Related papers: Strongly polynomial algorithm for a class of minim…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms…
Consider a linear programming problem with n primal and m dual variables paired with n dual and m primal slack variables respectively, and aggregately denote these variables and slack variables as a vector z of length 2(n+m). Unlike…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
We consider markets consisting of a set of indivisible items, and buyers that have {\em sharp} multi-unit demand. This means that each buyer $i$ wants a specific number $d_i$ of items; a bundle of size less than $d_i$ has no value, while a…
Polynomial approximations of functions are widely used in scientific computing. In certain applications, it is often desired to require the polynomial approximation to be non-negative (resp. non-positive), or bounded within a given range,…
In this work we revisit the elementary scheduling problem $1||\sum p_j U_j$. The goal is to select, among $n$ jobs with processing times and due dates, a subset of jobs with maximum total processing time that can be scheduled in sequence…
Under the assumption of (positive) homogeneity (PH in the sequel) of the corresponding utility functions, we construct polynomial time algorithms for the weak separability, the collective consumption behavior and some related problems.…
We introduce the following submodular generalization of the Shortest Cycle problem. For a nonnegative monotone submodular cost function $f$ defined on the edges (or the vertices) of an undirected graph $G$, we seek for a cycle $C$ in $G$ of…
Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…
The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem's feasible space. This paper presents an…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
We study an interval ordering problem introduced by D\"urr et al. [Discrete Appl. Math. 2012] which is motivated by applications in bioinformatics. The task is to order a given set of n intervals with the goal of minimizing a certain…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…
We give the first almost-linear total time algorithm for deciding if a flow of cost at most $F$ still exists in a directed graph, with edge costs and capacities, undergoing decremental updates, i.e., edge deletions, capacity decreases, and…
Many reinforcement learning (RL) environments in practice feature enormous state spaces that may be described compactly by a "factored" structure, that may be modeled by Factored Markov Decision Processes (FMDPs). We present the first…
We provide a near-optimal, computationally efficient algorithm for the unit-demand pricing problem, where a seller wants to price n items to optimize revenue against a unit-demand buyer whose values for the items are independently drawn…
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…