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In many high-dimensional problems,polynomial-time algorithms fall short of achieving the statistical limits attainable without computational constraints. A powerful approach to probe the limits of polynomial-time algorithms is to study the…
We present a probabilistic ranking model to identify the optimal treatment in multiple-response experiments. In contemporary practice, treatments are applied over individuals with the goal of achieving multiple ideal properties on them…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
HodgeRank generalizes ranking algorithms, e.g. Google PageRank, to rank alternatives based on real-world (often incomplete) data using graphs and discrete exterior calculus. It analyzes multipartite interactions on high-dimensional networks…
We study the convergence of deterministic policy gradient algorithms in continuous state and action space for the prototypical Linear Quadratic Regulator (LQR) problem when the search space is not limited to the family of linear policies.…
In this paper, we consider the problem of minimizing a linear functional subject to uncertain linear and bilinear matrix inequalities, which depend in a possibly nonlinear way on a vector of uncertain parameters. Motivated by recent results…
We consider the problem of computing a sequence of rankings that maximizes consumer-side utility while minimizing producer-side individual unfairness of exposure. While prior work has addressed this problem using linear or quadratic…
Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…
In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…
This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…
This paper provides the first meaningful documentation and analysis of an established technique which aims to obtain an approximate solution to linear programming problems prior to applying the primal simplex method. The underlying…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…
This paper is concerned with distributed computation of several commonly used centrality measures in complex networks. In particular, we propose deterministic algorithms, which converge in finite time, for the distributed computation of the…
This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…
In this paper some existence results for the minimal P-symmetric periodic solutions are proved for first order autonomous Hamiltonian systems when the Hamiltonian function is superquadratic, asymptotically linear and subquadratic. These are…
A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…
Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…
We present a novel, global algorithm for solving polynomial multiparameter eigenvalue problems (PMEPs) by leveraging a hidden variable tensor Dixon resultant framework. Our method transforms a PMEP into one or more univariate polynomial…
This paper presents methodological improvements to variational quantum algorithms (VQAs) for solving multicriteria optimization problems. We introduce two key contributions. First, we reformulate the parameter optimization task of VQAs as a…