News
- Apr 11: Assignment 3 is now posted
- Mar 7: Assignment 2 is now posted
- Jan 31: Assignment 1 is now posted
- Jan 24: Lecture recordings will be uploaded to Piazza → Resources
- Jan 23: Classes will be online over Zoom (939 9035 1363)
Information
- Lectures
-
Mon 2:30-4:15pm (
LSB C1Zoom) Tue 3:30-4:15pm (MMW 702Zoom) - Zoom lectures
- No passcode, but CUHK-authenticated Zoom accounts are required to join
- Instructor
- Siu On CHAN Office hours: Tue 4:30-6:30pm (Zoom 984 7747 9788)
- Teaching assistant
-
Yichao LI
yichaoli21@cse
- Prerequisites
- Linear algebra, Probability, Discrete Math, Algorithm Design and Analysis
- References
- [BV] Convex Optimization, Stephen Boyd and Lieven Vandenberghe (available online)
- [GM] Approximation Algorithms and Semidefinite Programming, Bernd Gärtner and Jiri Matousek (accessible online at the university library webpage)
- [S] Spectral and Algebraic Graph Theory, Daniel A. Spielman (available online)
- Additional references
- [WS] The Design of Approximation Algorithms, David P. Williamson and David B. Shmoys (available online)
- [G] Foundations of Optimization, Osman Güler (accessible online at the university library webpage)
- Forum
- Please sign up on Piazza
- Grading
- 50% homework, 50% project
Topics
This course will study the design and analysis approximation algorithms for various optimization problems. We will cover spectral algorithms, semidefinite programs, and related convex programs. Here are tentative topics:
- Semidefinite programs
- SDP duality
- Multiplicative weight update
- Graph spectrum
- Eigenvalue interlacing
- Cheeger–Alon–Milman inequality
- Random walks
- Local graph partitioning
- Expanders
- Laplacian solver
- Effective resistance
- Sparsification
- Matrix scaling
- Abstract simplicial complex
- Random spanning trees
Lectures
Lecture recordings will be posted on Piazza → Resources after classes
Date | Topic | Readings | Notes | ||
---|---|---|---|---|---|
1 | Jan 10 | Positive semidefinite matrices | [GM] Ch. 2 | ||
2 | Jan 11 | Semidefinite programs and Goemans–Williamson | [GM] Ch. 1 | ||
3 | Jan 17 | Separating hyperplane theorems, Polar sets | [GM] Ch. 4 | ||
4 | Jan 18 | Conjugate function | [BV] §3.3 | ||
5 | Jan 24 | Dual program | [BV] §4.1.1,§4.2,§5.1 | ||
6 | Jan 25 | Strong duality | [BV] §5.1,§5.2,§5.3 | ||
Jan 31 | Lunar New Year Holiday | ||||
Feb 1 | Lunar New Year Holiday | ||||
7 | Feb 7 | Complementary slackness; KKT conditions | [BV] §5.4, §5.5 | ||
8 | Feb 8 | Multiplicative Weight Update | Arora–Hazan–Kale | ||
9 | Feb 14 | Graph spectrum and Laplacian | [S] Ch. 2.1, 3.1, 4.1-4.3 | ||
10 | Feb 15 | Conductance, expansion, normalized Laplacian | [S] Ch. 20 | ||
11 | Feb 21 | Cheeger–Alon–Milman inequality | [S] Ch. 21 | ||
12 | Feb 22 | Cheeger–Alon–Milman inequality | [S] Ch. 21 | ||
13 | Feb 28 | Random walk | [S] Ch. 10 | ||
14 | Mar 1 | Random walk | [S] Ch. 10 | ||
15 | Mar 7 | Local graph partitioning | [S] Ch. 22 | ||
16 | Mar 8 | Local graph partitioning | [S] Ch. 22 | ||
17 | Mar 14 | Expanders | [S] Ch. 27 | ||
18 | Mar 15 | Electrical flow and Laplace equation | [S] Ch. 11 | ||
