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A crucial problem in reinforcement learning is learning the optimal policy. We study this in tabular infinite-horizon discounted Markov decision processes under the online setting. The existing algorithms either fail to achieve regret…

Machine Learning · Computer Science 2023-12-13 Xiang Ji , Gen Li

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

In this paper, we consider convex quadratic optimization problems with indicator variables when the matrix $Q$ defining the quadratic term in the objective is sparse. We use a graphical representation of the support of $Q$, and show that if…

Optimization and Control · Mathematics 2021-10-26 Peijing Liu , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an intractable estimation problem as one defined on a more tractable graph,…

Artificial Intelligence · Computer Science 2007-10-02 Jason K. Johnson , Dmitry M. Malioutov , Alan S. Willsky

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-16 Richard Heusdens , Guoqiang Zhang

The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…

Optimization and Control · Mathematics 2012-05-03 Heinz H. Bauschke , D. Russell Luke , Hung M. Phan , Xianfu Wang

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Optimization and Control · Mathematics 2026-04-30 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

We consider the problem of finding the best memoryless stochastic policy for an infinite-horizon partially observable Markov decision process (POMDP) with finite state and action spaces with respect to either the discounted or mean reward…

Optimization and Control · Mathematics 2022-05-02 Johannes Müller , Guido Montúfar

Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…

Statistics Theory · Mathematics 2014-05-22 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

We propose an algorithm for solving the time-dependent shortest path problem in flow fields where the FIFO (first-in-first-out) assumption is violated. This problem variant is important for autonomous vehicles in the ocean, for example,…

Robotics · Computer Science 2019-09-06 James Ju Heon Lee , Chanyeol Yoo , Stuart Anstee , Robert Fitch

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

Machine Learning · Computer Science 2018-02-28 Ershad Banijamali , Yasin Abbasi-Yadkori , Mohammad Ghavamzadeh , Nikos Vlassis

While previous work on energy-efficient algorithms focused on assumption that tasks can be assigned to any processor, we initially study the problem of task scheduling on restricted parallel processors. The objective is to minimize the…

Data Structures and Algorithms · Computer Science 2013-09-17 Xibo Jin , Fa Zhang , Ying Song , Liya Fan , Zhiyong Liu

The $k$-cut problem asks, given a connected graph $G$ and a positive integer $k$, to find a minimum-weight set of edges whose removal splits $G$ into $k$ connected components. We give the first polynomial-time algorithm with approximation…

Data Structures and Algorithms · Computer Science 2018-11-12 MohammadHossein Bateni , Alireza Farhadi , MohammadTaghi Hajiaghayi

We study the design of fixed-parameter algorithms for problems already known to be solvable in polynomial time. The main motivation is to get more efficient algorithms for problems with unattractive polynomial running times. Here, we focus…

Computational Complexity · Computer Science 2021-01-06 Archontia C. Giannopoulou , George B. Mertzios , Rolf Niedermeier

The recently introduced problem of extending partial interval representations asks, for an interval graph with some intervals pre-drawn by the input, whether the partial representation can be extended to a representation of the entire…

Discrete Mathematics · Computer Science 2014-08-26 Pavel Klavík , Jan Kratochvíl , Yota Otachi , Ignaz Rutter , Toshiki Saitoh , Maria Saumell , Tomáš Vyskočil

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…

Optimization and Control · Mathematics 2024-04-15 Aaresh Bhathena , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan