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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…

Optimization and Control · Mathematics 2019-03-29 Prashanth L A , Shalabh Bhatnagar , Nirav Bhavsar , Michael Fu , Steven I. Marcus

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…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

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…

Optimization and Control · Mathematics 2020-01-08 Bryan Van Scoy , Laurent Lessard

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…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-25 Deepak Narayanan , Fiodar Kazhamiaka , Firas Abuzaid , Peter Kraft , Akshay Agrawal , Srikanth Kandula , Stephen Boyd , Matei Zaharia

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…

Computational Complexity · Computer Science 2009-12-10 Amit Kumar , Rajsekar Manokaran , Madhur Tulsiani , Nisheeth K. Vishnoi

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…

Machine Learning · Statistics 2016-11-17 Yudong Chen , Sujay Sanghavi , Huan Xu

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…

Data Structures and Algorithms · Computer Science 2017-06-27 Radi Muhammad Reza , Mohammed Eunus Ali , Muhammad Aamir Cheema

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-28 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

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…

Optimization and Control · Mathematics 2025-01-03 Antoine Deza , Kai Huang , Carlos Aníbal Suárez

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…

Networking and Internet Architecture · Computer Science 2024-11-07 Xinyu Wu , Eytan Modiano

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…

Optimization and Control · Mathematics 2024-04-08 Zhichun Yang , Fu-quan Xia , Kai Tu , Man-Chung Yue

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…

Machine Learning · Statistics 2023-12-04 Calypso Herrera , Florian Krach , Pierre Ruyssen , Josef Teichmann

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…

Networking and Internet Architecture · Computer Science 2019-03-12 Belma Turkovic , Fernando A. Kuipers , Steve Uhlig

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…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

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…

Data Structures and Algorithms · Computer Science 2018-09-19 Rupei Xu , András Faragó

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

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…

Data Structures and Algorithms · Computer Science 2022-11-08 Niv Buchbinder , Joseph , Naor , David Wajc

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…

Machine Learning · Computer Science 2021-10-29 Sirui Li , Zhongxia Yan , Cathy Wu