A Polyhedral Approach to Bisubmodular Function Minimization

We consider minimization problems with bisubmodular objective functions. We propose a class of valid inequalities, which we call the poly-bimatroid inequalities and prove that these inequalities, along with trivial bound constraints, fully describe the convex hull of the epigraph of a bisubmodular function. We develop a cutting plane algorithm for general bisubmodular minimization problems using … Read more

A mixed-integer linear programming approach for the T-row and the multi-bay facility layout problem

We introduce a new facility layout problem, the so-called T-Row Facility Layout Problem (TRFLP). The TRFLP consists of a set of one-dimensional departments with pairwise transport weights between them and two orthogonal rows which form a T such that departments in different rows cannot overlap. The aim is to find a non-overlapping assignment of the … Read more

Variance Reduction of Stochastic Gradients Without Full Gradient Evaluation

A standard concept for reducing the variance of stochastic gradient approximations is based on full gradient evaluations every now and then. In this paper an approach is considered that — while approximating a local minimizer of a sum of functions — also generates approximations of the gradient and the function values without relying on full … Read more

Optimization Problems Involving Matrix Multiplication with Applications in Material Science and Biology

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete, optimization problems arise in applications from biology and material science among others, and are known to be NP-Hard for … Read more

Complexity of cutting planes and branch-and-bound in mixed-integer optimization

We investigate the theoretical complexity of branch-and-bound (BB) and cutting plane (CP) algorithms for mixed-integer optimization. In particular, we study the relative efficiency of BB and CP, when both are based on the same family of disjunctions. We extend a result of Dash to the nonlinear setting which shows that for convex 0/1 problems, CP … Read more

Geometry of First-Order Methods and Adaptive Acceleration

First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we study a geometric property of first-order methods when applying to solve non-smooth optimization problems. With the tool of “partial smoothness”, we design … Read more

The high-order block RIP for non-convex block-sparse compressed sensing

This paper concentrates on the recovery of block-sparse signals, which is not only sparse but also nonzero elements are arrayed into some blocks (clusters) rather than being arbitrary distributed all over the vector, from linear measurements. We establish high-order sufficient conditions based on block RIP to ensure the exact recovery of every block $s$-sparse signal … Read more

The perturbation analysis of nonconvex low-rank matrix robust recovery

In this paper, we bring forward a completely perturbed nonconvex Schatten $p$-minimization to address a model of completely perturbed low-rank matrix recovery. The paper that based on the restricted isometry property generalizes the investigation to a complete perturbation model thinking over not only noise but also perturbation, gives the restricted isometry property condition that guarantees … Read more

Complexity iteration analysis for stongly convex multi-objective optimization using a Newton path-following procedure

In this note we consider the iteration complexity of solving strongly convex multi objective optimization. We discuss the precise meaning of this problem, and indicate it is loosely defined, but the most natural notion is to find a set of Pareto optimal points across a grid of scalarized problems. We derive that in most cases, … Read more