Related papers: Beating the random assignment on constraint satisf…
Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and…
We consider cost constrained versions of the minimum spanning tree problem and the assignment problem. We assume edge weights are independent copies of a continuous random variable $Z$ that satisfies $F(x)=\Pr(Z\leq x)\approx x^\alpha$ as…
We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…
While numerous works have focused on devising efficient algorithms for reinforcement learning (RL) with uniformly bounded rewards, it remains an open question whether sample or time-efficient algorithms for RL with large state-action space…
We improve the efficiency of algorithms for stochastic \emph{combinatorial semi-bandits}. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as \emph{independence}. However,…
Let $Z(F)$ be the number of solutions of a random $k$-satisfiability formula $F$ with $n$ variables and clause density $\alpha$. Assume that the probability that $F$ is unsatisfiable is $O(1/\log(n)^{1+\e})$ for $\e>0$. We show that…
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…
We present an efficient algorithm to solve semirandom planted instances of any Boolean constraint satisfaction problem (CSP). The semirandom model is a hybrid between worst-case and average-case input models, where the input is generated by…
Constrained Markov Decision Processes are a class of stochastic decision problems in which the decision maker must select a policy that satisfies auxiliary cost constraints. This paper extends upper confidence reinforcement learning for…
We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
Motivated by Internet targeted advertising, we address several ad allocation problems. Prior work has established these problems admit no randomized online algorithm better than $(1-\frac{1}{e})$-competitive…
We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…
In this work, we develop a framework aiming at designing quantum algorithms for combinatorial optimization problems while providing theoretical guarantees on their approximation ratios. The principal innovative aspect of our work is the…
Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…
We consider a monotone submodular maximization problem whose constraint is described by a logic formula on a graph. Formally, we prove the following three `algorithmic metatheorems.' (1) If the constraint is specified by a monadic…
This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…
For the constrained 2-means problem, we present a $O\left(dn+d({1\over\epsilon})^{O({1\over \epsilon})}\log n\right)$ time algorithm. It generates a collection $U$ of approximate center pairs $(c_1, c_2)$ such that one of pairs in $U$ can…
This paper considers the projection-free sparse convex optimization problem for the vector domain and the matrix domain, which covers a large number of important applications in machine learning and data science. For the vector domain…
We consider the adversarial online multi-task reinforcement learning setting, where in each of $K$ episodes the learner is given an unknown task taken from a finite set of $M$ unknown finite-horizon MDP models. The learner's objective is to…
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…