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Most quantum algorithms that give an exponential speedup over classical algorithms exploit the Fourier transform in some way. In Shor's algorithm, sampling from the quantum Fourier spectrum is used to discover periodicity of the modular…
Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…
It was recently shown in [4] that, for $L_2$-approximation of functions from a Hilbert space, function values are almost as powerful as arbitrary linear information, if the approximation numbers are square-summable. That is, we showed that…
We introduce a new technique to establish Hungarian multivariate theorems. In this article we apply this technique to the strong approximation bivariate theorems of the uniform empirical process. It improves the Komlos, Major and Tusn\'ady…
A long standing conjecture for the linear Schroedinger equation states that 1/4 of derivative in $L^2$, in the sense of Sobolev spaces, suffices in any dimension for the solution to that equation to converge almost everywhere to the initial…
We study the problem of maximizing a monotone submodular function subject to a matroid constraint and present a deterministic algorithm that achieves (1/2 + {\epsilon})-approximation for the problem. This algorithm is the first…
Given an $n$ by $n$ matrix $A$ and an $n$-vector $b$, along with a rational function $R(z) := D(z )^{-1} N(z)$, we show how to find the optimal approximation to $R(A) b$ from the Krylov space, $\mbox{span}( b, Ab, \ldots , A^{k-1} b)$,…
We study numerical integration on the unit sphere $\mathbb{S}^2 \subset \mathbb{R}^3$ using equal weight quadrature rules, where the weights are such that constant functions are integrated exactly. The quadrature points are constructed by…
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…
We combine the rough path theory and stochastic backward error analysis to develop a new framework for error analysis on numerical schemes. Based on our approach, we prove that the almost sure convergence rate of the modified Milstein…
We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…
We improve the Sobolev-type embeddings due to Gagliardo and Nirenberg in the setting of rearrangement invariant (r.i.) spaces. In particular we concentrate on seeking the optimal domains and the optimal ranges for these embeddings between…
We establish existence, uniqueness, and Sobolev and H\"older regularity results for the stochastic partial differential equation $$ du=\left(\sum_{i,j=1}^d a^{ij}u_{x^ix^j}+f^0+\sum_{i=1}^d f^i_{x^i}\right)dt+\sum_{k=1}^{\infty}g^kdw^k_t,…
During recent years the interest of optimization and machine learning communities in high-probability convergence of stochastic optimization methods has been growing. One of the main reasons for this is that high-probability complexity…
The compact fourth-order finite-difference scheme for solving the 1d wave equation is studied. New error bounds of the fractional order $\mathcal{O}(h^{4(\lambda-1)/5})$ are proved in the mesh energy norm in terms of data, for two initial…
We revisit a formulation technique for inequality constrained optimization problems that has been known for decades: the substitution of squared variables for nonnegative variables. Using this technique, inequality constraints are converted…
A novel linear integration rule called $\textit{control neighbors}$ is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the Monte Carlo procedure on metric spaces. The main result is…
We present experimental and theoretical results on a method that applies a numerical solver iteratively to solve several non-negative quadratic programming problems in geometric optimization. The method gains efficiency by exploiting the…
The goal is to modify the known method of mirror descent (MD), proposed by A.S. Nemirovsky and D.B. Yudin in 1979. The paper shows the idea of a new, so-called inertial MD method with the example of a deterministic optimization problem in…
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…