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 Optimization


A Survey on the Densest Subgraph Problem and its Variants

arXiv.org Artificial Intelligence

The Densest Subgraph Problem requires to find, in a given graph, a subset of vertices whose induced subgraph maximizes a measure of density. The problem has received a great deal of attention in the algorithmic literature over the last five decades, with many variants proposed and many applications built on top of this basic definition. Recent years have witnessed a revival of research interest on this problem with several interesting contributions, including some groundbreaking results, published in 2022 and 2023. This survey provides a deep overview of the fundamental results and an exhaustive coverage of the many variants proposed in the literature, with a special attention on the most recent results. The survey also presents a comprehensive overview of applications and discusses some interesting open problems for this evergreen research topic.


PyPose: A Library for Robot Learning with Physics-based Optimization

arXiv.org Artificial Intelligence

Deep learning has had remarkable success in robotic perception, but its data-centric nature suffers when it comes to generalizing to ever-changing environments. By contrast, physics-based optimization generalizes better, but it does not perform as well in complicated tasks due to the lack of high-level semantic information and reliance on manual parametric tuning. To take advantage of these two complementary worlds, we present PyPose: a robotics-oriented, PyTorch-based library that combines deep perceptual models with physics-based optimization. PyPose's architecture is tidy and well-organized, it has an imperative style interface and is efficient and user-friendly, making it easy to integrate into real-world robotic applications. Besides, it supports parallel computing of any order gradients of Lie groups and Lie algebras and $2^{\text{nd}}$-order optimizers, such as trust region methods. Experiments show that PyPose achieves more than $10\times$ speedup in computation compared to the state-of-the-art libraries. To boost future research, we provide concrete examples for several fields of robot learning, including SLAM, planning, control, and inertial navigation.


Efficient Lipschitzian Global Optimization of H\"older Continuous Multivariate Functions

arXiv.org Artificial Intelligence

This study presents an effective global optimization technique designed for multivariate functions that are H\"older continuous. Unlike traditional methods that construct lower bounding proxy functions, this algorithm employs a predetermined query creation rule that makes it computationally superior. The algorithm's performance is assessed using the average or cumulative regret, which also implies a bound for the simple regret and reflects the overall effectiveness of the approach. The results show that with appropriate parameters the algorithm attains an average regret bound of $O(T^{-\frac{\alpha}{n}})$ for optimizing a H\"older continuous target function with H\"older exponent $\alpha$ in an $n$-dimensional space within a given time horizon $T$. We demonstrate that this bound is minimax optimal.


PROMPT: Learning Dynamic Resource Allocation Policies for Network Applications

arXiv.org Artificial Intelligence

A growing number of service providers are exploring methods to improve server utilization and reduce power consumption by co-scheduling high-priority latency-critical workloads with best-effort workloads. This practice requires strict resource allocation between workloads to reduce contention and maintain Quality-of-Service (QoS) guarantees. Prior work demonstrated promising opportunities to dynamically allocate resources based on workload demand, but may fail to meet QoS objectives in more stringent operating environments due to the presence of resource allocation cliffs, transient fluctuations in workload performance, and rapidly changing resource demand. We therefore propose PROMPT, a novel resource allocation framework using proactive QoS prediction to guide a reinforcement learning controller. PROMPT enables more precise resource optimization, more consistent handling of transient behaviors, and more robust generalization when co-scheduling new best-effort workloads not encountered during policy training. Evaluation shows that the proposed method incurs 4.2x fewer QoS violations, reduces severity of QoS violations by 12.7x, improves best-effort workload performance, and improves overall power efficiency over prior work.


ProxSkip: Yes! Local Gradient Steps Provably Lead to Communication Acceleration! Finally!

arXiv.org Artificial Intelligence

We introduce ProxSkip -- a surprisingly simple and provably efficient method for minimizing the sum of a smooth ($f$) and an expensive nonsmooth proximable ($\psi$) function. The canonical approach to solving such problems is via the proximal gradient descent (ProxGD) algorithm, which is based on the evaluation of the gradient of $f$ and the prox operator of $\psi$ in each iteration. In this work we are specifically interested in the regime in which the evaluation of prox is costly relative to the evaluation of the gradient, which is the case in many applications. ProxSkip allows for the expensive prox operator to be skipped in most iterations: while its iteration complexity is $\mathcal{O}\left(\kappa \log \frac{1}{\varepsilon}\right)$, where $\kappa$ is the condition number of $f$, the number of prox evaluations is $\mathcal{O}\left(\sqrt{\kappa} \log \frac{1}{\varepsilon}\right)$ only. Our main motivation comes from federated learning, where evaluation of the gradient operator corresponds to taking a local GD step independently on all devices, and evaluation of prox corresponds to (expensive) communication in the form of gradient averaging. In this context, ProxSkip offers an effective acceleration of communication complexity. Unlike other local gradient-type methods, such as FedAvg, SCAFFOLD, S-Local-GD and FedLin, whose theoretical communication complexity is worse than, or at best matching, that of vanilla GD in the heterogeneous data regime, we obtain a provable and large improvement without any heterogeneity-bounding assumptions.