19 | Mar 21 | Effective resistance | [S] Ch. 12 | ||
20 | Mar 22 | Effective resistance | [S] Ch. 12 | ||
21 | Mar 28 | Graph sparsification | [S] Ch. 32 | ||
22 | Mar 29 | Sampling spanning trees | Lau’s lecture | ||
23 | Apr 4 | Sampling spanning trees | |||
Apr 5 | Ching Ming Festival | ||||
23 | Apr 11 | Sampling spanning trees | |||
24 | Apr 12 | High-dimensional expander | Lau’s lecture | ||
Apr 18 | Easter Monday | ||||
25 | Apr 19 | High-dimensional expander | |||
Date | Topic | Readings | Notes | ||
---|---|---|---|---|---|
1 | Jan 10 | Positive semidefinite matrices | [GM] Ch. 2 | ||
2 | Jan 11 | Semidefinite programs and Goemans–Williamson | [GM] Ch. 1 | ||
3 | Jan 17 | Separation theorems, Polar sets | [GM] Ch. 4 | ||
4 | Jan 18 | Conjugate function | [BV] §3.3 | ||
5 | Jan 24 | Dual program | [BV] §4.1.1,§4.2,§5.1 | ||
6 | Jan 25 | Strong duality | [BV] §5.1,§5.2,§5.3 | ||
Jan 31 | Lunar New Year Holiday | ||||
Feb 1 | Lunar New Year Holiday | ||||
7 | Feb 7 | Complementary slackness; KKT conditions | [BV] §5.4, §5.5 | ||
8 | Feb 8 | Multiplicative Weight Update | Arora–Hazan–Kale | ||
9 | Feb 14 | Graph spectrum and Laplacian | [S] Ch. 2.1, 3.1, 4.1-4.3 | ||
10 | Feb 15 | Conductance, expansion, normalized Laplacian | [S] Ch. 20 | ||
11 | Feb 21 | Cheeger–Alon–Milman inequality | [S] Ch. 21 | ||
12 | Feb 22 | Cheeger–Alon–Milman inequality | [S] Ch. 21 | ||
13 | Feb 28 | Random walk | [S] Ch. 10 | ||
14 | Mar 1 | Random walk | [S] Ch. 10 | ||
15 | Mar 7 | Local graph partitioning | [S] Ch. 22 | ||
16 | Mar 8 | Local graph partitioning | [S] Ch. 22 | ||
17 | Mar 14 | Expanders | [S] Ch. 27 | ||
18 | Mar 15 | Electrical flow and Laplace equation | [S] Ch. 11 | ||
19 | Mar 21 | Effective resistance | [S] Ch. 12 | ||
20 | Mar 22 | Effective resistance | [S] Ch. 12 | ||
21 | Mar 28 | Graph sparsification | [S] Ch. 32 | ||
22 | Mar 29 | Sampling spanning trees | Lau’s lecture | ||
23 | Apr 4 | Sampling spanning trees | |||
Apr 5 | Ching Ming Festival | ||||
23 | Apr 11 | High-dimensional expander | Lau’s lecture | ||
24 | Apr 12 | High-dimensional expander | |||
Apr 18 | Easter Monday | ||||
25 | Apr 19 | High-dimensional expander | |||
Homework assignment
There will be three to four homework assignments
Submit your answers as a single PDF file via Blackboard by 11:59pm
You are encouraged to either typeset your solution in LaTeX or Word, or scan or take photos of your handwritten solution (please bundle your scans/photos into a single PDF file)
Collaboration on homework and consulting references is encouraged, but you must write up your own solutions in your own words, and list your collaborators and your references on the solution sheet
- Assignment 1 due Fri Feb 18 23:59
- Assignment 2 due Fri Mar 25 23:59
- Assignment 3 due Fri Apr 29 23:59
Project
The course project involves writing a short report (5-10 pages) related to approximation algorithms in an area of your interest. The report may be your exposition of a paper from the list below (or any similar paper), or a summary of your new follow-up results. Focus on results with rigorous, provable guarantees.
