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We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

For a given point set $S$ in a plane, we develop a distributed algorithm to compute the $\alpha-$shape of $S$. $\alpha-$shapes are well known geometric objects which generalize the idea of a convex hull, and provide a good definition for…

Computational Geometry · Computer Science 2013-02-19 Harish Chintakunta , Hamid Krim

This work introduces a novel technique, named structural dimension reduction, to collapse a Bayesian network onto a minimum and localized one while ensuring that probabilistic inferences between the original and reduced networks remain…

Machine Learning · Statistics 2026-01-14 Pei Heng , Yi Sun , Jianhua Guo

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…

Computation · Statistics 2012-11-13 Lorenzo Fagiano , Mustafa Khammash

We study the problem of estimating the convex hull of the image $f(X)\subset\mathbb{R}^n$ of a compact set $X\subset\mathbb{R}^m$ with smooth boundary through a smooth function $f:\mathbb{R}^m\to\mathbb{R}^n$. Assuming that $f$ is a…

Optimization and Control · Mathematics 2024-03-11 Thomas Lew , Riccardo Bonalli , Lucas Janson , Marco Pavone

The area of parameterized approximation seeks to combine approximation and parameterized algorithms to obtain, e.g., (1+eps)-approximations in f(k,eps)n^{O(1)} time where k is some parameter of the input. We obtain the following results on…

Data Structures and Algorithms · Computer Science 2019-06-27 Fabrizio Grandoni , Stefan Kratsch , Andreas Wiese

Stochastic spectral methods have achieved great success in the uncertainty quantification of many engineering problems, including electronic and photonic integrated circuits influenced by fabrication process variations. Existing techniques…

Numerical Analysis · Mathematics 2018-12-06 Chunfeng Cui , Zheng Zhang

The present paper is concerned with a recursive algorithm as a preprocessing step to find the convex hull of $n$ random points uniformly distributed in the plane. For such a set of points, it is shown that eliminating all but $O(\log n)$ of…

Data Structures and Algorithms · Computer Science 2024-03-19 Mohammad Heydari , Ashkan Khalifeh

Given two bounded convex sets $X\subseteq\RR^m$ and $Y\subseteq\RR^n,$ specified by membership oracles, and a continuous convex-concave function $F:X\times Y\to\RR$, we consider the problem of computing an $\eps$-approximate saddle point,…

Computer Science and Game Theory · Computer Science 2014-05-01 Khaled Elbassioni , Kazuhisa Makino , Kurt Mehlhorn , Fahimeh Ramezani

Effective and reliable data retrieval is critical for the feasibility of DNA storage, and the development of random access efficiency plays a key role in its practicality and reliability. In this paper, we study the Random Access Problem,…

Information Theory · Computer Science 2025-10-10 Anina Gruica , Maria Montanucci , Ferdinando Zullo

Chance-constrained problems involve stochastic components in the constraints which can be violated with a small probability. We investigate the impact of different types of chance constraints on the performance of iterative search…

Neural and Evolutionary Computing · Computer Science 2024-05-30 Saba Sadeghi Ahouei , Jacob de Nobel , Aneta Neumann , Thomas Bäck , Frank Neumann

We give the first differentially private algorithms that estimate a variety of geometric features of points in the Euclidean space, such as diameter, width, volume of convex hull, min-bounding box, min-enclosing ball etc. Our work relies…

Data Structures and Algorithms · Computer Science 2025-12-29 Yue Gao , Or Sheffet

We devise a polynomial-time approximation scheme for the classical geometric problem of finding an approximate short path amid weighted regions. In this problem, a triangulated region P comprising of n vertices, a positive weight associated…

Computational Geometry · Computer Science 2016-12-08 R Inkulu , Sanjiv Kapoor

We show that the problem of finding the simplex of largest volume in the convex hull of $n$ points in $\mathbb{Q}^d$ can be approximated with a factor of $O(\log d)^{d/2}$ in polynomial time. This improves upon the previously best known…

Computational Geometry · Computer Science 2014-06-16 Marco Di Summa , Friedrich Eisenbrand , Yuri Faenza , Carsten Moldenhauer

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

The first part of this report describes the following result that, logarithmic approximation factor for hard capacitated set cover can be achieved from Wolsey's work [9], using a simpler and more intuitive analysis. We further show in our…

Data Structures and Algorithms · Computer Science 2016-12-12 Rahil Sharma

We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…

Optimization and Control · Mathematics 2021-12-23 Antonio Silveti-Falls , Cesare Molinari , Jalal Fadili

We study approximation algorithms for the following three string measures that are widely used in practice: edit distance (ED), longest common subsequence (LCS), and longest increasing sequence (LIS). All three problems can be solved…

Data Structures and Algorithms · Computer Science 2020-07-28 Kuan Cheng , Zhengzhong Jin , Xin Li , Yu Zheng