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Main Authors: Han, Shaoning, Gómez, Andrés
Format: Preprint
Published: 2022
Subjects:
Online Access:https://arxiv.org/abs/2209.13161
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author Han, Shaoning
Gómez, Andrés
author_facet Han, Shaoning
Gómez, Andrés
contents We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in this form. We show that these problems can be reduced to binary submodular minimization problems, possibly after a suitable reformulation, and thus are strongly polynomially solvable. Furthermore, we develop a parametric approach for computing the associated extreme bases under certain smoothness conditions. This leads to a fast solution method, whose efficiency is demonstrated through numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2209_13161
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Convex Submodular Minimization with Indicator Variables
Han, Shaoning
Gómez, Andrés
Optimization and Control
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in this form. We show that these problems can be reduced to binary submodular minimization problems, possibly after a suitable reformulation, and thus are strongly polynomially solvable. Furthermore, we develop a parametric approach for computing the associated extreme bases under certain smoothness conditions. This leads to a fast solution method, whose efficiency is demonstrated through numerical experiments.
title Convex Submodular Minimization with Indicator Variables
topic Optimization and Control
url https://arxiv.org/abs/2209.13161