arXiv subjects

Dongdong Ge

Publications and source records attributed to Dongdong Ge.

57 records · Page 4Linked to original sources

arXiv2017

Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an $\mathcal{O}(n^{c_1}d^{c_2})$-optimal solution to the regularized sparse optimization problem is strongly NP-hard for any $c_1, c_2\in [0,1)$ such that $c_1+c_2<1$. The result applies to a broad class of loss functions and sparse penalty functions. It suggests that one cannot even approximately solve the sparse optimization problem in polynomial time, unless P $=$ NP.

math.OC↗

arXiv2014

An Improved Algorithm for Fixed-Hub Single Allocation Problem

This paper discusses the fixed-hub single allocation problem (FHSAP). In this problem, a network consists of hub nodes and terminal nodes. Hubs are fixed and fully connected; each terminal node is connected to a single hub which routes all its traffic. The goal is to minimize the cost of routing the traffic in the network. In this paper, we propose a linear programming (LP)-based rounding algorithm. The algorithm is based on two ideas. First, we modify the LP relaxation formulation introduced in Ernst and Krishnamoorthy (1996, 1999) by incorporating a set of validity constraints. Then, after obtaining a fractional solution to the LP relaxation, we make use of a geometric rounding algorithm to obtain an integral solution. We show that by incorporating the validity constraints, the strengthened LP often provides much tighter upper bounds than the previous methods with a little more computational effort, and the solution obtained often has a much smaller gap with the optimal solution. We also formulate a robust version of the FHSAP and show that it can guard against data uncertainty with little cost.

cs.DS↗

arXiv2011

Complexity of Unconstrained L_2-L_p Minimization

We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of $\|Ax-b\|^2_2+λ\|x\|^p_p$ for given $A \in R^{m\times n}$, $b\in R^m$ and parameters $λ>0$, $p\in [0,1)$. This problem has been studied extensively in variable selection and sparse least squares fitting for high dimensional data. Theoretical results show that the minimizers of the $L_2$-$L_p$ problem have various attractive features due to the concavity and non-Lipschitzian property of the regularization function $\|\cdot\|^p_p$. In this paper, we show that the $L_q$-$L_p$ minimization problem is strongly NP-hard for any $p\in [0,1)$ and $q\ge 1$, including its smoothed version. On the other hand, we show that, by choosing parameters $(p,λ)$ carefully, a minimizer, global or local, will have certain desired sparsity. We believe that these results provide new theoretical insights to the studies and applications of the concave regularized optimization problems.

cs.CC↗