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Structured Convex Optimization under Submodular Constraints

机译:次模约束下的结构化凸优化

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摘要

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and we show that a wide range of convex optimization problems under submodular constraints can be solved much more efficiently than general submodular optimization methods by a reduction to a maximum flow problem. Furthermore, we give some applications, including sparse optimization methods, in which the proposed methods are effective. Additionally, we evaluate the performance of the proposed method through computational experiments.
机译:机器学习中的许多离散和连续优化问题都与亚模约束下的凸最小化问题有关。在本文中,我们处理了带有有向图结构的子模函数,并且表明通过减少最大流量问题,与常规的子模优化方法相比,在子模约束下的各种凸优化问题可以更有效地解决。此外,我们给出了一些应用程序,包括稀疏优化方法,这些方法在其中都是有效的。此外,我们通过计算实验评估了该方法的性能。

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