Provable Submodular Minimization using Wolfe's Algorithm

Deeparnab Chakrabarty, Prateek Jain, Pravesh Kothari

Neural Information Processing Systems 

Owing to several applications in large scale learning and vision problems, fast submodular function minimization (SFM) has become a critical problem. Theoretically, unconstrained SFM can be performed in polynomial time [10, 11]. However, these algorithms are typically not practical. In 1976, Wolfe [21] proposed an algorithm to find the minimum Euclidean norm point in a polytope, and in 1980, Fujishige [3] showed how Wolfe's algorithm can be used for SFM. For general submodular functions, this Fujishige-Wolfe minimum norm algorithm seems to have the best empirical performance.