Do you want to publish a course? Click here

Minimizing Convex Functions with Integral Minimizers

76   0   0.0 ( 0 )
 Added by Haotian Jiang
 Publication date 2020
and research's language is English
 Authors Haotian Jiang




Ask ChatGPT about the research

Given a separation oracle $mathsf{SO}$ for a convex function $f$ 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) $O(n (n + log(R)))$ calls to $mathsf{SO}$ and $mathsf{poly}(n, log(R))$ arithmetic operations, or (b) $O(n log(nR))$ calls to $mathsf{SO}$ and $exp(n) cdot mathsf{poly}(log(R))$ arithmetic operations. When the set of minimizers of $f$ has integral extreme points, our algorithm outputs an integral minimizer of $f$. This improves upon the previously best oracle complexity of $O(n^2 (n + log(R)))$ for polynomial time algorithms obtained by [Grotschel, Lovasz and Schrijver, Prog. Comb. Opt. 1984, Springer 1988] over thirty years ago. For the Submodular Function Minimization problem, our result immediately implies a strongly polynomial algorithm that makes at most $O(n^3)$ calls to an evaluation oracle, and an exponential time algorithm that makes at most $O(n^2 log(n))$ calls to an evaluation oracle. These improve upon the previously best $O(n^3 log^2(n))$ oracle complexity for strongly polynomial algorithms given in [Lee, Sidford and Wong, FOCS 2015] and [Dadush, Vegh and Zambelli, SODA 2018], and an exponential time algorithm with oracle complexity $O(n^3 log(n))$ given in the former work. Our result is achieved via a reduction to the Shortest Vector Problem in lattices. We show how an approximately shortest vector of certain lattice can be used to effectively reduce the dimension of the problem. Our analysis of the oracle complexity is based on a potential function that captures simultaneously the size of the search set and the density of the lattice, which we analyze via technical tools from convex geometry.



rate research

Read More

157 - Jiayi Guo , Adrian Lewis 2017
The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we consider its implications for functions that are not smooth. In particular, an analogous convergence result holds for functions, like the Euclidean norm, that are nonsmooth at the minimizer.
We introduce a polynomial time algorithm for optimizing the class of star-convex functions, under no restrictions except boundedness on a region about the origin, and Lebesgue measurability. The algorithms performance is polynomial in the requested number of digits of accuracy, contrasting with the previous best known algorithm of Nesterov and Polyak that has exponential dependence, and that further requires Lipschitz second differentiability of the function, but has milder dependence on the dimension of the domain. Star-convex functions constitute a rich class of functions generalizing convex functions to new parameter regimes, and which confound standard variants of gradient descent; more generally, we construct a family of star-convex functions where gradient-based algorithms provably give no information about the location of the global optimum. We introduce a new randomized algorithm for finding cutting planes based only on function evaluations, where, counterintuitively, the algorithm must look outside the feasible region to discover the structure of the star-convex function that lets it compute the next cut of the feasible region. We emphasize that the class of star-convex functions we consider is as unrestricted as possible: the class of Lebesgue measurable star-convex functions has theoretical appeal, introducing to the domain of polynomial-time algorithms a huge class with many interesting pathologies. We view our results as a step forward in understanding the scope of optimization techniques beyond the garden of convex optimization and local gradient-based methods.
MAXCUT defines a classical NP-hard problem for graph partitioning and it serves as a typical case of the symmetric non-monotone Unconstrained Submodular Maximization (USM) problem. Applications of MAXCUT are abundant in machine learning, computer vision and statistical physics. Greedy algorithms to approximately solve MAXCUT rely on greedy vertex labelling or on an edge contraction strategy. These algorithms have been studied by measuring their approximation ratios in the worst case setting but very little is known to characterize their robustness to noise contaminations of the input data in the average case. Adapting the framework of Approximation Set Coding, we present a method to exactly measure the cardinality of the algorithmic approximation sets of five greedy MAXCUT algorithms. Their information contents are explored for graph instances generated by two different noise models: the edge reversal model and Gaussian edge weights model. The results provide insights into the robustness of different greedy heuristics and techniques for MAXCUT, which can be used for algorithm design of general USM problems.
We study the role of interactivity in distributed statistical inference under information constraints, e.g., communication constraints and local differential privacy. We focus on the tasks of goodness-of-fit testing and estimation of discrete distributions. From prior work, these tasks are well understood under noninteractive protocols. Extending these approaches directly for interactive protocols is difficult due to correlations that can build due to interactivity; in fact, gaps can be found in prior claims of tight bounds of distribution estimation using interactive protocols. We propose a new approach to handle this correlation and establish a unified method to establish lower bounds for both tasks. As an application, we obtain optimal bounds for both estimation and testing under local differential privacy and communication constraints. We also provide an example of a natural testing problem where interactivity helps.
A $k$-submodular function is a function that given $k$ disjoint subsets outputs a value that is submodular in every orthant. In this paper, we provide a new framework for $k$-submodular maximization problems, by relaxing the optimization to the continuous space with the multilinear extension of $k$-submodular functions and a variant of pipage rounding that recovers the discrete solution. The multilinear extension introduces new techniques to analyze and optimize $k$-submodular functions. When the function is monotone, we propose almost $frac{1}{2}$-approximation algorithms for unconstrained maximization and maximization under total size and knapsack constraints. For unconstrained monotone and non-monotone maximization, we propose an algorithm that is almost as good as any combinatorial algorithm based on Iwata, Tanigawa, and Yoshidas meta-framework ($frac{k}{2k-1}$-approximation for the monotone case and $frac{k^2+1}{2k^2+1}$-approximation for the non-monotone case).
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا