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The tree-width of a multivariate polynomial is the tree-width of the hypergraph with hyperedges corresponding to its terms. Multivariate polynomials of bounded tree-width have been studied by Makowsky and Meer as a new sparsity condition…

Machine Learning · Computer Science 2025-01-15 Karine Chubarian , Johnny Joyce , Gyorgy Turan

We revisit the optimization from samples (OPS) model, which studies the problem of optimizing objective functions directly from the sample data. Previous results showed that we cannot obtain a constant approximation ratio for the maximum…

Machine Learning · Computer Science 2020-07-07 Wei Chen , Xiaoming Sun , Jialin Zhang , Zhijie Zhang

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

We here study Max Hamming XSAT, ie, the problem of finding two XSAT models at maximum Hamming distance. By using a recent XSAT solver as an auxiliary function, an O(1.911^n) time algorithm can be constructed, where n is the number of…

Data Structures and Algorithms · Computer Science 2007-05-23 Vilhelm Dahllof

In combinatorial auctions, a designer must decide how to allocate a set of indivisible items amongst a set of bidders. Each bidder has a valuation function which gives the utility they obtain from any subset of the items. Our focus is…

Computer Science and Game Theory · Computer Science 2017-03-31 Shaddin Dughmi , Bryan Wilder

We revisit the problem of computing with noisy information considered in Feige et al. 1994, which includes computing the OR function from noisy queries, and computing the MAX, SEARCH and SORT functions from noisy pairwise comparisons. For…

Data Structures and Algorithms · Computer Science 2023-06-22 Banghua Zhu , Ziao Wang , Nadim Ghaddar , Jiantao Jiao , Lele Wang

We consider the classic Set Cover problem in the data stream model. For $n$ elements and $m$ sets ($m\geq n$) we give a $O(1/\delta)$-pass algorithm with a strongly sub-linear $\tilde{O}(mn^{\delta})$ space and logarithmic approximation…

Data Structures and Algorithms · Computer Science 2016-05-03 Sariel Har-Peled , Piotr Indyk , Sepideh Mahabadi , Ali Vakilian

We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized…

Computer Science and Game Theory · Computer Science 2015-03-17 Shahar Dobzinski , Hu Fu , Robert Kleinberg

We present an approximation scheme for functions in three dimensions, that requires only their samples on the Cartesian grid, under the assumption that the functions are sufficiently concentrated in both space and frequency. The scheme is…

Numerical Analysis · Mathematics 2022-12-16 Rami Katz , Yoel Shkolnisky

We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle

The problem of counting the number of models of a given Boolean formula has numerous applications, including computing the leakage of deterministic programs in Quantitative Information Flow. Model counting is a hard, #P-complete problem.…

Logic in Computer Science · Computer Science 2024-05-24 Michele Boreale , Daniele Gorla

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

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…

Data Structures and Algorithms · Computer Science 2022-10-24 Lingxiao Huang , Yuyi Wang , Chunxue Yang , Huanjian Zhou

This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…

Optimization and Control · Mathematics 2024-03-26 Jared Miller , Roy S. Smith

Functionally constrained stochastic optimization problems, where neither the objective function nor the constraint functions are analytically available, arise frequently in machine learning applications. In this work, assuming we only have…

Optimization and Control · Mathematics 2022-10-11 Anthony Nguyen , Krishnakumar Balasubramanian

A large proportion of market making models derive from the seminal model of Avellaneda and Stoikov. The numerical approximation of the value function and the optimal quotes in these models remains a challenge when the number of assets is…

Trading and Market Microstructure · Quantitative Finance 2022-09-27 Philippe Bergault , David Evangelista , Olivier Guéant , Douglas Vieira

We design efficient approximation algorithms for maximizing the expectation of the supremum of families of Gaussian random variables. In particular, let $\mathrm{OPT}:=\max_{\sigma_1,\cdots,\sigma_n}\mathbb{E}\left[\sum_{j=1}^{m}\max_{i\in…

Machine Learning · Computer Science 2025-02-26 Renato Purita Paes Leme , Cliff Stein , Yifeng Teng , Pratik Worah

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Data Structures and Algorithms · Computer Science 2024-11-19 Thibaut Horel , Yaron Singer

In many practical applications, heuristic or approximation algorithms are used to efficiently solve the task at hand. However their solutions frequently do not satisfy natural monotonicity properties of optimal solutions. In this work we…

Machine Learning · Computer Science 2020-03-24 Evangelia Gergatsouli , Brendan Lucier , Christos Tzamos