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We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is…

Data Structures and Algorithms · Computer Science 2013-11-20 Yuval Filmus , Justin Ward

We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

Data Structures and Algorithms · Computer Science 2023-01-19 Theophile Thiery , Justin Ward

We establish the optimal nonergodic sublinear convergence rate of the proximal point algorithm for maximal monotone inclusion problems. First, the optimal bound is formulated by the performance estimation framework, resulting in an infinite…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

Submodular maximization has found extensive applications in various domains within the field of artificial intelligence, including but not limited to machine learning, computer vision, and natural language processing. With the increasing…

Data Structures and Algorithms · Computer Science 2024-12-04 Shuang Cui , Kai Han , Jing Tang , Xueying Li , Aakas Zhiyuli , Hanxiao Li

The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…

Data Structures and Algorithms · Computer Science 2022-10-24 Lingxiao Huang , Yuyi Wang , Chunxue Yang , Huanjian Zhou

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they instead satisfy the Diminishing Returns (DR) property.…

Optimization and Control · Mathematics 2019-07-02 Omid Sadeghi , Maryam Fazel

In this paper, we study the problem of monotone (weakly) DR-submodular continuous maximization. While previous methods require the gradient information of the objective function, we propose a derivative-free algorithm LDGM for the first…

Machine Learning · Computer Science 2019-02-26 Yibo Zhang , Chao Qian , Ke Tang

We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle

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

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

Distributed maximization of a submodular function in the MapReduce (MR) model has received much attention, culminating in two frameworks that allow a centralized algorithm to be run in the MR setting without loss of approximation, as long…

Data Structures and Algorithms · Computer Science 2024-09-17 Yixin Chen , Tonmoy Dey , Alan Kuhnle

In this work, we study online submodular maximization, and how the requirement of maintaining a stable solution impacts the approximation. In particular, we seek bounds on the best-possible approximation ratio that is attainable when the…

Data Structures and Algorithms · Computer Science 2024-12-04 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Ola Svensson , Morteza Zadimoghaddam

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and…

Machine Learning · Computer Science 2013-09-27 Kiyohito Nagano , Yoshinobu Kawahara

The problem of maximizing non-negative submodular functions has been studied extensively in the last few years. However, most papers consider submodular set functions. Recently, several advances have been made for the more general case of…

Discrete Mathematics · Computer Science 2016-11-29 Corinna Gottschalk , Britta Peis

We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…

Data Structures and Algorithms · Computer Science 2018-12-05 Alina Ene , Huy L. Nguyen , Adrian Vladu

This paper introduces the notion of upper-linearizable/quadratizable functions, a class that extends concavity and DR-submodularity in various settings, including monotone and non-monotone cases over different convex sets. A general…

Optimization and Control · Mathematics 2024-11-04 Mohammad Pedramfar , Vaneet Aggarwal

DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…

Optimization and Control · Mathematics 2023-09-07 Qimeng Yu , Simge Küçükyavuz

While greedy algorithms have long been observed to perform well on a wide variety of problems, up to now approximation ratios have only been known for their application to problems having submodular objective functions $f$. Since many…

Data Structures and Algorithms · Computer Science 2018-01-16 J. David Smith , My T. Thai