Flows, Submodularity, Sparsity, and Beyond: Continuous Optimization Insights for Discrete Problems

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.

Name thesis:degree_name

Doctoral

Department dc:contributor.department

Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2022

Author dc:creator

• Axiotis, Kyriakos

Advisor dc:contributor.advisor

• Mądry, Aleksander

Statement dc:rights

• In Copyright - Educational Use Permitted
• Copyright MIT

Licence dc:rights.uri

• http://rightsstatements.org/page/InC-EDU/1.0/

Handle dc:identifier.uri

https://hdl.handle.net/1721.1/147524

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/147524