Related papers: Solving Marginal MAP Problems with NP Oracles and …
While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…
In rank aggregation problems (RAP), the solution is usually a consensus ranking that generalizes a set of input orderings. There are different variants that differ not only in terms of the type of rankings that are used as input and output,…
Mean-Field Control (MFC) has recently been proven to be a scalable tool to approximately solve large-scale multi-agent reinforcement learning (MARL) problems. However, these studies are typically limited to unconstrained cumulative reward…
When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…
Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…
We consider robust submodular maximization problems (RSMs), where given a set of $m$ monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes…
We consider the uniform parallel machines scheduling problem in the context of optimistic bilevel optimization, where two speed options are considered. In this scenario, the leader aims to minimize the weighted number of tardy jobs, while…
Normals with unknown parameters (NUP) can be used to convert nontrivial model-based estimation problems into iterations of linear least-squares or Gaussian estimation problems. In this paper, we extend this approach by augmenting factor…
It is often desirable to summarise a probability measure on a space $X$ in terms of a mode, or MAP estimator, i.e.\ a point of maximum probability. Such points can be rigorously defined using masses of metric balls in the small-radius…
The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…
For complex, high-dimensional Markov Decision Processes (MDPs), it may be necessary to represent the policy with function approximation. A problem is misspecified whenever, the representation cannot express any policy with acceptable…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative…
The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in various areas of communications. Recently, we have developed an algorithm based on iterative alternating minimization which iteratively detects…
Variational inequality problems are recognized for their broad applications across various fields including machine learning and operations research. First-order methods have emerged as the standard approach for solving these problems due…
Floor planning is an important and difficult task in architecture. When planning office buildings, rooms that belong to the same organisational unit should be placed close to each other. This leads to the following NP-hard mathematical…
This paper introduces and studies a new model of computation called an Alternating Automatic Register Machine (AARM). An AARM possesses the basic features of a conventional register machine and an alternating Turing machine, but can carry…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…
We consider the task of obtaining the maximum a posteriori estimate of discrete pairwise random fields with arbitrary unary potentials and semimetric pairwise potentials. For this problem, we propose an accurate hierarchical move making…