You are encouraged include in your report any illustrative, concrete examples that help you understand the papers you read.
Please submit your project report online as a single PDF file at blackboard.cuhk.edu.hk by May 20 23:59
If your report is a summary of a paper you read, it should highlight the following:
- What is the main result? A typical paper contains one main result and several corollaries or extensions. Focus on the main result in your report, unless you find a particular extension interesting.
- If the main result is very general, can you illustrate it with interesting special cases?
- What are the key new ideas? Can you illustrate them with concrete examples? How did the authors come up with these ideas?
- What have you learned? How might the key ideas or new results be useful in your own research?
- Are key inequalities in the papers tight (perhaps up to constant factors)? If so, can you come up with tight examples? If not, what do you think are the correct bounds?
Write your summary as if you are explaining the main result and its key ideas to other students in this class, or to any graduate student with a solid background in math.
Explain in your own words and in simple language as much as possible. The more you can do so, the better you understand the papers.
Paper suggestions:
- Online algorithms
- Optimal Algorithms for Online b-Matching with Variable Vertex Capacities, Susanne Albers, Sebastian Schubert
- Robust Online Convex Optimization in the Presence of Outliers, Tim van Erven, Sarah Sachs, Wouter M. Koolen, Wojciech Kotłowski
- Lazy OCO: Online Convex Optimization on a Switching Budget, Uri Sherman, Tomer Koren
- Efficient Methods for Online Multiclass Logistic Regression, Naman Agarwal, Satyen Kale, Julian Zimmert
- Implicit Parameter-free Online Learning with Truncated Linear Models, Keyi Chen, Ashok Cutkosky, Francesco Orabona
- Multiplicative weight update
- Fast Approximation Algorithms for Bounded Degree and Crossing Spanning Tree Problems, Chandra Chekuri, Kent Quanrud, Manuel R. Torres
- Other approximation algorithms
- Min-Sum Clustering (with Outliers), Sandip Banerjee, Rafail Ostrovsky, Yuval Rabani
- Approximation Algorithms for Socially Fair Clustering, Yury Makarychev, Ali Vakilian
- Learning
- A Fast Spectral Algorithm for Mean Estimation with Sub-Gaussian Rates, Zhixian Lei, Kyle Luh, Prayaag Venkat, Fred Zhang
- Near Optimal Distributed Learning of Halfspaces with Two Parties, Mark Braverman, Gillat Kol, Shay Moran, Raghuvansh R. Saxena
- Minimax Regret for Stochastic Shortest Path with Adversarial Costs and Known Transition, Liyu Chen, Haipeng Luo, Chen-Yu Wei
- Characterizing the implicit bias via a primal-dual analysis, Ziwei Ji, Matus Telgarsky
- Algorithms for learning a mixture of linear classifiers, Aidao Chen, Anindya De, Aravindan Vijayaraghavan
- Concentration
- Scalar and Matrix Chernoff Bounds from ℓ∞-Independence, Tali Kaufman, Rasmus Kyng, Federico Soldá
- High-dimensional expander
- Log-Concave Polynomials IV: Exchange Properties, Tight Mixing Times, and Faster Sampling of Spanning Trees, Nima Anari, Kuikui Liu, Shayan Oveis Gharan, Cynthia Vinzant
- Isotropy and Log-Concave Polynomials: Accelerated Sampling and High-Precision Counting of Matroid Bases, Nima Anari, Michał Dereziński
- Spectral Independence in High-Dimensional Expanders and Applications to the Hardcore Model, Nima Anari, Kuikui Liu, Shayan Oveis Gharan
- From Coupling to Spectral Independence and Blackbox Comparison with the Down-Up Walk, Kuikui Liu
- A Matrix Trickle-Down Theorem on Simplicial Complexes and Applications to Sampling Colorings, Dorna Abdolazimi, Kuikui Liu, Shayan Oveis Gharan
- Locally Testable Codes with Constant Rate, Distance, and Locality, Irit Dinur, Shai Evra, Ron Livne, Alexander Lubotzky, Shahar Mozes