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 Algorithms for Convex Optimization

In the last few years, algorithms for convex optimization have

revolutionized algorithm design, both for discrete and continuous
optimization problems. For problems such as maximum flow,
maximum matching, and submodular function minimization, the
fastest algorithms involve essential methods such as gradient
descent, mirror descent, interior point methods, and ellipsoid
methods. The goal of this self-contained book is to enable
researchers and professionals in computer science, operations
research, data science, and machine learning to gain an in-depth
understanding of these algorithms. The text emphasizes how to
derive key algorithms for convex optimization from first principles
and how to establish precise running time bounds. This modern text
explains the success of these algorithms in problems of discrete
optimization, as well as how these methods have significantly
pushed the state of the art of convex optimization itself.
nisheeth k. vishnoi is A. Bartlett Giamatti Professor of Computer
Science at Yale University. His research areas include theoretical
computer science, optimization, and machine learning. He is a
recipient of the Best Paper Award at IEEE FOCS in 2005, the IBM
Research Pat Goldberg Memorial Award in 2006, the Indian National
Science Academy Young Scientist Award in 2011, and the Best Paper
Award at ACM FAccT in 2019. He was elected an ACM Fellow in
2019. He obtained a bachelor’s degree in computer science and
engineering from IIT Bombay and a PhD in algorithms,
combinatorics, and optimization from Georgia Institute of
Technology.
Algorithms for Convex Optimization
NISHEETH K. VISHNOI
Yale University
University Printing House, Cambridge CB2 8BS, United Kingdom
One Liberty Plaza, 20th Floor, New York, NY 10006, USA
477 Williamstown Road, Port Melbourne, VIC 3207, Australia
314–321, 3rd Floor, Plot 3, Splendor Forum, Jasola District Centre, New Delhi –
110025, India
103 Penang Road, #05–06/07, Visioncrest Commercial, Singapore 238467
Cambridge University Press is part of the University of Cambridge.
It furthers the University’s mission by disseminating knowledge in the pursuit of
education, learning, and research at the highest international levels of excellence.
www.cambridge.org
Information on this title: www.cambridge.org/9781108482028
DOI: 10.1017/9781108699211
© Nisheeth K. Vishnoi 2021
This publication is in copyright. Subject to statutory exception and to the
provisions of relevant collective licensing agreements, no reproduction of any part
may take place without the written permission of Cambridge University Press.
First published 2021
A catalogue record for this publication is available from the British Library.
Library of Congress Cataloging-in-Publication Data
Names: Vishnoi, Nisheeth K., 1976- author.
Title: Algorithms for convex optimization / Nisheeth K. Vishnoi. Description: New
York : Cambridge University Press, [2021] | Includes bibliographical references and
index.
Identifiers: LCCN 2020052071 (print) | LCCN 2020052072 (ebook) | ISBN
9781108482028 (hardback) | ISBN 9781108741774 (paperback) | ISBN
9781108699211 (epub)
Subjects: LCSH: Mathematical optimization. | Convex functions. | Convex
programming.
Classification: LCC QA402.5 .V57 2021 (print) | LCC QA402.5 (ebook) | DDC
515/.882-dc23
LC record available at https://lccn.loc.gov/2020052071
LC record available at https://lccn.loc.gov/2020052072
ISBN 978-1-108-48202-8 Hardback
ISBN 978-1-108-74177-4 Paperback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
Dedicated to Maya and Vayu
 Contents

Preface
Acknowledgments
Notation

1 Bridging Continuous and Discrete

Optimization
1.1 An Example: The Maximum Flow Problem
1.2 Linear Programming
1.3 Fast and Exact Algorithms via Interior Point Methods
1.4 Ellipsoid Method beyond Succinct Linear Programs

2 Preliminaries
2.1 Derivatives, Gradients, and Hessians
2.2 Fundamental Theorem of Calculus
2.3 Taylor Approximation
2.4 Linear Algebra, Matrices, and Eigenvalues
2.5 The Cauchy-Schwarz Inequality
2.6 Norms
2.7 Euclidean Topology
2.8 Dynamical Systems
2.9 Graphs
2.10 Exercises

