F}…
The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…
We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…
A greedy pursuit strategy which finds a common basis for approximating a set of similar signals is proposed. The strategy extends the Optimized Orthogonal Matching Pursuit approach to selecting the subspace containing the approximation of…
We study sublinear time algorithms for estimating the size of maximum matching in graphs. Our main result is a $(\frac{1}{2}+\Omega(1))$-approximation algorithm which can be implemented in $O(n^{1+\epsilon})$ time, where $n$ is the number…
There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…
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…