Related papers: On Sparsification of Stochastic Packing Problems
The facility location problem is widely used for summarizing large datasets and has additional applications in sensor placement, image retrieval, and clustering. One difficulty of this problem is that submodular optimization algorithms…
In this paper, we study the weighted stochastic matching problem. Let $G=(V, E)$ be a given edge-weighted graph and let its realization $\mathcal{G}$ be a random subgraph of $G$ that includes each edge $e\in E$ independently with a known…
Submodular maximization has been a central topic in theoretical computer science and combinatorial optimization over the last decades. Plenty of well-performed approximation algorithms have been designed for the problem over a variety of…
Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…
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…
We introduce a generic framework for solving linear programs (LPs) with many constraints $(n \gg d)$ via adaptive sparsification. Our approach provides a principled generalization of the techniques of [Assadi '23] from matching problems to…
In this paper, we revisit spectral sparsification for sums of arbitrary positive semidefinite (PSD) matrices. Concretely, for any collection of PSD matrices $\mathcal{A} = \{A_1, A_2, \ldots, A_r\} \subset \mathbb{R}^{n \times n}$, given…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
The Set Packing problem is, given a collection of sets $\mathcal{S}$ over a ground set $\mathcal{U}$, to find a maximum collection of sets that are pairwise disjoint. The problem is among the most fundamental NP-hard optimization problems…
Consider the following stochastic matching problem. Given a graph $G=(V, E)$, an unknown subgraph $G_p = (V, E_p)$ is realized where $E_p$ includes every edge of $E$ independently with some probability $p \in (0, 1]$. The goal is to query a…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
In our paper, we consider the following general problems: check feasibility, count the number of feasible solutions, find an optimal solution, and count the number of optimal solutions in $P \cap Z^n$, assuming that $P$ is a polyhedron,…
Approximation of high-dimensional functions is a problem in many scientific fields that is only feasible if advantageous structural properties, such as sparsity in a given basis, can be exploited. A relevant tool for analysing sparse…
In this paper, we study the stochastic submodular maximization problem with dependent items subject to packing constraints such as matroid and knapsack constraints. The input of our problem is a finite set of items, and each item is in a…
In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
We introduce fast randomized algorithms for solving semidefinite programming (SDP) relaxations of the partial permutation synchronization (PPS) problem, a core task in multi-image matching with significant relevance to 3D reconstruction.…
We introduce a notion of code sparsification that generalizes the notion of cut sparsification in graphs. For a (linear) code $\mathcal{C} \subseteq \mathbb{F}_q^n$ of dimension $k$ a $(1 \pm \epsilon)$-sparsification of size $s$ is given…
This is the second of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The first paper presented the original algorithm, its…