Goto

Collaborating Authors

 time limit


Corporate Needs You to Find the Difference: Revisiting Submodular and Supermodular Ratio Optimization Problems

Neural Information Processing Systems

We consider the following question: given a submodular/supermodular set function f: 2V R, how should one minimize/maximize its average value f(S)/|S| over non-empty subsets S V? This problem generalizes several well-known objectives, including Densest Subgraph (DSG), Densest Supermodular Set (DSS), and Submodular Function Minimization (SFM). Motivated by recent applications [42, 34], we formalize two new broad problems: the Unrestricted Sparsest Submodular Set (USSS) and Unrestricted Densest Supermodular Set (UDSS), both of which allow negative and non-monotone functions. Using classical results, we show that DSS, SFM, USSS, UDSS, and Minimum Norm Point (MNP) are all equivalent under strongly polynomial-time reductions. This equivalence enables algorithmic cross-over: methods designed for one problem can be repurposed to solve others efficiently. In particular, we use the perspective of the minimum norm point in the base polyhedron of a sub/supermodular function, which, via Fujishige's results, yields the dense decomposition as a byproduct.


An Efficient Spatial Branch-and-Bound Algorithm for Global Optimization of Gaussian Process Posterior Mean Functions

arXiv.org Machine Learning

We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is challenging because it remains nonlinear and nonconvex. Existing exact deterministic approaches become increasingly difficult to scale as the number of training data points grows, leading to approximation-based methods that improve tractability by optimizing a modified (inexact) objective. In this work, we propose PALM-Mean, a piecewise-analytic lower-bounding framework embedded in reduced-space spatial branch-and-bound. At each node, kernel terms that are locally important are replaced by a sign-aware piecewise-linear relaxation in an appropriate scalar distance variable, while the remaining terms are bounded analytically in closed form. We show this hybrid approach yields a valid lower bound for the posterior mean, while limiting the size of the branch-and-bound subproblems. We establish validity of the node lower bounds and $\varepsilon$-global convergence of the resulting algorithm. Computational results on synthetic benchmarks and real-world application problems show that PALM-Mean improves scalability relative to representative general-purpose deterministic global solvers, particularly as the number of training data points increases.



NeuroLKH: Combining Deep Learning Model with Lin-Kernighan-Helsgaun Heuristic for Solving the Traveling Salesman Problem

Neural Information Processing Systems

We present NeuroLKH, a novel algorithm that combines deep learning with the strong traditional heuristic Lin-Kernighan-Helsgaun (LKH) for solving Traveling Salesman Problem. Specifically, we train a Sparse Graph Network (SGN) with supervised learning for edge scores and unsupervised learning for node penalties, both of which are critical for improving the performance of LKH. Based on the output of SGN, NeuroLKH creates the edge candidate set and transforms edge distances to guide the searching process of LKH. Extensive experiments firmly demonstrate that, by training one model on a wide range of problem sizes, NeuroLKH significantly outperforms LKH and generalizes well to much larger sizes. Also, we show that NeuroLKH can be applied to other routing problems such as Capacitated Vehicle Routing Problem (CVRP), Pickup and Delivery Problem (PDP), and CVRP with Time Windows (CVRPTW).







Algorithms for Boolean Matrix Factorization using Integer Programming and Heuristics

arXiv.org Machine Learning

Boolean matrix factorization (BMF) approximates a given binary input matrix as the product of two smaller binary factors. Unlike binary matrix factorization based on standard arithmetic, BMF employs the Boolean OR and AND operations for the matrix product, which improves interpretability and reduces the approximation error. It is also used in role mining and computer vision. In this paper, we first propose algorithms for BMF that perform alternating optimization (AO) of the factor matrices, where each subproblem is solved via integer programming (IP). We then design different approaches to further enhance AO-based algorithms by selecting an optimal subset of rank-one factors from multiple runs. To address the scalability limits of IP-based methods, we introduce new greedy and local-search heuristics. We also construct a new C++ data structure for Boolean vectors and matrices that is significantly faster than existing ones and is of independent interest, allowing our heuristics to scale to large datasets. We illustrate the performance of all our proposed methods and compare them with the state of the art on various real datasets, both with and without missing data, including applications in topic modeling and imaging.