Related papers: A Tight Lower Bound for Decrease-Key in the Pure H…
We study the combinatorial pure exploration problem Best-Set in stochastic multi-armed bandits. In a Best-Set instance, we are given $n$ arms with unknown reward distributions, as well as a family $\mathcal{F}$ of feasible subsets over the…
An information-theoretic lower bound is developed for the caching system studied by Maddah-Ali and Niesen. By comparing the proposed lower bound with the decentralized coded caching scheme of Maddah-Ali and Niesen, the optimal memory--rate…
In this work we adapt a prediction-correction algorithm for continuous time-varying convex optimization problems to solve dynamic programs arising from Model Predictive Control. In particular, the prediction step tracks the evolution of the…
We present the High-speed Order-Preserving Encoder (HOPE) for in-memory search trees. HOPE is a fast dictionary-based compressor that encodes arbitrary keys while preserving their order. HOPE's approach is to identify common key patterns at…
The minimum cut problem for an undirected edge-weighted graph asks us to divide its set of nodes into two blocks while minimizing the weight sum of the cut edges. In this paper, we engineer the fastest known exact algorithm for the problem.…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
We prove new lower bounds for suitable competitive ratio measures of two relaxed online packing problems: online removable multiple knapsack, and a recently introduced online minimum peak appointment scheduling problem. The high level…
Relaxed models are abstract problem descriptions generated by ignoring constraints that are present in base-level problems. They play an important role in planning and search algorithms, as it has been shown that the length of an optimal…
We provide improved space-time tradeoffs for permutation problems over additively idempotent semi-rings. In particular, there is an algorithm for the Traveling Salesperson Problem that solves $N$-vertex instances using space $S$ and time…
Many discrete minimization problems, including various versions of the shortest path problem, can be efficiently solved by dynamic programming (DP) algorithms that are "pure" in that they only perform basic operations, as min, max, +, but…
State-of-the-art methods in convex and non-convex optimization employ higher-order derivative information, either implicitly or explicitly. We explore the limitations of higher-order optimization and prove that even for convex optimization,…
We study the information-theoretic lower bound of the sample complexity of the correct recovery of diffusion network structures. We introduce a discrete-time diffusion model based on the Independent Cascade model for which we obtain a lower…
We consider the classical single-source shortest path problem in directed weighted graphs. D.~Eppstein proved recently an $\Omega(n^3)$ lower bound for oblivious algorithms that use relaxation operations to update the tentative distances…
We consider the Lipschitz bandit optimization problem with an emphasis on practical efficiency. Although there is rich literature on regret analysis of this type of problem, e.g., [Kleinberg et al. 2008, Bubeck et al. 2011, Slivkins 2014],…
The paper studies the expectation of the inspection time in complex aging systems. Under reasonable assumptions, this problem is reduced to studying the expectation of the length of the shortest path in the directed degradation graph of the…
M.Aleknovich et al. have recently proposed a model of algorithms, called BT model, which generalizes both the priority model of Borodin, Nielson and Rackoff, as well as a simple dynamic programming model by Woeginger. BT model can be…
Options on baskets (linear combinations) of assets are notoriously challenging to price using even the simplest log-normal continuous-time stochastic models for the individual assets. The paper [5] gives a closed form approximation formula…
In this paper, we introduce a family of sequential decision-making problems, collectively termed the Keychain Problem, that involve exploring a set of actions to maximize expected payoff when only a subset of actions are available in each…
In this paper, we address the model reduction problem for linear hybrid systems via the interconnection-based technique called moment matching. We consider two classical interconnections, namely the direct and swapped interconnections, in…
In this paper, we present the first approximation algorithms for the problem of designing revenue optimal Bayesian incentive compatible auctions when there are multiple (heterogeneous) items and when bidders can have arbitrary demand and…