Related papers: Randomized Rounding for Routing and Covering Probl…
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
We propose an algorithm for distributed optimization over time-varying communication networks. Our algorithm uses an optimized ratio between the number of rounds of communication and gradient evaluations to achieve fast convergence. The…
The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…
Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…
We approach the task of network congestion control in datacenters using Reinforcement Learning (RL). Successful congestion control algorithms can dramatically improve latency and overall network throughput. Until today, no such…
In this paper we will be concerned with a class of packing and covering problems which includes Vertex Cover and Independent Set. Typically, one can write an LP relaxation and then round the solution. In this paper, we explain why the…
Graph clustering involves the task of dividing nodes into clusters, so that the edge density is higher within clusters as opposed to across clusters. A natural, classic and popular statistical setting for evaluating solutions to this…
Recently, with the advancement of the GPS-enabled cellular technologies, the location-based services (LBS) have gained in popularity. Nowadays, an increasingly larger number of map-based applications enable users to ask a wider variety of…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
This paper presents an extension of a recently introduced multistage stochastic integer model designed for optimizing the deployment of charging stations under uncertainty. A key contribution of this work is incorporating additional…
We quantify the threat of network adversaries to inducing \emph{network overload} through \emph{routing attacks}, where a subset of network nodes are hijacked by an adversary. We develop routing attacks on the hijacked nodes for two…
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…
This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems. The key idea is to use neural networks, where the…
Congestion control algorithms are crucial in achieving high utilization while preventing overloading the network. Over the years, many different congestion control algorithms have been developed, each trying to improve in specific…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
We consider a routing problem which plays an important role in several applications, primarily in communication network planning and VLSI layout design. The original underlying graph algorithmic task is called Disjoint Paths problem. In…
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…
For numerous online bipartite matching problems, such as edge-weighted matching and matching under two-sided vertex arrivals, the state-of-the-art fractional algorithms outperform their randomized integral counterparts. This gap is…
Vehicle routing problems (VRPs) form a class of combinatorial problems with wide practical applications. While previous heuristic or learning-based works achieve decent solutions on small problem instances of up to 100 cities, their…