Related papers: Single cut and multicut SDDP with cut selection fo…
In recent years, there has been considerable interest in designing stochastic first-order algorithms to tackle finite-sum smooth minimax problems. To obtain the gradient estimates, one typically relies on the uniform…
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…
In this paper, we extend the adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse to the multistage stochastic programming setting. The proposed algorithms integrate the adaptive partition-based…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…
For the last thirty years, several Dynamic Memory Managers (DMMs) have been proposed. Such DMMs include first fit, best fit, segregated fit and buddy systems. Since the performance, memory usage and energy consumption of each DMM differs,…
Distance metric learning (DML) is an important task that has found applications in many domains. The high computational cost of DML arises from the large number of variables to be determined and the constraint that a distance metric has to…
Matrix factorization (MF) has been widely used in e.g., recommender systems, topic modeling and word embedding. Stochastic gradient descent (SGD) is popular in solving MF problems because it can deal with large data sets and is easy to do…
We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…
The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…
Many real-world decision-theoretic planning problems can be naturally modeled with discrete and continuous state Markov decision processes (DC-MDPs). While previous work has addressed automated decision-theoretic planning for DCMDPs,…
We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…
Endoscopic Submucosal Dissection (ESD) is a minimally invasive procedure initially developed for early gastric cancer treatment and has expanded to address diverse gastrointestinal lesions. While computer-assisted surgery (CAS) systems…
Dimensionality reduction (DR) of data is a crucial issue for many machine learning tasks, such as pattern recognition and data classification. In this paper, we present a quantum algorithm and a quantum circuit to efficiently perform linear…
We consider decision problems for deterministic pushdown automata over a unary alphabet (udpda, for short). Udpda are a simple computation model that accept exactly the unary regular languages, but can be exponentially more succinct than…
We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity…
A common problem on sequential-type decoding is that at the signal-to-noise ratio (SNR) below the one corresponding to the cutoff rate, the average decoding complexity per information bit and the required stack size grow rapidly with the…
Multi-objective optimization (MOO) is receiving more attention in various fields such as multi-task learning. Recent works provide some effective algorithms with theoretical analysis but they are limited by the standard $L$-smooth or…