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We investigate the Robust Multiperiod Network Design Problem, a generalization of the Capacitated Network Design Problem (CNDP) that, besides establishing flow routing and network capacity installation as in a canonical CNDP, also considers…
Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…
We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…
The goal of this paper is to set a constraint programming framework to solve lot-sizing problems. More specifically, we consider a single-item lot-sizing problem with time-varying lower and upper bounds for production and inventory. The…
For a given independent and identically distributed (i.i.d.) source, Huffman code achieves the optimal average codeword length in the class of instantaneous code with a single code table. However, it is known that there exist time-variant…
Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…
The monotone minimal perfect hash function (MMPHF) problem is the following indexing problem. Given a set $S= \{s_1,\ldots,s_n\}$ of $n$ distinct keys from a universe $U$ of size $u$, create a data structure $DS$ that answers the following…
We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…
Given an affine space of matrices $\mathcal{L}$ and a matrix $\Theta\in \mathcal{L}$, consider the problem of computing the closest rank deficient matrix to $\Theta$ on $\mathcal{L}$ with respect to the Frobenius norm. This is a nonconvex…
Density matrix embedding theory (DMET) is a powerful quantum embedding method for solving strongly correlated quantum systems. Theoretically, the performance of a quantum embedding method should be limited by the computational cost of the…
Dynamic programming is a mathematical optimization method and a computer programming method as well. In this paper, the notion of sheaf programming in topological spaces is introduced and it is demonstrated that it relates very well to the…
We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function from the Bellman equation. For the case that the value…
This thesis develops a system for automatically analyzing and improving dynamic programs, such as those that have driven progress in natural language processing and computer science, more generally, for decades. Finding a correct program…
Spacetime Discontinuous Galerkin (DG) methods are used to solve hyperbolic PDEs describing wavelike physical phenomena. When the PDEs are nonlinear, the speed of propagation of the phenomena, called the wavespeed, at any point in the…
A discrete-time stochastic optimal control problem was recently proposed to address the GLOSA (Green Light Optimal Speed Advisory) problem in cases where the next signal switching time is decided in real time and is therefore uncertain in…
A data-driven analysis method known as dynamic mode decomposition (DMD) approximates the linear Koopman operator on projected space. In the spirit of Johnson-Lindenstrauss Lemma, we will use random projection to estimate the DMD modes in…
Goemans and Rothvoss (SODA'14) gave a framework for solving problems which can be described as finding a point in int$.$cone$(P\cap\mathbb{Z}^N)\cap Q$, where $P,Q\subset\mathbb{R}^N$ are (bounded) polyhedra. The running time for solving…
In this paper we present an algorithmic framework for solving a class of combinatorial optimization problems on graphs with bounded pathwidth. The problems are NP-hard in general, but solvable in linear time on this type of graphs. The…