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