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In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process…

Data Structures and Algorithms · Computer Science 2014-02-19 Marek Adamczyk , Maxim Sviridenko , Justin Ward

Many important problems in discrete optimization require maximization of a monotonic submodular function subject to matroid constraints. For these problems, a simple greedy algorithm is guaranteed to obtain near-optimal solutions. In this…

Data Structures and Algorithms · Computer Science 2015-03-17 Daniel Golovin , Andreas Krause

Large-scale subset selection asks for a small useful set of examples, features, sensors, seed users, or context passages from an enormous ground set. Submodular maximization is a canonical model for such diminishing-returns problems, but…

Data Structures and Algorithms · Computer Science 2026-05-07 Alan Kuhnle

We study the problem of maximizing a monotone set function subject to a cardinality constraint $k$ in the setting where some number of elements $\tau$ is deleted from the returned set. The focus of this work is on the worst-case adversarial…

Machine Learning · Statistics 2020-05-05 Ilija Bogunovic , Junyao Zhao , Volkan Cevher

The problem of maximizing a non-negative submodular function was introduced by Feige, Mirrokni, and Vondrak [FOCS'07] who provided a deterministic local-search based algorithm that guarantees an approximation ratio of $\frac 1 3$, as well…

Data Structures and Algorithms · Computer Science 2015-07-28 Shahar Dobzinski , Ami Mor

A trust-region algorithm is presented for finding approximate minimizers of smooth unconstrained functions whose values and derivatives are subject to random noise. It is shown that, under suitable probabilistic assumptions, the new method…

Optimization and Control · Mathematics 2022-01-03 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…

Optimization and Control · Mathematics 2025-02-18 Frank E. Curtis , Shima Dezfulian , Andreas Waechter

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

We introduce the problem of maximizing approximately $k$-submodular functions subject to size constraints. In this problem, one seeks to select $k$-disjoint subsets of a ground set with bounded total size or individual sizes, and maximum…

Data Structures and Algorithms · Computer Science 2021-01-19 Leqian Zheng , Hau Chan , Grigorios Loukides , Minming Li

This paper presents a polynomial-time $1/2$-approximation algorithm for maximizing nonnegative $k$-submodular functions. This improves upon the previous $\max\{1/3, 1/(1+a)\}$-approximation by Ward and \v{Z}ivn\'y~(SODA'14), where…

Data Structures and Algorithms · Computer Science 2015-02-27 Satoru Iwata , Shin-ichi Tanigawa , Yuichi Yoshida

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Machine Learning · Computer Science 2019-02-26 Peter L. Bartlett , Victor Gabillon , Michal Valko

Maximizing a monotone submodular function under various constraints is a classical and intensively studied problem. However, in the single-pass streaming model, where the elements arrive one by one and an algorithm can store only a small…

Data Structures and Algorithms · Computer Science 2020-02-14 Chien-Chung Huang , Naonori Kakimura , Simon Mauras , Yuichi Yoshida

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

The study of combinatorial optimization problems with a submodular objective has attracted much attention in recent years. Such problems are important in both theory and practice because their objective functions are very general. Obtaining…

Data Structures and Algorithms · Computer Science 2016-11-11 Niv Buchbinder , Moran Feldman

In this paper, we investigate a class of submodular problems which in general are very hard. These include minimizing a submodular cost function under combinatorial constraints, which include cuts, matchings, paths, etc., optimizing a…

Machine Learning · Computer Science 2019-02-28 Rishabh Iyer , Jeff Bilmes

An effective technique for solving optimization problems over massive data sets is to partition the data into smaller pieces, solve the problem on each piece and compute a representative solution from it, and finally obtain a solution…

Data Structures and Algorithms · Computer Science 2015-06-23 Vahab Mirrokni , Morteza Zadimoghaddam

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

Data Structures and Algorithms · Computer Science 2023-07-18 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

We study convex composite optimization problems, where the objective function is given by the sum of a prox-friendly function and a convex function whose subgradients are estimated under heavy-tailed noise. Existing work often employs…

Optimization and Control · Mathematics 2025-10-14 Chuan He , Zhaosong Lu

It is generally believed that submodular functions -- and the more general class of $\gamma$-weakly submodular functions -- may only be optimized under the non-negativity assumption $f(S) \geq 0$. In this paper, we show that once the…

Data Structures and Algorithms · Computer Science 2019-04-23 Christopher Harshaw , Moran Feldman , Justin Ward , Amin Karbasi

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann