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We consider the problem of learning optimal reserve price in repeated auctions against non-myopic bidders, who may bid strategically in order to gain in future rounds even if the single-round auctions are truthful. Previous algorithms,…

Computer Science and Game Theory · Computer Science 2018-05-01 Zhiyi Huang , Jinyan Liu , Xiangning Wang

We consider the time and space required for quantum computers to solve a wide variety of problems involving matrices, many of which have only been analyzed classically in prior work. Our main results show that for a range of linear algebra…

Computational Complexity · Computer Science 2025-11-03 Paul Beame , Niels Kornerup , Michael Whitmeyer

In this work, we study spectrum auction problem where each request from secondary users has spatial, temporal, and spectral features. With the requests of secondary users and the reserve price of the primary user, our goal is to design…

Networking and Internet Architecture · Computer Science 2013-05-29 Yu-e Sun , He Huang , Xiang-Yang Li , Zhili Chen , Wei Yang , Hongli Xu , Liusheng Huang

Spatio-temporal data is intrinsically high dimensional, so unsupervised modeling is only feasible if we can exploit structure in the process. When the dynamics are local in both space and time, this structure can be exploited by splitting…

Machine Learning · Statistics 2016-09-15 George D. Montanez , Cosma Rohilla Shalizi

We study the problem of sampling a random signal with sparse support in frequency domain. Shannon famously considered a scheme that instantaneously samples the signal at equispaced times. He proved that the signal can be reconstructed as…

Information Theory · Computer Science 2012-11-22 Adel Javanmard , Andrea Montanari

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

Binary segmentation is the classic greedy algorithm which recursively splits a sequential data set by optimizing some loss or likelihood function. Binary segmentation is widely used for changepoint detection in data sets measured over space…

Machine Learning · Computer Science 2024-10-14 Toby Dylan Hocking

We develop a space-time spectral element method for topology optimization of transient heat conduction. The forward problem is discretized with summation-by-parts (SBP) operators, and interface/boundary and initial/terminal conditions are…

Numerical Analysis · Mathematics 2026-01-15 Sarah Nataj , Magnus Appel , Joe Alexandersen

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…

Data Structures and Algorithms · Computer Science 2024-03-06 Mohit Garg , Suneel Sarswat

A commonly used strategy for improving optimization algorithms is to restart the algorithm when it is believed to be trapped in an inferior part of the search space. Building on the recent success of Bet-and-Run approaches for restarted…

Neural and Evolutionary Computing · Computer Science 2018-06-26 Thomas Weise , Zijun Wu , Markus Wagner

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

We consider the classical problem of scheduling $n$ jobs with release dates on both single and identical parallel machines. We measure the quality of service provided to each job by its stretch, which is defined as the ratio of its response…

Data Structures and Algorithms · Computer Science 2014-06-27 Abhinav Srivastav , Denis Trystram

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

We consider the distributed version of the Multiple Knapsack Problem (MKP), where $m$ items are to be distributed amongst $n$ processors, each with a knapsack. We propose different distributed approximation algorithms with a tradeoff…

Data Structures and Algorithms · Computer Science 2017-02-06 Ananth Murthy , Chandan Yeshwanth , Shrisha Rao

We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…

Computational Geometry · Computer Science 2019-06-04 Kenneth L. Clarkson , Bernd Gärtner , Johannes Lengler , May Szedlak

In memory-constrained algorithms we have read-only access to the input, and the number of additional variables is limited. In this paper we introduce the compressed stack technique, a method that allows to transform algorithms whose space…

Computational Geometry · Computer Science 2014-06-26 Luis Barba , Matias Korman , Stefan Langerman , Kunikiko Sadakane , Rodrigo Silveira

In computational science workflows, it is often the case that 1) objective functions for optimization involve multiple simulation outputs, and 2) those simulations can be performed (at least partially) in parallel. In this work, we…

Optimization and Control · Mathematics 2026-05-28 Matt Menickelly

While there has been a lot of work on finding frequent itemsets in transaction data streams, none of these solve the problem of finding similar pairs according to standard similarity measures. This paper is a first attempt at dealing with…

Data Structures and Algorithms · Computer Science 2010-10-13 Andrea Campagna , Rasmus Pagh

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia