Related papers: New Results on a General Class of Minimum Norm Opt…
Motivated by the need for, and growing interest in, modeling uncertainty in data, we introduce and study {\em stochastic minimum-norm optimization}. We have an underlying combinatorial optimization problem where the costs involved are {\em…
$ $In many optimization problems, a feasible solution induces a multi-dimensional cost vector. For example, in load-balancing a schedule induces a load vector across the machines. In $k$-clustering, opening $k$ facilities induces an…
Recently, Chakrabarty and Swamy (STOC 2019) introduced the {\em minimum-norm load-balancing} problem on unrelated machines, wherein we are given a set $J$ of jobs that need to be scheduled on a set of $m$ unrelated machines, and a monotone,…
In many fundamental combinatorial optimization problems, a feasible solution induces some real cost vectors as an intermediate result, and the optimization objective is a certain function of the vectors. For example, in the problem of…
A property $\Pi$ on a finite set $U$ is \emph{monotone} if for every $X \subseteq U$ satisfying $\Pi$, every superset $Y \subseteq U$ of $X$ also satisfies $\Pi$. Many combinatorial properties can be seen as monotone properties. The problem…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
In this article, we propose a quasi-Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The set-valued objective mapping under consideration is given by a…
The minimum linear ordering problem (MLOP) generalizes well-known combinatorial optimization problems such as minimum linear arrangement and minimum sum set cover. MLOP seeks to minimize an aggregated cost $f(\cdot)$ due to an ordering…
Submodular function minimization (SFM) is a fundamental and efficiently solvable problem class in combinatorial optimization with a multitude of applications in various fields. Surprisingly, there is only very little known about constraint…
Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors $v_1,\ldots,v_m \in \mathbb{R}^d$ and a constraint family ${\cal B}\subseteq 2^{[m]}$, find a set $S \in \cal{B}$ that…
In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…
Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
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…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…
In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
State minimization of combinatorial filters is a fundamental problem that arises, for example, in building cheap, resource-efficient robots. But exact minimization is known to be NP-hard. This paper conducts a more nuanced analysis of this…
Submodular functions have found a wealth of new applications in data science and machine learning models in recent years. This has been coupled with many algorithmic advances in the area of submodular optimization: (SO) $\min/\max~f(S): S…