An FPTAS for optimizing a class of low-rank functions over a polytope

We present a fully polynomial time approximation scheme (FPTAS) for optimizing a very general class of non-linear functions of low rank over a polytope. Our approximation scheme relies on constructing an approximate Pareto-optimal front of the linear functions which constitute the given low-rank function. In contrast to existing results in the literature, our approximation scheme does not require the assumption of quasi-concavity on the objective function. For the special case of quasi-concave function minimization, we give an alternative FPTAS, which always returns a solution which is an extreme point of the polytope. Our technique can also be used to obtain an FPTAS for combinatorial optimization problems with non-linear objective functions, for example when the objective is a product of a fixed number of linear functions. We also show that it is not possible to approximate the minimum of a general concave function over the unit hypercube to within any factor, unless P = NP. We prove this by showing a similar hardness of approximation result for supermodular function minimization, a result that may be of independent interest

Optimization with Sparsity-Inducing Penalties

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate non-smooth norms. The goal of this paper is to present from a general perspective optimization tools and techniques dedicated to such sparsity-inducing penalties. We cover proximal methods, block-coordinate descent, reweighted $\ell_2$-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provide an extensive set of experiments to compare various algorithms from a computational point of view

Multi-Pair Two-Way Relay Network with Harvest-Then-Transmit Users: Resolving Pairwise Uplink-Downlink Coupling

While two-way relaying is a promising way to enhance the spectral efficiency of wireless networks, the imbalance of relay-user distances may lead to excessive wireless power at the nearby-users. To exploit the excessive power, the recently proposed harvest-then-transmit technique can be applied. However, it is well-known that harvest-then-transmit introduces uplink-downlink coupling for a user. Together with the co-dependent relationship between paired users and interference among multiple user pairs, wirelessly powered two-way relay network suffers from the unique pairwise uplink-downlink coupling, and the joint uplink-downlink network design is nontrivial. To this end, for the one pair users case, we show that a global optimal solution can be obtained. For the general case of multi-pair users, based on the rank-constrained difference of convex program, a convergence guaranteed iterative algorithm with an efficient initialization is proposed. Furthermore, a lower bound to the performance of the optimal solution is derived by introducing virtual receivers at relay. Numerical results on total transmit power show that the proposed algorithm achieves a transmit power value close to the lower bound

Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference

We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page