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Lagrangian relaxation stands among the most efficient approaches for solving a Mixed Integer Linear Programs (MILP) with difficult constraints. Given any duals for these constraints, called Lagrangian Multipliers (LMs), it returns a bound…
A Markov Decision Process (MDP) is a popular model for reinforcement learning. However, its commonly used assumption of stationary dynamics and rewards is too stringent and fails to hold in adversarial, nonstationary, or multi-agent…
We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures. The optimal value, optimal points, and minimal points of these CILPs can be…
In this work, we explore the efficacy of rectified linear unit artificial neural networks in addressing the intricate challenges of convoluted constraints arising from feedback linearization mapping. Our approach involves a comprehensive…
We consider Sherali-Adams linear programming relaxations for solving valued constraint satisfaction problems to optimality. The utility of linear programming relaxations in this context have previously been demonstrated using the lowest…
We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…
This paper studies predictor functions motivated by maximizing a measure of agreement with the predictand. Specifically, it examines distributional properties and predictive performance of the estimated maximum agreement linear predictor…
A constrained Markov decision process (CMDP) approach is developed for response-adaptive procedures in clinical trials with binary outcomes. The resulting CMDP class of Bayesian response -- adaptive procedures can be used to target a…
Linear Programming (LP) relaxations have become powerful tools for finding the most probable (MAP) configuration in graphical models. These relaxations can be solved efficiently using message-passing algorithms such as belief propagation…
Multi-step planning has been widely employed to enhance the performance of large language models (LLMs) on downstream natural language processing (NLP) tasks, which decomposes the original task into multiple subtasks and guide LLMs to solve…
We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…
We consider large-scale Markov decision processes (MDPs) with a risk measure of variability in cost, under the risk-aware MDPs paradigm. Previous studies showed that risk-aware MDPs, based on a minimax approach to handling risk, can be…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…
We prove super-polynomial lower bounds on the size of linear programming relaxations for approximation versions of constraint satisfaction problems. We show that for these problems, polynomial-sized linear programs are exactly as powerful…
We study the reinforcement learning (RL) problem in a constrained Markov decision process (CMDP), where an agent explores the environment to maximize the expected cumulative reward while satisfying a single constraint on the expected total…
Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…
A new approach to solving a large class of factorable nonlinear programming (NLP) problems to global optimality is presented in this paper. Unlike the traditional strategy of partitioning the decision-variable space employed in many…
The Restricted Assignment Problem is a prominent special case of Scheduling on Parallel Unrelated Machines. For the strongest known linear programming relaxation, the configuration LP, we improve the non-constructive bound on its…
In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…
This paper addresses the challenge of solving Constrained Markov Decision Processes (CMDPs) with $d > 1$ constraints when the transition dynamics are unknown, but samples can be drawn from a generative model. We propose a model-based…