3 Convexity
 3.1 Convex Sets
3.2 Convex Functions
3.3 The Usefulness of Convexity
3.4 Exercises

4 Convex Optimization and Efficiency

4.1 Convex Programs
4.2 Computational Models
4.3 Membership Problem for Convex Sets
4.4 Solution Concepts for Optimization Problems
4.5 The Notion of Polynomial Time for Convex
Optimization
4.6 Exercises

5 Duality and Optimality

5.1 Lagrangian Duality
5.2 The Conjugate Function
5.3 KKT Optimality Conditions
5.4 Proof of Strong Duality under Slater’s Condition
5.5 Exercises

6 Gradient Descent
6.1 The Setup
6.2 Gradient Descent
6.3 Analysis When the Gradient Is Lipschitz Continuous
6.4 Application: The Maximum Flow Problem
6.5 Exercises

7 Mirror Descent and the Multiplicative

Weights Update
7.1 Beyond the Lipschitz Gradient Condition
 7.2 A Local Optimization Principle and Regularizers
7.3 Exponential Gradient Descent
7.4 Mirror Descent
7.5 Multiplicative Weights Update
7.6 Application: Perfect Matching in Bipartite Graphs
7.7 Exercises

8 Accelerated Gradient Descent

8.1 The Setup
8.2 Main Result on Accelerated Gradient Descent
8.3 Proof Strategy: Estimate Sequences
8.4 Construction of an Estimate Sequence
8.5 The Algorithm and Its Analysis
8.6 An Algorithm for Strongly Convex and Smooth
Functions
8.7 Application: Linear System of Equations
8.8 Exercises

9 Newton’s Method
9.1 Finding a Root of a Univariate Function
9.2 Newton’s Method for Multivariate Functions
9.3 Newton’s Method for Unconstrained Optimization
9.4 First Take on the Analysis
9.5 Newton’s Method as Steepest Descent
9.6 Analysis Based on a Local Norm
9.7 Analysis Based on the Euclidean Norm
9.8 Exercises

10 An Interior Point Method for Linear

Programming
10.1 Linear Programming
 10.2 Constrained Optimization via Barrier Functions
10.3 The Logarithmic Barrier Function
10.4 The Central Path
10.5 A Path-Following Algorithm for Linear Programming
10.6 Analysis of the Path-Following Algorithm
10.7 Exercises

11 Variants of Interior Point Method and

Self-Concordance
11.1 The Minimum Cost Flow Problem
11.2 An IPM for Linear Programming in Standard Form
11.3 Application: The Minimum Cost Flow Problem
11.4 Self-Concordant Barriers
11.5 Linear Programming Using Self-Concordant Barriers
11.6 Semidefinite Programming Using Self-Concordant
Barriers
11.7 Convex Optimization Using Self-Concordant Barriers
11.8 Exercises

12 Ellipsoid Method for Linear

Programming
12.1 0-1-Polytopes with Exponentially Many Constraints
12.2 Cutting Plane Methods
12.3 Ellipsoid Method
12.4 Analysis of Volume Drop and Efficiency for Ellipsoids
12.5 Application: Linear Optimization over 0-1-Polytopes
12.6 Exercises

13 Ellipsoid Method for Convex

Optimization
13.1 Convex Optimization Using the Ellipsoid Method?
13.2 Application: Submodular Function Minimization
13.3 Application: The Maximum Entropy Problem
13.4 Convex Optimization Using the Ellipsoid Method
13.5 Variants of Cutting Plane Method
13.6 Exercises

