Related papers: Intractability of approximate multi-dimensional no…
We design and analyse a new numerical method to solve ODE system based on the structural method. We compute approximations of solutions together with its derivatives up to order $K$ by solving an entire block corresponding to $R$ time…
We analyze combinatorial optimization problems with ordinal, i.e., non-additive, objective functions that assign categories (like good, medium and bad) rather than cost coefficients to the elements of feasible solutions. We review different…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
In this paper, we study the following robust optimization problem. Given an independence system and candidate objective functions, we choose an independent set, and then an adversary chooses one objective function, knowing our choice. Our…
We present new tradeoffs between space and query-time for exact distance oracles in directed weighted planar graphs. These tradeoffs are almost optimal in the sense that they are within polylogarithmic, sub-polynomial or arbitrarily small…
A famous result due to Ko and Friedman (1982) asserts that the problems of integration and maximisation of a univariate real function are computationally hard in a well-defined sense. Yet, both functionals are routinely computed at great…
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…
Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…
In the maximum independent set of convex polygons problem, we are given a set of $n$ convex polygons in the plane with the objective of selecting a maximum cardinality subset of non-overlapping polygons. Here we study a special case of the…
The problem of detecting and removing redundant constraints is fundamental in optimization. We focus on the case of linear programs (LPs), given by $d$ variables with $n$ inequality constraints. A constraint is called \emph{redundant}, if…
This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…
An O(N) algorithm is proposed for calculating linear response functions of non-interacting electrons in arbitray potential. This algorithm is based on numerical solution of the time-dependent Schroedinger equation discretized in space, and…
While policy-based reinforcement learning (RL) achieves tremendous successes in practice, it is significantly less understood in theory, especially compared with value-based RL. In particular, it remains elusive how to design a provably…
We solve the binary decision model of Brock and Durlauf in time using a method reliant on the resolvent of the master operator of the stochastic process. Our solution is valid when not at equilibrium and can be used to exemplify…
In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective function. To solve these problems, we propose a…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
Given a posimodular function $f: 2^V \to \mathbb{R}$ on a finite set $V$, we consider the problem of finding a nonempty subset $X$ of $V$ that minimizes $f(X)$. Posimodular functions often arise in combinatorial optimization such as…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…