Minimizing a sum of submodular functions

We consider the problem of minimizing a function represented as a sum of submodular terms. We assume each term allows an efficient computation of {\em exchange capacities}. This holds, for example, for terms depending on a small number of variables, or for certain cardinality-dependent terms. A naive application of submodular minimization algorithms would not exploit the existence of specialized exchange capacity subroutines for individual terms. To overcome this, we cast the problem as a {\em submodular flow} (SF) problem in an auxiliary graph, and show that applying most existing SF algorithms would rely only on these subroutines. We then explore in more detail Iwata's capacity scaling approach for submodular flows (Math. Programming, 76(2):299--308, 1997). In particular, we show how to improve its complexity in the case when the function contains cardinality-dependent terms.Comment: accepted to "Discrete Applied Mathematics

Discrete Convex Functions on Graphs and Their Algorithmic Applications

The present article is an exposition of a theory of discrete convex functions on certain graph structures, developed by the author in recent years. This theory is a spin-off of discrete convex analysis by Murota, and is motivated by combinatorial dualities in multiflow problems and the complexity classification of facility location problems on graphs. We outline the theory and algorithmic applications in combinatorial optimization problems

An Algorithmic Theory of Dependent Regularizers, Part 1: Submodular Structure

We present an exploration of the rich theoretical connections between several classes of regularized models, network flows, and recent results in submodular function theory. This work unifies key aspects of these problems under a common theory, leading to novel methods for working with several important models of interest in statistics, machine learning and computer vision. In Part 1, we review the concepts of network flows and submodular function optimization theory foundational to our results. We then examine the connections between network flows and the minimum-norm algorithm from submodular optimization, extending and improving several current results. This leads to a concise representation of the structure of a large class of pairwise regularized models important in machine learning, statistics and computer vision. In Part 2, we describe the full regularization path of a class of penalized regression problems with dependent variables that includes the graph-guided LASSO and total variation constrained models. This description also motivates a practical algorithm. This allows us to efficiently find the regularization path of the discretized version of TV penalized models. Ultimately, our new algorithms scale up to high-dimensional problems with millions of variables