Using Simple Incentives to Improve Two-Sided Fairness in Ridesharing Systems

arXiv.org Artificial Intelligence

State-of-the-art order dispatching algorithms for ridesharing batch passenger requests and allocate them to a fleet of vehicles in a centralized manner, optimizing over the estimated values of each passenger-vehicle matching using integer linear programming (ILP). Using good estimates of future values, such ILP-based approaches are able to significantly increase the service rates (percentage of requests served) for a fixed fleet of vehicles. However, such approaches that focus solely on maximizing efficiency can lead to disparities for both drivers (e.g., income inequality) and passengers (e.g., inequality of service for different groups). Existing approaches that consider fairness only do it for naive assignment policies, require extensive training, or look at only single-sided fairness. We propose a simple incentive-based fairness scheme that can be implemented online as a part of this ILP formulation that allows us to improve fairness over a variety of fairness metrics. Deriving from a lens of variance minimization, we describe how these fairness incentives can be formulated for two distinct use cases for passenger groups and driver fairness. We show that under mild conditions, our approach can guarantee an improvement in the chosen metric for the worst-off individual. We also show empirically that our Simple Incentives approach significantly outperforms prior art, despite requiring no retraining; indeed, it often leads to a large improvement over the state-of-the-art fairness-aware approach in both overall service rate and fairness.


Interpretable Anomaly Detection via Discrete Optimization

arXiv.org Artificial Intelligence

Anomaly detection is essential in many application domains, such as cyber security, law enforcement, medicine, and fraud protection. However, the decision-making of current deep learning approaches is notoriously hard to understand, which often limits their practical applicability. To overcome this limitation, we propose a framework for learning inherently interpretable anomaly detectors from sequential data. More specifically, we consider the task of learning a deterministic finite automaton (DFA) from a given multi-set of unlabeled sequences. We show that this problem is computationally hard and develop two learning algorithms based on constraint optimization. Moreover, we introduce novel regularization schemes for our optimization problems that improve the overall interpretability of our DFAs. Using a prototype implementation, we demonstrate that our approach shows promising results in terms of accuracy and F1 score.


Coordinate Descent Methods for Fractional Minimization

arXiv.org Artificial Intelligence

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or concave function. This problem is difficult to solve since it is non-convex. By exploiting the structure of the problem, we propose two Coordinate Descent (CD) methods for solving this problem. The proposed methods iteratively solve a one-dimensional subproblem \textit{globally}, and they are guaranteed to converge to coordinate-wise stationary points. In the case of a convex denominator, under a weak \textit{locally bounded non-convexity condition}, we prove that the optimality of coordinate-wise stationary point is stronger than that of the standard critical point and directional point. Under additional suitable conditions, CD methods converge Q-linearly to coordinate-wise stationary points. In the case of a concave denominator, we show that any critical point is a global minimum, and CD methods converge to the global minimum with a sublinear convergence rate. We demonstrate the applicability of the proposed methods to some machine learning and signal processing models. Our experiments on real-world data have shown that our method significantly and consistently outperforms existing methods in terms of accuracy.


Trajectory Optimization on Matrix Lie Groups with Differential Dynamic Programming and Nonlinear Constraints

arXiv.org Artificial Intelligence

Matrix Lie groups are an important class of manifolds commonly used in control and robotics, and the optimization of control policies on these manifolds is a fundamental problem. In this work, we propose a novel approach for trajectory optimization on matrix Lie groups using an augmented Lagrangian-based constrained discrete Differential Dynamic Programming. The method involves lifting the optimization problem to the Lie algebra in the backward pass and retracting back to the manifold in the forward pass. In contrast to previous approaches which only addressed constraint handling for specific classes of matrix Lie groups, the proposed method provides a general approach for nonlinear constraint handling for generic matrix Lie groups. We also demonstrate the effectiveness of the method in handling external disturbances through its application as a Lie-algebraic feedback control policy on SE(3). Experiments show that the approach is able to effectively handle configuration, velocity and input constraints and maintain stability in the presence of external disturbances.


GPU-accelerated Matrix Cover Algorithm for Multiple Patterning Layout Decomposition

arXiv.org Artificial Intelligence

Multiple patterning lithography (MPL) is regarded as one of the most promising ways of overcoming the resolution limitations of conventional optical lithography due to the delay of next-generation lithography technology. As the feature size continues to decrease, layout decomposition for multiple patterning lithography (MPLD) technology is becoming increasingly crucial for improving the manufacturability in advanced nodes. The decomposition process refers to assigning the layout features to different mask layers according to the design rules and density requirements. When the number of masks $k \geq 3$, the MPLD problems are NP-hard and thus may suffer from runtime overhead for practical designs. However, the number of layout patterns is increasing exponentially in industrial layouts, which hinders the runtime performance of MPLD models. In this research, we substitute the CPU's dance link data structure with parallel GPU matrix operations to accelerate the solution for exact cover-based MPLD algorithms. Experimental results demonstrate that our system is capable of full-scale, lightning-fast layout decomposition, which can achieve more than 10$\times$ speed-up without quality degradation compared to state-of-the-art layout decomposition methods.