Related papers: Convex Minimization with Integer Minima in $\widet…
Given a separation oracle $\mathsf{SO}$ for a convex function $f$ defined on $\mathbb{R}^n$ that has an integral minimizer inside a box with radius $R$, we show how to find an exact minimizer of $f$ using at most (a) $O(n (n \log \log…
We study the integer minimization of a quasiconvex polynomial with quasiconvex polynomial constraints. We propose a new algorithm that is an improvement upon the best known algorithm due to Heinz (Journal of Complexity, 2005). This…
In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…
Let $f:2^{E} \rightarrow \mathbb{Z}_+$ be a submodular function on a ground set $E = [n]$, and let $P(f)$ denote its extended polymatroid. Given a direction $d \in \mathbb{Z}^n$ with at least one positive entry, the line search problem is…
We consider the problem of minimizing a convex function over a convex set given access only to an evaluation oracle for the function and a membership oracle for the set. We give a simple algorithm which solves this problem with…
Given a posimodular function $f: 2^V \to \mathbb{R}$ on a finite set $V$, we consider the problem of finding a nonempty subset $X$ of $V$ that minimizes $f(X)$. Posimodular functions often arise in combinatorial optimization such as…
We give a simple and natural method for computing approximately optimal solutions for minimizing a convex function $f$ over a convex set $K$ given by a separation oracle. Our method utilizes the Frank--Wolfe algorithm over the cone of valid…
Submodular function minimization (SFM) is a fundamental discrete optimization problem which generalizes many well known problems, has applications in various fields, and can be solved in polynomial time. Owing to applications in computer…
In this paper we provide improved running times and oracle complexities for approximately minimizing a submodular function. Our main result is a randomized algorithm, which given any submodular function defined on $n$-elements with range…
In this paper we study the problem of minimizing a submodular function $f : 2^V \rightarrow \mathbb{R}$ that is guaranteed to have a $k$-sparse minimizer. We give a deterministic algorithm that computes an additive $\epsilon$-approximate…
We consider the problem of minimizing a smooth, Lipschitz, convex function over a compact, convex set using sub-zeroth-order oracles: an oracle that outputs the sign of the directional derivative for a given point and a given direction, an…
Many fundamental problems in machine learning can be formulated by the convex program \[ \min_{\theta\in R^d}\ \sum_{i=1}^{n}f_{i}(\theta), \] where each $f_i$ is a convex, Lipschitz function supported on a subset of $d_i$ coordinates of…
We consider box-constrained integer programs with objective $g(Wx) + c^T x$, where $g$ is a "complicated" function with an $m$ dimensional domain. Here we assume we have $n \gg m$ variables and that $W \in \mathbb Z^{m \times n}$ is an…
We improve upon the running time for finding a point in a convex set given a separation oracle. In particular, given a separation oracle for a convex set $K\subset \mathbb{R}^n$ contained in a box of radius $R$, we show how to either find a…
We propose faster methods for unconstrained optimization of \emph{structured convex quartics}, which are convex functions of the form \begin{equation*} f(x) = c^\top x + x^\top \mathbf{G} x + \mathbf{T}[x,x,x] + \frac{1}{24} \mathopen\|…
Many convex problems in machine learning and computer science share the same form: \begin{align*} \min_{x} \sum_{i} f_i( A_i x + b_i), \end{align*} where $f_i$ are convex functions on $\mathbb{R}^{n_i}$ with constant $n_i$, $A_i \in…
Submodular functions are set functions mapping every subset of some ground set of size $n$ into the real numbers and satisfying the diminishing returns property. Submodular minimization is an important field in discrete optimization theory…
Given a separation oracle for a convex set $K \subset \mathbb{R}^n$ that is contained in a box of radius $R$, the goal is to either compute a point in $K$ or prove that $K$ does not contain a ball of radius $\epsilon$. We propose a new…
Consider an oracle which takes a point $x$ and returns the minimizer of a convex function $f$ in an $\ell_2$ ball of radius $r$ around $x$. It is straightforward to show that roughly $r^{-1}\log\frac{1}{\epsilon}$ calls to the oracle…
For a matrix $W \in \mathbb{Z}^{m \times n}$, $m \leq n$, and a convex function $g: \mathbb{R}^m \rightarrow \mathbb{R}$, we are interested in minimizing $f(x) = g(Wx)$ over the set $\{0,1\}^n$. We will study separable convex functions and…