187,152 research outputs found
The Power of Randomization: Distributed Submodular Maximization on Massive Datasets
A wide variety of problems in machine learning, including exemplar
clustering, document summarization, and sensor placement, can be cast as
constrained submodular maximization problems. Unfortunately, the resulting
submodular optimization problems are often too large to be solved on a single
machine. We develop a simple distributed algorithm that is embarrassingly
parallel and it achieves provable, constant factor, worst-case approximation
guarantees. In our experiments, we demonstrate its efficiency in large problems
with different kinds of constraints with objective values always close to what
is achievable in the centralized setting
On parallel versus sequential approximation
In this paper we deal with the class NCX of NP Optimization problems that are approximable within constant ratio in NC. This class is the parallel counterpart of the class APX. Our main motivation here is to reduce the study of sequential and parallel approximability to the same framework. To this aim, we first introduce a new kind of NC-reduction that preserves the relative error of the approximate solutions and show that the class NCX has {em complete} problems under this reducibility.
An important subset of NCX is the class MAXSNP, we show that MAXSNP-complete problems have a threshold on the parallel approximation ratio that is, there are positive constants , such that although the problem can be approximated in P within it cannot be approximated in NC within epsilon_2$, unless P=NC. This result is attained by showing that the problem of approximating the value obtained through a non-oblivious local search algorithm is P-complete, for some values of the approximation ratio. Finally, we show that approximating through non-oblivious local search is in average NC.Postprint (published version
On limited-memory quasi-Newton methods for minimizing a quadratic function
The main focus in this paper is exact linesearch methods for minimizing a
quadratic function whose Hessian is positive definite. We give two classes of
limited-memory quasi-Newton Hessian approximations that generate search
directions parallel to those of the method of preconditioned conjugate
gradients, and hence give finite termination on quadratic optimization
problems. The Hessian approximations are described by a novel compact
representation which provides a dynamical framework. We also discuss possible
extensions of these classes and show their behavior on randomly generated
quadratic optimization problems. The methods behave numerically similar to
L-BFGS. Inclusion of information from the first iteration in the limited-memory
Hessian approximation and L-BFGS significantly reduces the effects of round-off
errors on the considered problems. In addition, we give our compact
representation of the Hessian approximations in the full Broyden class for the
general unconstrained optimization problem. This representation consists of
explicit matrices and gradients only as vector components
Parallel Rollout for Deterministic Optimal Control
We extend the parallel rollout algorithm for solving deterministic infinite
horizon optimal control problems with nonnegative stage costs. Given the exact
or approximate cost functions of several base policies, the proposed scheme can
harness the presence of multiple computing units. We show that the proposed
scheme permits a parallel implementation, and can be viewed as a decomposition
method for solving challenging optimization problems that arise in model
predictive control (MPC) or related approximation schemes. When applied to
problems involving continuous state and control spaces, our method requires
computing multiple copies of similar MPC problems with common dynamics and
stage costs
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