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Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…

Optimization and Control · Mathematics 2024-03-25 Chanwoo Park , Ernest K. Ryu

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

In this paper we propose a novel method for learning how algorithms perform. Classically, algorithms are compared on a finite number of existing (or newly simulated) benchmark datasets based on some fixed metrics. The algorithm(s) with the…

Data Structures and Algorithms · Computer Science 2019-11-01 Henry Wilde , Vincent Knight , Jonathan Gillard

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

Machine Learning · Computer Science 2014-10-08 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper, we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds upon neural network based trading schemes, in which the asset allocation at each time point is determined by…

Portfolio Management · Quantitative Finance 2023-09-06 Kristoffer Andersson , Cornelis W. Oosterlee

We study a type of Online Linear Programming (OLP) problem that maximizes the objective function with stochastic inputs. The performance of various algorithms that analyze this type of OLP is well studied when the stochastic inputs follow…

Optimization and Control · Mathematics 2022-10-04 Owen Shen

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi

This article studies the problem of modifying the action ordering of a plan in order to optimise the plan according to various criteria. One of these criteria is to make a plan less constrained and the other is to minimize its parallel…

Artificial Intelligence · Computer Science 2011-05-30 C. Backstrom

In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…

Optimization and Control · Mathematics 2026-04-14 Yeong-Ung Kim , Hyo-Sung Ahn

Code super-optimization is the task of transforming any given program to a more efficient version while preserving its input-output behaviour. In some sense, it is similar to the paraphrase problem from natural language processing where the…

Machine Learning · Computer Science 2017-06-29 Rudy Bunel , Alban Desmaison , M. Pawan Kumar , Philip H. S. Torr , Pushmeet Kohli

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…

Optimization and Control · Mathematics 2020-02-13 Shu Liang , Xianlin Zeng , Guanpu Chen , Yiguang Hong

We develop and analyze an asynchronous algorithm for distributed convex optimization when the objective writes a sum of smooth functions, local to each worker, and a non-smooth function. Unlike many existing methods, our distributed…

Optimization and Control · Mathematics 2019-12-13 Konstantin Mishchenko , Franck Iutzeler , Jérôme Malick

A general framework is introduced to estimate how much external information has been infused into a search algorithm, the so-called active information. This is rephrased as a test of fine-tuning, where tuning corresponds to the amount of…

Statistics Theory · Mathematics 2023-01-26 Daniel Andrés Díaz-Pachón , Ola Hössjer

Path planning is typically considered in Artificial Intelligence as a graph searching problem and R* is state-of-the-art algorithm tailored to solve it. The algorithm decomposes given path finding task into the series of subtasks each of…

Artificial Intelligence · Computer Science 2015-11-04 Konstantin Yakovlev , Egor Baskin , Ivan Hramoin

We initiate the study of deterministic distributed graph algorithms with predictions in synchronous message passing systems. The process at each node in the graph is given a prediction, which is some extra information about the problem…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-01 Joan Boyar , Faith Ellen , Kim S. Larsen

Divide-and-conquer is a central paradigm for the design of algorithms, through which some fundamental computational problems, such as sorting arrays and computing convex hulls, are solved in optimal time within $\Theta(n\log{n})$ in the…

Data Structures and Algorithms · Computer Science 2015-09-28 Jeremy Barbay , Carlos Ochoa , Pablo Perez-Lantero

Iterative first-order methods such as gradient descent and its variants are widely used for solving optimization and machine learning problems. There has been recent interest in analytic or numerically efficient methods for computing…

Systems and Control · Computer Science 2020-03-24 Laurent Lessard , Peter Seiler