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In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

We improve the running times of $O(1)$-approximation algorithms for the set cover problem in geometric settings, specifically, covering points by disks in the plane, or covering points by halfspaces in three dimensions. In the unweighted…

Computational Geometry · Computer Science 2020-03-31 Timothy M. Chan , Qizheng He

Building on insights of Jovanovic (1982) and subsequent authors, we develop a comprehensive theory of optimal timing of decisions based around continuation value functions and operators that act on them. Optimality results are provided…

Optimization and Control · Mathematics 2017-03-30 Qingyin Ma , John Stachurski

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

This paper presents a lower bound for optimizing a finite sum of $n$ functions, where each function is $L$-smooth and the sum is $\mu$-strongly convex. We show that no algorithm can reach an error $\epsilon$ in minimizing all functions from…

Machine Learning · Statistics 2015-10-06 Alekh Agarwal , Leon Bottou

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

Data Structures and Algorithms · Computer Science 2021-09-13 Kaan Gokcesu , Hakan Gokcesu

We propose a new refinement algorithm to generate size-optimal quality-guaranteed Delaunay triangulations in the plane. The algorithm takes $O(n \log n + m)$ time, where $n$ is the input size and $m$ is the output size. This is the first…

Computational Geometry · Computer Science 2007-05-23 Sariel Har-Peled , Alper Ungor

In this paper, we present a novel algorithm and its three variations for solving the Rubik's cube more efficiently. This algorithm can be used to solve the complete $n \times n \times n$ cube in $O(\frac{n^2}{\log n})$ moves. This algorithm…

Combinatorics · Mathematics 2021-07-13 Ahmad Kaleem , Ahsan Kaleem

We consider the following problem: given an unsorted array of $n$ elements, and a sequence of intervals in the array, compute the median in each of the subarrays defined by the intervals. We describe a simple algorithm which uses O(n) space…

Data Structures and Algorithms · Computer Science 2009-01-14 Beat Gfeller , Peter Sanders

Most classical scheduling formulations assume a fixed and known duration for each activity. In this paper, we weaken this assumption, requiring instead that each duration can be represented by an independent random variable with a known…

Artificial Intelligence · Computer Science 2011-10-13 J. C. Beck , N. Wilson

The discrete logarithm problem in a finite group is the basis for many protocols in cryptography. The best general algorithms which solve this problem have time complexity of $\mathcal{O}(\sqrt{N}\log N)$, and a space complexity of…

Computational Complexity · Computer Science 2022-03-16 Simran Tinani , Joachim Rosenthal

The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…

Artificial Intelligence · Computer Science 2017-07-07 Marina Sapir

We present a method to find an optimal policy with respect to a reward function for a discounted Markov decision process under general linear temporal logic (LTL) specifications. Previous work has either focused on maximizing a cumulative…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Krishna C. Kalagarla , Rahul Jain , Pierluigi Nuzzo

Machine learning algorithms are designed to make accurate predictions of the future based on existing data, while online algorithms seek to bound some performance measure (typically the competitive ratio) without knowledge of the future.…

Machine Learning · Computer Science 2021-09-30 Kevin Rao

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

Optimization and Control · Mathematics 2014-01-09 Anatoli Iouditski , Yuri Nesterov

The metric $k$-median problem is a textbook clustering problem. As input, we are given a metric space $V$ of size $n$ and an integer $k$, and our task is to find a subset $S \subseteq V$ of at most $k$ `centers' that minimizes the total…

Data Structures and Algorithms · Computer Science 2026-03-31 Martín Costa , Ermiya Farokhnejad

We prove that hashing $n$ balls into $n$ bins via a random matrix over $\mathbf{F}_2$ yields expected maximum load $O(\log n / \log \log n)$. This matches the expected maximum load of a fully random function and resolves an open question…

Data Structures and Algorithms · Computer Science 2025-05-21 Michael Jaber , Vinayak M. Kumar , David Zuckerman

In this article, we focus on computing the quantiles of a random variable $f(X)$, where $X$ is a $[0,1]^d$-valued random variable, $d \in \mathbb{N}^{\ast}$, and $f:[0,1]^d\to \mathbb{R}$ is a deterministic Lipschitz function. We are…

Probability · Mathematics 2024-10-30 Yurun Gu , Clément Rey

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou