
•Design of an efficient and scalable approximation al-
gorithm. We propose a novel generic framework, namely,
Graph Block-structured Gradient Projection, for block struc-
tured nonconvex optimization, which can be used to approx-
imately solve a broad class of subgraph detection problems
in interdependent networks in nearly-linear time.
•Theoretical guarantees. We present a theoretical analysis
of the proposed GBGP algorithm and show that it enjoys a
good convergence rate and a tight error bound on the quality
of the detected subgraph.
•Two practical applications with comprehensive exper-
iments. We demonstrate how our framework can be ap-
plied to two practical applications: 1) anomalous evolving
subgraph detection; 2) subgraph detection in network of
networks. We conduct comprehensive experiments on both
synthetic and real networks to validate the effectiveness and
efficiency of our proposed algorithm.
II. METHODOLOGY
A. Problem Formulation
First, we reformulate the combinatorial problem (1) in dis-
crete space as an nonconvex optimization problem in continu-
ous space. Interdependent networks can be viewed as one large
network G= (V,E), where V={1,··· , N}could be cut into
{V1,··· ,VK}and Ecould be split into {E0,E1,··· ,EK}.
Each pair of (Vk,Ek)forms a small network Gkfor k=
1,··· , K, and E0are edges interconnected among different
small networks. Edges in E0should be treated differently with
the edges in each Ek, since they models the dependencies
among different networks. W= [w1,··· ,wN]∈RP×Nis
the feature matrix, and wi∈RPis the feature vector of vertex
i,i∈V.Nk=|Vk|is the size of the subset of vertices Vk.
The general subgraph detection problem in interdependent
networks can be formulated as following general block-
structured optimization problem with topological constraints:
min
x=(x1,...,xK)F(x1,...,xK)
s.t.supp(xk)∈M(Gk, s), k = 1,··· , K
(2)
where the vector x∈RNis partitioned into multiple disjoint
blocks x1∈RN1,··· ,xK∈RNK, and xkare variables
associated with nodes of network Gk. The objective function
F(·)is a continuous, differentiable and convex function, which
will be defined based on the feature matrix W. In addition,
F(·)could be decomposed as f(x) + g(x), where fis used
to capture signals on nodes in interdependent networks and g
models the dependencies between networks. supp(xk)denotes
the support set of vector xk,M(Gk, s)denotes all possible
subsets of vertices in Gkthat satisfy a certain predefined
topological constraint. One example of topological constraint
for defining M(Gk, s)is connected subgraph, and we can
formally define it as follows:
M(Gk, s):={S|S⊆Vk;|S| ≤ s;Gk
Sis connected.}(3)
where sis a predefined upperbound size of S,S⊆Vk,
and Gk
Srefers to the induced subgraph by a set of vertices
S. The topological constraints can be any graph structured
sparsity constraints on Gk
S, such as connected subgraphs,
dense subgraphs, compact subgraphs [6]. Moreover, we do not
restrict all supp(x1),··· ,supp(xK)satisfying an identical
topological constraint.
Algorithm 1 Graph Block-structured Gradient Projection
Input:{G1,...,GK}
Output:x1,t,··· ,xK,t
Initialization,i= 0,xk,i =initial vectors, k=1,. . . , K
1: repeat
2: for k= 1,··· , K do
3: Γxk=H(∇xkF(x1,i,...,xK,i))
4: Ωxk= Γxk∪supp(xk,i)
5: end for
6: Get (bi
x1,...,bi
xK)by solving problem (6)
7: for k= 1,··· , K do
8: Ψi+1
xk=T(bi
xk)
9: xk,i+1 = [bi
xk]Ψi+1
xk
10: end for
11: i=i+ 1
12: until PK
k=1
xk,i+1 −xk,i
≤
13: C= (Ψi
x1,...,Ψi
xk)
14: return (x1,i,··· ,xK,i), C
B. Head and Tail Projections on M(G, s)
•Tail Projection (T(x)): is to find a subset of nodes S⊆V
such that
kx−xSk2≤cT·min
S0∈M(G,s)kx−xS0k2,(4)
where cT≥1, and xSis a restriction of xon Ssuch that:
(xS)i= (x)iif i∈S, and (xS)i= 0 otherwise. When
cT= 1,T(x)returns an optimal solution to the problem:
minS0∈M(G,s)kx−xS0k2. When cT>1,T(x)returns an
approximate solution to this problem with the approximation
factor cT.
•Head Projection (H(x)): is to find a subset of nodes S
such that
kxSk2≥cH·max
S0∈M(G,s)kxS0k2,(5)
where cH≤1. When cH= 1,H(x)returns an optimal
solution to the problem: maxS0∈M(G,s)kxS0k2. When cH<
1,H(x)returns an approximate solution to this problem
with the approximation factor cH.
Although the head and tail projections are NP-hard when
we restrict cT= 1 and cH= 1, these two projections can
still be implemented in nearly-linear time when approximated
solutions with cT>1and cH<1are allowed.
C. Algorithm Details
We propose a novel Graph Block-structured Gradient Pro-
jection, namely GBGP, to approximately solve problem (2)
in nearly-linear time on the network size. The key idea is to