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We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given $T$ i.i.d. samples from an underlying distribution arriving online, our algorithm produces…

Data Structures and Algorithms · Computer Science 2021-05-21 Tasuku Soma , Yuichi Yoshida

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Optimization and Control · Mathematics 2021-06-15 Vladislav Tominin , Yaroslav Tominin , Ekaterina Borodich , Dmitry Kovalev , Alexander Gasnikov , Pavel Dvurechensky

The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and…

Optimization and Control · Mathematics 2018-12-07 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

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

Maximizing a monotone submodular function is a fundamental task in machine learning, economics, and statistics. In this paper, we present two communication-efficient decentralized online algorithms for the monotone continuous DR-submodular…

Machine Learning · Computer Science 2022-08-19 Qixin Zhang , Zengde Deng , Xiangru Jian , Zaiyi Chen , Haoyuan Hu , Yu Yang

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…

Data Structures and Algorithms · Computer Science 2018-02-07 José A. Soto , Abner Turkieltaub , Victor Verdugo

Determinant maximization provides an elegant generalization of problems in many areas, including convex geometry, statistics, machine learning, fair allocation of goods, and network design. In an instance of the determinant maximization…

Data Structures and Algorithms · Computer Science 2022-11-22 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh

Submodular optimization has received significant attention in both practice and theory, as a wide array of problems in machine learning, auction theory, and combinatorial optimization have submodular structure. In practice, these problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-04 Paul Liu , Jan Vondrak

This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…

Optimization and Control · Mathematics 2023-01-25 Yiling Luo , Yiling Xie , Xiaoming Huo

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

In this paper we consider the classic matroid intersection problem: given two matroids $\M_{1}=(V,\I_{1})$ and $\M_{2}=(V,\I_{2})$ defined over a common ground set $V$, compute a set $S\in\I_{1}\cap\I_{2}$ of largest possible cardinality,…

Data Structures and Algorithms · Computer Science 2019-11-26 Deeparnab Chakrabarty , Yin Tat Lee , Aaron Sidford , Sahil Singla , Sam Chiu-wai Wong

An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…

Optimization and Control · Mathematics 2025-01-31 S. Bellavia , S. Gratton , B. Morini , Ph. L. Toint

We introduce a novel framework for decentralized projection-free optimization, extending projection-free methods to a broader class of upper-linearizable functions. Our approach leverages decentralized optimization techniques with the…

Optimization and Control · Mathematics 2026-02-25 Yiyang Lu , Mohammad Pedramfar , Vaneet Aggarwal

In this paper, we study stochastic submodular maximization problems with general matroid constraints, that naturally arise in online learning, team formation, facility location, influence maximization, active learning and sensing objective…

Machine Learning · Computer Science 2023-03-20 Gözde Özcan , Stratis Ioannidis

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

This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…

Quantum Physics · Physics 2022-03-28 Xiaowei Huang , Jingquan Luo , Lvzhou Li

Motivated by a wide range of applications in data mining and machine learning, we consider the problem of maximizing a submodular function subject to supermodular cost constraints. In contrast to the well-understood setting of cardinality…

Data Structures and Algorithms · Computer Science 2026-02-19 Ajitesh Srivastava , Shanghua Teng

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 study the matroid semi-bandits problem, where at each round the learner plays a subset of $K$ arms from a feasible set, and the goal is to maximize the expected cumulative linear rewards. Existing algorithms have per-round time…

Machine Learning · Computer Science 2024-05-29 Ruo-Chun Tzeng , Naoto Ohsaka , Kaito Ariu

We present $O(\log\log n)$-round algorithms in the Massively Parallel Computation (MPC) model, with $\tilde{O}(n)$ memory per machine, that compute a maximal independent set, a $1+\epsilon$ approximation of maximum matching, and a…

Data Structures and Algorithms · Computer Science 2022-03-21 Mohsen Ghaffari , Themis Gouleakis , Christian Konrad , Slobodan Mitrović , Ronitt Rubinfeld
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