235 research outputs found
On Unconstrained Quasi-Submodular Function Optimization
With the extensive application of submodularity, its generalizations are
constantly being proposed. However, most of them are tailored for special
problems. In this paper, we focus on quasi-submodularity, a universal
generalization, which satisfies weaker properties than submodularity but still
enjoys favorable performance in optimization. Similar to the diminishing return
property of submodularity, we first define a corresponding property called the
{\em single sub-crossing}, then we propose two algorithms for unconstrained
quasi-submodular function minimization and maximization, respectively. The
proposed algorithms return the reduced lattices in iterations,
and guarantee the objective function values are strictly monotonically
increased or decreased after each iteration. Moreover, any local and global
optima are definitely contained in the reduced lattices. Experimental results
verify the effectiveness and efficiency of the proposed algorithms on lattice
reduction.Comment: 11 page
On Budget-Feasible Mechanism Design for Symmetric Submodular Objectives
We study a class of procurement auctions with a budget constraint, where an
auctioneer is interested in buying resources or services from a set of agents.
Ideally, the auctioneer would like to select a subset of the resources so as to
maximize his valuation function, without exceeding a given budget. As the
resources are owned by strategic agents however, our overall goal is to design
mechanisms that are truthful, budget-feasible, and obtain a good approximation
to the optimal value. Budget-feasibility creates additional challenges, making
several approaches inapplicable in this setting. Previous results on
budget-feasible mechanisms have considered mostly monotone valuation functions.
In this work, we mainly focus on symmetric submodular valuations, a prominent
class of non-monotone submodular functions that includes cut functions. We
begin first with a purely algorithmic result, obtaining a
-approximation for maximizing symmetric submodular functions
under a budget constraint. We view this as a standalone result of independent
interest, as it is the best known factor achieved by a deterministic algorithm.
We then proceed to propose truthful, budget feasible mechanisms (both
deterministic and randomized), paying particular attention on the Budgeted Max
Cut problem. Our results significantly improve the known approximation ratios
for these objectives, while establishing polynomial running time for cases
where only exponential mechanisms were known. At the heart of our approach lies
an appropriate combination of local search algorithms with results for monotone
submodular valuations, applied to the derived local optima.Comment: A conference version appears in WINE 201
On the complexity of nonlinear mixed-integer optimization
This is a survey on the computational complexity of nonlinear mixed-integer
optimization. It highlights a selection of important topics, ranging from
incomputability results that arise from number theory and logic, to recently
obtained fully polynomial time approximation schemes in fixed dimension, and to
strongly polynomial-time algorithms for special cases.Comment: 26 pages, 5 figures; to appear in: Mixed-Integer Nonlinear
Optimization, IMA Volumes, Springer-Verla
Large-scale Binary Quadratic Optimization Using Semidefinite Relaxation and Applications
In computer vision, many problems such as image segmentation, pixel
labelling, and scene parsing can be formulated as binary quadratic programs
(BQPs). For submodular problems, cuts based methods can be employed to
efficiently solve large-scale problems. However, general nonsubmodular problems
are significantly more challenging to solve. Finding a solution when the
problem is of large size to be of practical interest, however, typically
requires relaxation. Two standard relaxation methods are widely used for
solving general BQPs--spectral methods and semidefinite programming (SDP), each
with their own advantages and disadvantages. Spectral relaxation is simple and
easy to implement, but its bound is loose. Semidefinite relaxation has a
tighter bound, but its computational complexity is high, especially for large
scale problems. In this work, we present a new SDP formulation for BQPs, with
two desirable properties. First, it has a similar relaxation bound to
conventional SDP formulations. Second, compared with conventional SDP methods,
the new SDP formulation leads to a significantly more efficient and scalable
dual optimization approach, which has the same degree of complexity as spectral
methods. We then propose two solvers, namely, quasi-Newton and smoothing Newton
methods, for the dual problem. Both of them are significantly more efficiently
than standard interior-point methods. In practice, the smoothing Newton solver
is faster than the quasi-Newton solver for dense or medium-sized problems,
while the quasi-Newton solver is preferable for large sparse/structured
problems. Our experiments on a few computer vision applications including
clustering, image segmentation, co-segmentation and registration show the
potential of our SDP formulation for solving large-scale BQPs.Comment: Fixed some typos. 18 pages. Accepted to IEEE Transactions on Pattern
Analysis and Machine Intelligenc
Greedy permanent magnet optimization
A number of scientific fields rely on placing permanent magnets in order to
produce a desired magnetic field. We have shown in recent work that the
placement process can be formulated as sparse regression. However, binary,
grid-aligned solutions are desired for realistic engineering designs. We now
show that the binary permanent magnet problem can be formulated as a quadratic
program with quadratic equality constraints (QPQC), the binary, grid-aligned
problem is equivalent to the quadratic knapsack problem with multiple knapsack
constraints (MdQKP), and the single-orientation-only problem is equivalent to
the unconstrained quadratic binary problem (BQP). We then provide a set of
simple greedy algorithms for solving variants of permanent magnet optimization,
and demonstrate their capabilities by designing magnets for stellarator
plasmas. The algorithms can a-priori produce sparse, grid-aligned, binary
solutions. Despite its simple design and greedy nature, we provide an algorithm
that outperforms the state-of-the-art algorithms while being substantially
faster, more flexible, and easier-to-use
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