Related papers: On the Maximization of Real Sequences
Given a family of feasible subsets of a ground set, the packing problem is to find a largest subfamily of pairwise disjoint family members. Non-approximability renders heuristics attractive viable options, while efficient methods with…
First-order methods for minimization and saddle point (min-max) problems are widely used for solving large-scale problems, in particular arising in machine learning. The majority of works obtain favorable complexity guarantees of such…
A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. A lot of recent effort has been devoted to developing…
Given a matrix the seriation problem consists in permuting its rows in such way that all its columns have the same shape, for example, they are monotone increasing. We propose a statistical approach to this problem where the matrix of…
We propose a randomized method for solving linear programs with a large number of columns but a relatively small number of constraints. Since enumerating all the columns is usually unrealistic, such linear programs are commonly solved by…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
The maximal sum of a sequence "A" of "n" real numbers is the greatest sum of all elements of any strictly contiguous and possibly empty subsequence of "A", and it can be computed in "O(n)" time by means of Kadane's algorithm. Letting "A^(x…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…
The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…
For a continuous function $f$ defined on a closed and bounded domain, there is at least one maximum and one minimum. First, we introduce some preliminaries which are necessary through the paper. We then present an algorithm, which is…
In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…
Given a graph $G$, the NP-hard Maximum Planar Subgraph problem (MPS) asks for a planar subgraph of $G$ with the maximum number of edges. There are several heuristic, approximative, and exact algorithms to tackle the problem, but---to the…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
We develop an experimental algorithm for the exact solving of the maximum independent set problem. The algorithm consecutively finds the maximal independent sets of vertices in an arbitrary undirected graph such that the next such set…
We solve the problem of finding interspersed maximal repeats using a suffix array construction. As it is well known, all the functionality of suffix trees can be handled by suffix arrays, gaining practicality. Our solution improves the…
In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…
We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…