Bibliography
Index
 Preface

Convex optimization studies the problem of minimizing a convex

function over a convex set. Convexity, along with its numerous
implications, has been used to come up with efficient algorithms for
many classes of convex programs. Consequently, convex
optimization has broadly impacted several disciplines of science and
engineering.
In the last few years, algorithms for convex optimization have
revolutionized algorithm design, both for discrete and continuous
optimization problems. The fastest-known algorithms for problems
such as maximum flow in graphs, maximum matching in bipartite
graphs, and submodular function minimization involve an essential
and nontrivial use of algorithms for convex optimization such as
gradient descent, mirror descent, interior point methods, and cutting
plane methods. Surprisingly, algorithms for convex optimization have
also been used to design counting problems over discrete objects
such as matroids. Simultaneously, algorithms for convex optimization
have become central to many modern machine learning applications.
The demand for algorithms for convex optimization, driven by larger
and increasingly complex input instances, has also significantly
pushed the state of the art of convex optimization itself.
The goal of this book is to enable a reader to gain an in-depth
understanding of algorithms for convex optimization. The emphasis
is to derive key algorithms for convex optimization from first
principles and to establish precise running time bounds in terms of
the input length. Given the broad applicability of these methods, it is
not possible for a single book to show the applications of these
methods to all of them. This book shows applications to fast
algorithms for various discrete optimization and counting problems.
The applications selected in this book serve the purpose of
illustrating a rather surprising bridge between continuous and
discrete optimization.
The structure of the book. The book has roughly four parts.
Chapters 3, 4, and 5 provide an introduction to convexity, models of
computation and notions of efficiency in convex optimization, and
duality. Chapters 6, 7, and 8 introduce first-order methods such as
gradient descent, mirror descent and the multiplicative weights
update method, and accelerated gradient descent, respectively.
Chapters 9, 10, and 11 present Newton’s method and various
interior point methods for linear programming. Chapters 12 and 13
present cutting plane methods such as the ellipsoid method for
linear and general convex programs. Chapter 1 summarizes the book
via a brief history of the interplay between continuous and discrete
optimization: how the search for fast algorithms for discrete
problems is leading to improvements in algorithms for convex
optimization.
Many chapters contain applications ranging from finding maximum
flows, minimum cuts, and perfect matchings in graphs, to linear
optimization over 0-1-polytopes, to submodular function
minimization, to computing maximum entropy distributions over
combinatorial polytopes.
The book is self-contained and starts with a review of calculus,
linear algebra, geometry, dynamical systems, and graph theory in
Chapter 2. Exercises posed in this book not only play an important
role in checking one’s understanding; sometimes important methods
and concepts are introduced and developed entirely through them.
Examples include the Frank-Wolfe method, coordinate descent,
stochastic gradient descent, online convex optimization, the min-max
theorem for zero-sum games, the Winnow algorithm for
classification, bandit optimization, the conjugate gradient method,
primal-dual interior point method, and matrix scaling.
How to use this book. This book can be used either as a textbook
for a stand-alone advanced undergraduate or beginning graduate-
level course, or as a supplement to an introductory course on convex
optimization or algorithm design. The intended audience includes
advanced undergraduate students, graduate students, and
researchers from theoretical computer science, discrete optimization,
operations research, statistics, and machine learning. To make this
book accessible to a broad audience with different backgrounds, the
writing style deliberately emphasizes the intuition, sometimes at the
expense of rigor.
A course for a theoretical computer science or discrete
optimization audience could cover the entire book. A course on
convex optimization can omit the applications to discrete
optimization and can, instead, include applications as per the choice
of the instructor. Finally, an introductory course on convex
optimization for machine learning could include material from
Chapters 2 to 7.
Beyond convex optimization? This book should also prepare the
reader for working in areas beyond convex optimization, e.g.,
nonconvex optimization and geodesic convex optimization, which are
currently in their formative years.
Nonconvex optimization. One property of convex functions is that
a “local” minimum is also a “global” minimum. Thus, algorithms for
convex optimization, essentially, find a local minimum. Interestingly,
this viewpoint has led to convex optimization methods being very
successful for nonconvex optimization problems, especially those
that arise in machine learning. Unlike convex programs, some of
which can be NP-hard to optimize, most interesting classes of
nonconvex optimization problems are NP-hard. Hence, in many of
these applications, we define a suitable notion of local minimum and
look for methods that can take us to one. Thus, algorithms for
convex optimization are important for nonconvex optimization as
well; see the survey by Jain and Kar (2017).
Geodesic convex optimization. Sometimes, a function that is
nonconvex in a Euclidean space turns out to be convex if we
introduce a suitable Riemannian metric on the underlying space and
redefine convexity with respect to the “straight lines” - geodesics -
induced by the metric. Such functions are called geodesically convex
and arise in optimization problems over Riemannian manifolds such
as matrix Lie groups; see the survey by Vishnoi (2018). The theory
of efficient algorithms for geodesic convex optimization is under
construction, and the paper by Bürgisser et al. (2019) presents some
recent progress.
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