Reusing Combinatorial Structure: Faster Iterative Projections over Submodular Base Polytopes

Optimization algorithms such as projected Newton's method, FISTA, mirror descent and its variants enjoy near-optimal regret bounds and convergence rates, but suffer from a computational bottleneck of computing "projections'' in potentially each iteration (e.g., $O(T^{1/2})$ regret of online mirror descent). On the other hand, conditional gradient variants solve a linear optimization in each iteration, but result in suboptimal rates (e.g., $O(T^{3/4})$ regret of online Frank-Wolfe). Motivated by this trade-off in runtime v/s convergence rates, we consider iterative projections of close-by points over widely-prevalent submodular base polytopes $B(f)$. We develop a toolkit to speed up the computation of projections using both discrete and continuous perspectives. We subsequently adapt the away-step Frank-Wolfe algorithm to use this information and enable early termination. For the special case of cardinality based submodular polytopes, we improve the runtime of computing certain Bregman projections by a factor of $\Omega(n/\log(n))$. Our theoretical results show orders of magnitude reduction in runtime in preliminary computational experiments

Online Submodular Maximization via Online Convex Optimization

We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online convex optimization (OCO). This is precisely because functions in this class admit a concave relaxation; as a result, OCO policies, coupled with an appropriate rounding scheme, can be used to achieve sublinear regret in the combinatorial setting. We show that our reduction extends to many different versions of the online learning problem, including the dynamic regret, bandit, and optimistic-learning settings.Comment: Under revie

Combinatorial Optimization

This report summarizes the meeting on Combinatorial Optimization where new and promising developments in the field were discussed. Th

Proceedings of the 26th International Symposium on Theoretical Aspects of Computer Science (STACS'09)

The Symposium on Theoretical Aspects of Computer Science (STACS) is held alternately in France and in Germany. The conference of February 26-28, 2009, held in Freiburg, is the 26th in this series. Previous meetings took place in Paris (1984), Saarbr¨ucken (1985), Orsay (1986), Passau (1987), Bordeaux (1988), Paderborn (1989), Rouen (1990), Hamburg (1991), Cachan (1992), W¨urzburg (1993), Caen (1994), M¨unchen (1995), Grenoble (1996), L¨ubeck (1997), Paris (1998), Trier (1999), Lille (2000), Dresden (2001), Antibes (2002), Berlin (2003), Montpellier (2004), Stuttgart (2005), Marseille (2006), Aachen (2007), and Bordeaux (2008). ..

Tropical Positivity and Semialgebraic Sets from Polytopes

This dissertation presents recent contributions in tropical geometry with a view towards positivity, and on certain semialgebraic sets which are constructed from polytopes. Tropical geometry is an emerging field in mathematics, combining elements of algebraic geometry and polyhedral geometry. A key in establishing this bridge is the concept of tropicalization, which is often described as mapping an algebraic variety to its 'combinatorial shadow'. This shadow is a polyhedral complex and thus allows to study the algebraic variety by combinatorial means. Recently, the positive part, i.e. the intersection of the variety with the positive orthant, has enjoyed rising attention. A driving question in recent years is: Can we characterize the tropicalization of the positive part? In this thesis we introduce the novel notion of positive-tropical generators, a concept which may serve as a tool for studying positive parts in tropical geometry in a combinatorial fashion. We initiate the study of these as positive analogues of tropical bases, and extend our theory to the notion of signed-tropical generators for more general signed tropicalizations. Applying this to the tropicalization of determinantal varieties, we develop criteria for characterizing their positive part. Motivated by questions from optimization, we focus on the study of low-rank matrices, in particular matrices of rank 2 and 3. We show that in rank 2 the minors form a set of positive-tropical generators, which fully classifies the positive part. In rank 3 we develop the starship criterion, a geometric criterion which certifies non-positivity. Moreover, in the case of square-matrices of corank 1, we fully classify the signed tropicalization of the determinantal variety, even beyond the positive part. Afterwards, we turn to the study of polytropes, which are those polytopes that are both tropically and classically convex. In the literature they are also established as alcoved polytopes of type A. We describe methods from toric geometry for computing multivariate versions of volume, Ehrhart and h^*-polynomials of lattice polytropes. These algorithms are applied to all polytropes of dimensions 2,3 and 4, yielding a large class of integer polynomials. We give a complete combinatorial description of the coefficients of volume polynomials of 3-dimensional polytropes in terms of regular central subdivisions of the fundamental polytope, which is the root polytope of type A. Finally, we provide a partial characterization of the analogous coefficients in dimension 4. In the second half of the thesis, we shift the focus to study semialgebraic sets by combinatorial means. Intersection bodies are objects arising in geometric tomography and are known not to be semialgebraic in general. We study intersection bodies of polytopes and show that such an intersection body is always a semialgebraic set. Computing the irreducible components of the algebraic boundary, we provide an upper bound for the degree of these components. Furthermore, we give a full classification for the convexity of intersection bodies of polytopes in the plane. Towards the end of this thesis, we move to the study of a problem from game theory, considering the correlated equilibrium polytope $P_G$ of a game G from a combinatorial point of view. We introduce the region of full-dimensionality for this class of polytopes, and prove that it is a semialgebraic set for any game. Through the use of oriented matroid strata, we propose a structured method for classifying the possible combinatorial types of $P_G$, and show that for (2 x n)-games, the algebraic boundary of each stratum is a union of coordinate hyperplanes and binomial hypersurfaces. Finally, we provide a computational proof that there exists a unique combinatorial type of maximal dimension for (2 x 3)-games.:Introduction 1. Background 2. Tropical Positivity and Determinantal Varieties 3. Multivariate Volume, Ehrhart, and h^*-Polynomials of Polytropes 4. Combinatorics of Correlated Equilibri