Loading Events

« All Events

  • This event has passed.
:

Dabeen Lee (이다빈), Non-smooth and Hölder-smooth submodular optimization

October 27 Thursday @ 4:15 PM - 5:15 PM KST

Room 1501, Bldg. E6-1, KAIST

We study the problem of maximizing a continuous DR-submodular function that is not necessarily smooth. We prove that the continuous greedy algorithm achieves an [(1−1/e)OPT−ϵ] guarantee when the function is monotone and Hölder-smooth, meaning that it admits a Hölder-continuous gradient. For functions that are non-differentiable or non-smooth, we propose a variant of the mirror-prox algorithm that attains an [(1/2)OPT−ϵ] guarantee. We apply our algorithmic frameworks to robust submodular maximization and distributionally robust submodular maximization under Wasserstein ambiguity. In particular, the mirror-prox method applies to robust submodular maximization to obtain a single feasible solution whose value is at least (1/2)OPT−ϵ. For distributionally robust maximization under Wasserstein ambiguity, we deduce and work over a submodular-convex maximin reformulation whose objective function is Hölder-smooth, for which we may apply both the continuous greedy method and the mirror-prox method.
Joint work with Duksang Lee and Nam Ho-Ngyuen.

Details

Date:
October 27 Thursday
Time:
4:15 PM - 5:15 PM KST
Event Category:
Event Tags:
,

Venue

Room 1501, Bldg. E6-1, KAIST

Organizer

Andreas Holmsen
View Organizer Website
IBS 이산수학그룹 Discrete Mathematics Group
기초과학연구원 수리및계산과학연구단 이산수학그룹
대전 유성구 엑스포로 55 (우) 34126
IBS Discrete Mathematics Group (DIMAG)
Institute for Basic Science (IBS)
55 Expo-ro Yuseong-gu Daejeon 34126 South Korea
E-mail: dimag@ibs.re.kr, Fax: +82-42-878-9209
Copyright © IBS 2018. All rights reserved.