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In this article we consider a toy example of an optimal stopping problem driven by fragmentation processes. We show that one can work with the concept of stopping lines to formulate the notion of an optimal stopping problem and moreover, to…

Probability · Mathematics 2011-01-27 Andreas E. Kyprianou , Juan Carlos Pardo

Many distributed optimization algorithms achieve existentially-optimal running times, meaning that there exists some pathological worst-case topology on which no algorithm can do better. Still, most networks of interest allow for…

Data Structures and Algorithms · Computer Science 2023-12-29 Bernhard Haeupler , David Wajc , Goran Zuzic

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

Disordered Systems and Neural Networks · Physics 2024-07-25 Jaron Kent-Dobias

The inner alignment problem, which asserts whether an arbitrary artificial intelligence (AI) model satisfices a non-trivial alignment function of its outputs given its inputs, is undecidable. This is rigorously proved by Rice's theorem,…

The purpose of this paper is two-fold: We extend the well-known relation between optimal stopping and randomized stopping of a given stochastic process to a situation where the available information flow is a filtration with no a priori…

Optimization and Control · Mathematics 2021-04-28 Nacira Agram , Sven Haadem , Bernt Oksendal , Frank Proske

Randomized higher-order computation can be seen as being captured by a lambda calculus endowed with a single algebraic operation, namely a construct for binary probabilistic choice. What matters about such computations is the probability of…

Logic in Computer Science · Computer Science 2020-12-24 Ugo Dal Lago , Claudia Faggian , Simona Ronchi Della Rocca

The immediate past has witnessed an increased amount of interest in local algorithms, i.e., constant time distributed algorithms. In a recent survey of the topic (Suomela, ACM Computing Surveys, 2013), it is argued that local algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-27 Antti Kuusisto

The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or…

Quantum Physics · Physics 2013-08-09 B. Gendra , E. Ronco-Bonvehi , J. Calsamiglia , R. Muñoz-Tapia , E. Bagan

We consider killed Markov decision processes for countable models on a finite time-interval. Existence of a uniform $\varepsilon$-optimal policy is proven. We show the correctness of the fundamental equation. The optimal control problem is…

Optimization and Control · Mathematics 2013-04-10 Nestor Parolya , Yaroslav Yeleyko

Motivated by Ridgway's proof of the perceptron algorithm, we study a simple subgradient method for convex inequality systems in Hilbert space. Assuming strict feasibility and bounded subgradients, we establish finite termination for several…

Optimization and Control · Mathematics 2026-04-27 Heinz H. Bauschke , Tran Thanh Tung

Proving program termination is typically done by finding a well-founded ranking function for the program states. Existing termination provers typically find ranking functions using either linear algebra or templates. As such they are often…

Logic in Computer Science · Computer Science 2014-10-21 Cristina David , Daniel Kroening , Matt Lewis

We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which means terminating the algorithm earlier with fewer…

Optimization and Control · Mathematics 2024-03-20 Iyad Walwil , Olivier Fercoq

We study the decidability of the Skolem Problem, the Positivity Problem, and the Ultimate Positivity Problem for linear recurrences with real number initial values and real number coefficients in the bit-model of real computation. We show…

Logic in Computer Science · Computer Science 2023-06-22 Eike Neumann

We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…

Data Structures and Algorithms · Computer Science 2023-04-06 Mehrdad Ghadiri , Richard Peng , Santosh S. Vempala

We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…

Numerical Analysis · Mathematics 2018-10-24 Robert J. Kunsch , Erich Novak , Daniel Rudolf

The provably asymptotically fastest algorithm within a factor of 5 for formally described problems will be constructed. The main idea is to enumerate all programs provably equivalent to the original problem by enumerating all proofs. The…

Computational Complexity · Computer Science 2007-05-23 Marcus Hutter

Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…

History and Overview · Mathematics 2007-05-23 Germano D'Abramo

A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an optimal control problem without stopping. This is motivated…

Probability · Mathematics 2008-05-15 Istvan Gyongy , David Siska

An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…

Programming Languages · Computer Science 2017-12-27 Annabelle McIver , Carroll Morgan , Benjamin Lucien Kaminski , Joost-Pieter Katoen

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun