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This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

This paper focuses on showing time-message trade-offs in distributed algorithms for fundamental problems such as leader election, broadcast, spanning tree (ST), minimum spanning tree (MST), minimum cut, and many graph verification problems.…

Data Structures and Algorithms · Computer Science 2018-10-09 Robert Gmyr , Gopal Pandurangan

We consider a variant of the set covering problem with uncertain parameters, which we refer to as the chance-constrained set multicover problem (CC-SMCP). In this problem, we assume that there is uncertainty regarding whether a selected set…

Optimization and Control · Mathematics 2026-05-04 Shunyu Yao , Neng Fan , Pavlo Krokhmal

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Data Structures and Algorithms · Computer Science 2019-08-07 Brian Brubach , Karthik Abinav Sankararaman , Aravind Srinivasan , Pan Xu

Compressing the output of \epsilon-locally differentially private (LDP) randomizers naively leads to suboptimal utility. In this work, we demonstrate the benefits of using schemes that jointly compress and privatize the data using shared…

Cryptography and Security · Computer Science 2022-03-01 Abhin Shah , Wei-Ning Chen , Johannes Balle , Peter Kairouz , Lucas Theis

Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…

Computer Science and Game Theory · Computer Science 2021-10-22 Taylor Dohmen , Ashutosh Trivedi

An instance $I$ of the Stable Matching Problem (SMP) is given by a bipartite graph with a preference list of neighbors for every vertex. A swap in $I$ is the exchange of two consecutive vertices in a preference list. A swap can be viewed as…

Data Structures and Algorithms · Computer Science 2022-11-16 Eduard Eiben , Gregory Gutin , Philip R. Neary , Clément Rambaud , Magnus Wahlström , Anders Yeo

Differentially private mechanisms achieving worst-case optimal error bounds (e.g., the classical Laplace mechanism) are well-studied in the literature. However, when typical data are far from the worst case, \emph{instance-specific} error…

Cryptography and Security · Computer Science 2024-09-02 Wei Dong , Qiyao Luo , Giulia Fanti , Elaine Shi , Ke Yi

We show that a simple telescoping sum trick, together with the triangle inequality and a tensorisation property of expected-contractive coefficients of random channels, allow us to achieve general simultaneous decoupling for multiple users…

Quantum Physics · Physics 2024-11-15 Pau Colomer , Andreas Winter

We consider the problem of an agent who faces losses in continuous time over a finite time horizon and may choose to share some of these losses with a counterparty. The agent is uncertain about the true loss distribution and has multiple…

Risk Management · Quantitative Finance 2026-01-13 Emma Kroell , Sebastian Jaimungal , Silvana M. Pesenti

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

This work proposes a discretization of the acoustic wave equation with possibly oscillatory coefficients based on a superposition of discrete solutions to spatially localized subproblems computed with an implicit time discretization. Based…

Numerical Analysis · Mathematics 2024-03-11 Dietmar Gallistl , Roland Maier

Time series segmentation is one of the many data mining tools. This paper, in French, takes local extrema as perceptually interesting points (PIPs). The blurring of those PIPs by the quick fluctuations around any time series is treated via…

Databases · Computer Science 2020-09-23 Michel Fliess , Cédric Join

We present a new approach for random sampling of contingency tables of any size and constraints based on a recently introduced $\textit{probabilistic divide-and-conquer}$ technique. A simple exact sampling algorithm is presented for…

Statistics Theory · Mathematics 2016-03-01 Stephen DeSalvo , James Y. Zhao

The Security-Constrained Unit Commitment (SCUC) problem presents formidable computational challenges due to its combinatorial complexity, large-scale network dimensions, and numerous security constraints. While conventional temporal…

Optimization and Control · Mathematics 2025-07-29 Jinxin Xiong , Linxin Yang , Yingxiao Wang , Yanting Huang , Jianghua Wu , Shunbo Lei , Akang Wang

The subset sum algorithm is a natural heuristic for the classical Bin Packing problem: In each iteration, the algorithm finds among the unpacked items, a maximum size set of items that fits into a new bin. More than 35 years after its first…

Computer Science and Game Theory · Computer Science 2009-07-27 Leah Epstein , Elena Kleiman , Julian Mestre

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

Optimization algorithms appear in the core calculations of numerous Artificial Intelligence (AI) and Machine Learning methods, as well as Engineering and Business applications. Following recent works on the theoretical deficiencies of AI, a…

Optimization and Control · Mathematics 2024-10-29 Nikolaos P. Bakas , Vagelis Plevris , Andreas Langousis , Savvas A. Chatzichristofis

We propose new continuous-time formulations for first-order stochastic optimization algorithms such as mini-batch gradient descent and variance-reduced methods. We exploit these continuous-time models, together with simple Lyapunov analysis…

Optimization and Control · Mathematics 2020-03-12 Antonio Orvieto , Aurelien Lucchi

Searching for objects amongst clutter is a key ability of visual systems. Speed and accuracy are often crucial: how can the visual system trade off these competing quantities for optimal performance in different tasks? How does the…

Neurons and Cognition · Quantitative Biology 2014-11-06 Bo Chen , Pietro Perona
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