Flows, Submodularity, Sparsity, and Beyond: Continuous Optimization Insights for Discrete Problems
Name
Axiotis-kaxiotis-PhD-EECS-2022-thesis.pdf
Description
Thesis PDF
Size
9.96 MB
Format
Adobe PDF
Checksum (MD5)
ff8f842e28bbbed1660b37e5b4b1b866
Author(s)
Axiotis, Kyriakos
Advisor(s)
Mądry, Aleksander
Date Issued
September 2022
Publisher
Massachusetts Institute of Technology
Abstract
In this thesis we build on connections between discrete and continuous optimization. In the first part of the thesis we propose faster second-order convex optimization algorithms for classical graph algorithmic problems. Our main contribution is to show that the runtime of interior point methods is closely connected to spectral connectivity notions in the underlying graph, such as electrical conductance and effective resistance. We explore these connections along two orthogonal directions: Making manual interventions to the graph to improve connectivity, or keeping track of connectivity so as to make faster updates. These ideas lead to the first runtime improvement for the minimum cost flow problem in more than 10 years, as well as faster algorithms for problems like negative-weight shortest path and minimum cost perfect matching.
In the second part of the thesis, we investigate efficient optimization algorithms for problems relevant to machine learning that have some discrete element, such as sparse or low rank structure. We introduce a new technique, called adaptive regularization, which eliminates the sparsity performance degradation caused by ℓ₂ projections onto structured non-convex domains, like the set of sparse vectors or low rank matrices. This leads to improving the sparsity guarantee of one of the most well known sparse optimization algorithms, IHT.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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