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Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…

Computation · Statistics 2019-08-16 Mark Huber

In the classic Symmetric Rendezvous problem on a Line (SRL), two robots at known distance 2 but unknown direction execute the same randomized algorithm trying to minimize the expected rendezvous time. A long standing conjecture is that the…

Discrete Mathematics · Computer Science 2018-05-10 Konstantinos Georgiou , Jay Griffiths , Yuval Yakubov

The distance matrix of a dataset $X$ of $n$ points with respect to a distance function $f$ represents all pairwise distances between points in $X$ induced by $f$. Due to their wide applicability, distance matrices and related families of…

Data Structures and Algorithms · Computer Science 2022-10-28 Piotr Indyk , Sandeep Silwal

Many popular learning algorithms (E.g. Regression, Fourier-Transform based algorithms, Kernel SVM and Kernel ridge regression) operate by reducing the problem to a convex optimization problem over a vector space of functions. These methods…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Nati Linial , Shai Shalev-Shwartz

We introduce a new approximate solution technique for first-order Markov decision processes (FOMDPs). Representing the value function linearly w.r.t. a set of first-order basis functions, we compute suitable weights by casting the…

Artificial Intelligence · Computer Science 2012-07-09 Scott Sanner , Craig Boutilier

Inexpensive surrogates are useful for reducing the cost of science and engineering studies involving large-scale, complex computational models with many input parameters. A ridge approximation is one class of surrogate that models a…

Numerical Analysis · Mathematics 2019-03-01 Jeffrey M. Hokanson , Paul G. Constantine

We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Marcia Fampa , Jon Lee , Feng Qiu , Weijun Xie , Rui Yao

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

Numerical Analysis · Mathematics 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

Designing dynamically feasible trajectories for rigid bodies is a fundamental problem in robotics. Although direct trajectory optimization is widely applied to solve this problem, inappropriate parameterizations of rigid body dynamics often…

Robotics · Computer Science 2025-05-06 Sangli Teng , Tzu-Yuan Lin , William A Clark , Ram Vasudevan , Maani Ghaffari

In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…

Optimization and Control · Mathematics 2024-03-01 Naqi Huang , Nestor Parolya , Theresia van Essen

Retrieving the most similar objects in a large-scale database for a given query is a fundamental building block in many application domains, ranging from web searches, visual, cross media, and document retrievals. State-of-the-art…

Machine Learning · Computer Science 2018-03-15 Muge Li , Liangyue Li , Feiping Nie

Rounding linear programs using techniques from discrepancy is a recent approach that has been very successful in certain settings. However this method also has some limitations when compared to approaches such as randomized and iterative…

Data Structures and Algorithms · Computer Science 2016-12-05 Nikhil Bansal , Viswanath Nagarajan

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…

Numerical Analysis · Computer Science 2019-09-05 Dimitri P. Bertsekas

Given an $n$-point metric space $(\mathcal{X},d)$ where each point belongs to one of $m=O(1)$ different categories or groups and a set of integers $k_1, \ldots, k_m$, the fair Max-Min diversification problem is to select $k_i$ points…

Data Structures and Algorithms · Computer Science 2022-01-19 Raghavendra Addanki , Andrew McGregor , Alexandra Meliou , Zafeiria Moumoulidou

This paper investigates a well-posedness property of parametric constraint systems named here Robinson stability. Based on advanced tools of variational analysis and generalized differentiation, we derive first-order and second-order…

Optimization and Control · Mathematics 2016-12-02 Helmut Gfrerer , Boris Mordukhovich

The split feasibility problem is to find an element in the intersection of a closed set $C$ and the linear preimage of another closed set $D$, assuming the projections onto $C$ and $D$ are easy to compute. This class of problems arises…

Optimization and Control · Mathematics 2020-11-05 Chen Chen , Ting Kei Pong , Lulin Tan , Liaoyuan Zeng

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

We consider approximation of diameter of a set $S$ of $n$ points in dimension $m$. E$\tilde{g}$ecio$\tilde{g}$lu and Kalantari \cite{kal} have shown that given any $p \in S$, by computing its farthest in $S$, say $q$, and in turn the…

Computational Geometry · Computer Science 2014-10-09 Sharareh Alipour , Bahman Kalantari , Hamid Homapour

In the finite difference approximation of the fractional Laplacian the stiffness matrix is typically dense and needs to be approximated numerically. The effect of the accuracy in approximating the stiffness matrix on the accuracy in the…

Numerical Analysis · Mathematics 2025-03-05 Weizhang Huang , Jinye Shen