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1. A Parallel Approximation Algorithm for Maximizing Submodular b-Matching

   https://doi.org/10.1137/1.9781611976830.5  

   Ferdous, S; Pothen, A; Khan, A.; Panyala, A.; Halappanavar, M. (August 2021, Proceedings of the 2021 SIAM Conference on Applied and Computational Discrete Algorithms (ACDA21))

   Bender, M.; Gilbert, J.; Hendrickson, B.; Sullivan, B. (Ed.)

   We design new serial and parallel approximation algorithms for computing a maximum weight b-matching in an edge-weighted graph with a submodular objective function. This problem is NP-hard; the new algorithms have approximation ratio 1/3, and are relaxations of the Greedy algorithm that rely only on local information in the graph, making them parallelizable. We have designed and implemented Local Lazy Greedy algorithms for both serial and parallel computers. We have applied the approximate submodular b-matching algorithm to assign tasks to processors in the computation of Fock matrices in quantum chemistry on parallel computers. The assignment seeks to reduce the run time by balancing the computational load on the processors and bounding the number of messages that each processor sends. We show that the new assignment of tasks to processors provides a four fold speedup over the currently used assignment in the NWChemEx software on 8000 processors on the Summit supercomputer at Oak Ridge National Lab. 

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2. Optimization landscape of Tucker decomposition

   https://doi.org/10.1007/s10107-020-01531-z  

   Frandsen, Abraham; Ge, Rong (January 2020, Mathematical Programming)

   Tucker decomposition is a popular technique for many data analysis and machine learning applications. Finding a Tucker decomposition is a nonconvex optimization problem. As the scale of the problems increases, local search algorithms such as stochastic gradient descent have become popular in practice. In this paper, we characterize the optimization landscape of the Tucker decomposition problem. In particular, we show that if the tensor has an exact Tucker decomposition, for a standard nonconvex objective of Tucker decomposition, all local minima are also globally optimal. We also give a local search algorithm that can nd an approximate local (and global) optimal solution in polynomial time. 

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3. A Simple and Fast Bi-Objective Search Algorithm

   Hernandez, C.; Yeoh, W.; Baier, J.; Zhang, H.; Suazo, L.; Koenig, S. (June 2020, Proceedings of the International Conference on Automated Planning and Scheduling)

   Many interesting search problems can be formulated as bi-objective search problems, that is, search problems where two kinds of costs have to be minimized, for example, travel distance and time for transportation problems. Bi-objective search algorithms have to maintain the set of undominated paths from the start state to each state to compute the set of paths from the start state to the goal state that are not dominated by some other path from the start state to the goal state (called the Pareto-optimal solution set). Each time they find a new path to a state s, they perform a dominance check to determine whether this path dominates any of the previously found paths to s or whether any of the previously found paths to s dominates this path. Existing algorithms do not perform these checks efficiently. On the other hand, our Bi-Objective A* (BOA*) algorithm requires only constant time per check. In our experimental evaluation, we show that BOA* can run an order of magnitude (or more) faster than state-of-the-art bi-objective search algorithms, such as NAMOA*, NAMOA*dr, Bi-Objective Dijkstra, and Bidirectional Bi-Objective Dijkstra. 

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4. A Near-Optimal Algorithm for Stochastic Bilevel Optimization viaDouble-Momentum

   Prashant Khanduri, Siliang Zeng (October 2021, Advances in neural information processing systems)

   This work proposes a new algorithm – the Single-timescale Double-momentum Stochastic Approximation (SUSTAIN) –for tackling stochastic unconstrained bilevel optimization problems. We focus on bilevel problems where the lower level subproblem is strongly-convex and the upper level objective function is smooth. Unlike prior works which rely on two-timescale or double loop techniques, we design a stochastic momentum-assisted gradient estimator for both the upper and lower level updates. The latter allows us to control the error in the stochastic gradient updates due to inaccurate solution to both subproblems. If the upper objective function is smooth but possibly non-convex, we show that SUSTAIN requires $${O}(\epsilon^{-3/2})$$ iterations (each using $O(1)$ samples) to find an $$\epsilon$$-stationary solution. The $$\epsilon$$-stationary solution is defined as the point whose squared norm of the gradient of the outer function is less than or equal to $$\epsilon$$. The total number of stochastic gradient samples required for the upper and lower level objective functions match the best-known complexity for single-level stochastic gradient algorithms. We also analyze the case when the upper level objective function is strongly-convex. 

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5. A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear-Equality-Constrained Optimization with Rank-Deficient Jacobians

   https://doi.org/10.1287/moor.2021.0154  

   Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J.; Robinson, Daniel P. (October 2023, Mathematics of Operations Research)

   A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear-equality-constrained optimization problems in which the objective function is defined by an expectation. The algorithmic structure of the proposed method is based on a step decomposition strategy that is known in the literature to be widely effective in practice, wherein each search direction is computed as the sum of a normal step (toward linearized feasibility) and a tangential step (toward objective decrease in the null space of the constraint Jacobian). However, the proposed method is unique from others in the literature in that it both allows the use of stochastic objective gradient estimates and possesses convergence guarantees even in the setting in which the constraint Jacobians may be rank-deficient. The results of numerical experiments demonstrate that the algorithm offers superior performance when compared with popular alternatives. 

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