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Dynamically maintaining the minimum cut in a graph $G$ under edge insertions and deletions is a fundamental problem in dynamic graph algorithms for which no conditional lower bound on the time per operation exists. In an $n$-node graph the…
In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…
Many sequential decision problems can be formulated as Markov Decision Processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
We consider approximate dynamic programming in $\gamma$-discounted Markov decision processes and apply it to approximate planning with linear value-function approximation. Our first contribution is a new variant of Approximate Policy…
We describe an approximate dynamic programming method for stochastic control problems on infinite state and input spaces. The optimal value function is approximated by a linear combination of basis functions with coefficients as decision…
We consider least squares approximation of a function of one variable by a continuous, piecewise-linear approximand that has a small number of breakpoints. This problem was notably considered by Bellman who proposed an approximate algorithm…
We present a general technique, based on parametric search with some twist, for solving a variety of optimization problems on a set of semi-algebraic geometric objects of constant complexity. The common feature of these problems is that…
Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…
We present a simple randomized reduction from fully-dynamic integral matching algorithms to fully-dynamic "approximately-maximal" fractional matching algorithms. Applying this reduction to the recent fractional matching algorithm of…
Subset-Sum is an NP-complete problem where one must decide if a multiset of $n$ integers contains a subset whose elements sum to a target value $m$. The best-known classical and quantum algorithms run in time $\tilde{O}(2^{n/2})$ and…
We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…
We consider the problem of solving integer programs of the form $\min \{\,c^\intercal x\ \colon\ Ax=b, x\geq 0\}$, where $A$ is a multistage stochastic matrix in the following sense: the primal treedepth of $A$ is bounded by a parameter…
We initiate the study of dynamic regret minimization for goal-oriented reinforcement learning modeled by a non-stationary stochastic shortest path problem with changing cost and transition functions. We start by establishing a lower bound…
This work studies the non-monotone DR-submodular Maximization over a ground set of $n$ subject to a size constraint $k$. We propose two approximation algorithms for solving this problem named FastDrSub and FastDrSub++. FastDrSub offers an…
We study several questions related to diversifying search results. We give improved approximation algorithms in each of the following problems, together with some lower bounds. - We give a polynomial-time approximation scheme (PTAS) for a…
For any $\epsilon \in (0,1)$, a $(1+\epsilon)$-approximate range mode query asks for the position of an element whose frequency in the query range is at most a factor $(1+\epsilon)$ smaller than the true mode. For this problem, we design an…
An algorithm for unconstrained non-convex optimization is described, which does not evaluate the objective function and in which minimization is carried out, at each iteration, within a randomly selected subspace. It is shown that this…
Indexing of static and dynamic sets is fundamental to a large set of applications such as information retrieval and caching. Denoting the characteristic vector of the set by B, we consider the problem of encoding sets and multisets to…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…