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Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics \cite{pukelsheim2006optimal}, convex geometry \cite{Khachiyan1996}, fair allocations\linebreak \cite{anari2016nash},…

Data Structures and Algorithms · Computer Science 2022-07-12 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh , Prasad Tetali

In this work, we give a new parallel algorithm for the problem of maximizing a non-monotone diminishing returns submodular function subject to a cardinality constraint. For any desired accuracy $\epsilon$, our algorithm achieves a $1/e -…

Data Structures and Algorithms · Computer Science 2019-06-03 Alina Ene , Huy L. Nguyen

Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…

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

The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…

Data Structures and Algorithms · Computer Science 2018-10-31 Nived Rajaraman , Rahul Vaze

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

Maximizing a submodular function is a fundamental task in machine learning and in this paper we study the deletion robust version of the problem under the classic matroids constraint. Here the goal is to extract a small size summary of the…

Data Structures and Algorithms · Computer Science 2025-05-26 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

We study random order semi-streaming algorithms for submodular maximization under a wide range of combinatorial constraint classes, including matroids, matroid $p$-parity, $p$-exchange systems and $p$-systems. For most of these classes of…

Data Structures and Algorithms · Computer Science 2026-05-15 Niv Buchbinder , Moran Feldman , Siyue Liu , Sherry Sarkar

The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable…

Data Structures and Algorithms · Computer Science 2014-08-29 Moran Feldman , Rani Izsak

We study submodular maximization problems with matroid constraints, in particular, problems where the objective can be expressed via compositions of analytic and multilinear functions. We show that for functions of this form, the so-called…

Machine Learning · Computer Science 2024-12-17 Gözde Özcan , Armin Moharrer , Stratis Ioannidis

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

Machine Learning · Computer Science 2020-02-19 Vanja Doskoč , Tobias Friedrich , Andreas Göbel , Frank Neumann , Aneta Neumann , Francesco Quinzan

Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…

Data Structures and Algorithms · Computer Science 2021-02-15 Francesco Quinzan , Vanja Doskoč , Andreas Göbel , Tobias Friedrich

We study the problem of maximizing a monotone submodular function subject to a cardinality constraint $k$, with the added twist that a number of items $\tau$ from the returned set may be removed. We focus on the worst-case setting…

Machine Learning · Statistics 2017-06-16 Ilija Bogunovic , Slobodan Mitrović , Jonathan Scarlett , Volkan Cevher

Given vectors $v_1,\dots,v_n\in\mathbb{R}^d$ and a matroid $M=([n],I)$, we study the problem of finding a basis $S$ of $M$ such that $\det(\sum_{i \in S}v_i v_i^\top)$ is maximized. This problem appears in a diverse set of areas such as…

Data Structures and Algorithms · Computer Science 2020-04-20 Vivek Madan , Aleksandar Nikolov , Mohit Singh , Uthaipon Tantipongpipat

We consider the problem of maximizing a non-monotone DR-submodular function subject to a cardinality constraint. Diminishing returns (DR) submodularity is a generalization of the diminishing returns property for functions defined over the…

Data Structures and Algorithms · Computer Science 2017-09-05 Ali Khodabakhsh , Evdokia Nikolova

In this paper, we develop the first one-pass streaming algorithm for submodular maximization that does not evaluate the entire stream even once. By carefully subsampling each element of data stream, our algorithm enjoys the tightest…

Machine Learning · Computer Science 2018-02-21 Moran Feldman , Amin Karbasi , Ehsan Kazemi

In this paper, we propose a novel framework that converts streaming algorithms for monotone submodular maximization into streaming algorithms for non-monotone submodular maximization. This reduction readily leads to the currently tightest…

Data Structures and Algorithms · Computer Science 2020-02-11 Ran Haba , Ehsan Kazemi , Moran Feldman , Amin Karbasi

In this paper, we study the non-monotone adaptive submodular maximization problem subject to a cardinality constraint. We first revisit the adaptive random greedy algorithm proposed in \citep{gotovos2015non}, where they show that this…

Machine Learning · Computer Science 2020-12-16 Shaojie Tang
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