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We give a 2-approximation algorithm for the Maximum Agreement Forest problem on two rooted binary trees. This NP-hard problem has been studied extensively in the past two decades, since it can be used to compute the rooted Subtree…
Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…
In this paper, we consider the Uniform Cost-Distance Steiner Tree Problem in metric spaces, a generalization of the well-known Steiner tree problem. Cost-distance Steiner trees minimize the sum of the total length and the weighted path…
In a Subgraph Problem we are given some graph and want to find a feasible subgraph that optimizes some measure. We consider Multistage Subgraph Problems (MSPs), where we are given a sequence of graph instances (stages) and are asked to find…
In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is…
This paper presents a novel transformation-proximal bundle algorithm for multistage adaptive robust optimization problems. By partitioning recourse decisions into state and control decisions, the proposed algorithm applies affine control…
Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…
In this paper, we propose two second-order methods for solving the \(\ell_1\)-regularized composite optimization problem, which are developed based on two distinct definitions of approximate second-order stationary points. We introduce a…
We devise a constant-factor approximation algorithm for the maximization version of the edge-disjoint paths problem if the supply graph together with the demand edges form a planar graph. By planar duality this is equivalent to packing cuts…
We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…
We study the minmax optimization problem introduced in [22] for computing policies for batch mode reinforcement learning in a deterministic setting. First, we show that this problem is NP-hard. In the two-stage case, we provide two…
Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…
Motivated by the current research in data centers and cloud computing, we study the problem of scheduling a set of two-stage jobs on multiple two-stage flowshops. A new formulation for configurations of such scheduling is proposed, which…
In this paper, we describe a two-stage method for solving optimization problems with bound constraints. It combines the active-set estimate described in [Facchinei and Lucidi, 1995] with a modification of the non-monotone line search…
Unit maintenance and unit commitment are two critical and interrelated aspects of electric power system operation, both of which face the challenge of coordinating efforts to enhance reliability and economic performance. This challenge…
In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…
This paper revisits the 2-approximation algorithm for $k$-MST presented by Garg in light of a recent paper of Paul et al.. In the $k$-MST problem, the goal is to return a tree spanning $k$ vertices of minimum total edge cost. Paul et al.…
In this paper, we present new stochastic methods for solving two important classes of nonconvex optimization problems. We first introduce a randomized accelerated proximal gradient (RapGrad) method for solving a class of nonconvex…