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In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…

Data Structures and Algorithms · Computer Science 2020-12-24 Aaron Sidford , Mengdi Wang , Xian Wu , Yinyu Ye

We consider robust combinatorial optimization problems with cost uncertainty where the decision maker can prepare K solutions beforehand and chooses the best of them once the true cost is revealed. Also known as min-max-min robustness (a…

Optimization and Control · Mathematics 2019-10-29 Marc Goerigk , Jannis Kurtz , Michael Poss

We consider a stochastic online problem where $n$ applicants arrive over time, one per time step. Upon arrival of each applicant their cost per time step is revealed, and we have to fix the duration of employment, starting immediately. This…

Data Structures and Algorithms · Computer Science 2017-05-31 Yann Disser , John Fearnley , Martin Gairing , Oliver Göbel , Max Klimm , Daniel Schmand , Alexander Skopalik , Andreas Tönnis

To promote the global search ability of the original state transition algorithm, a new operator called axesion is suggested, which aims to search along the axes and strengthen single dimensional search. Several benchmark minimization…

Optimization and Control · Mathematics 2012-10-15 Xiaojun Zhou , Chunhua Yang , Weihua Gui

We introduce a framework for proving lower bounds on computational problems over distributions against algorithms that can be implemented using access to a statistical query oracle. For such algorithms, access to the input distribution is…

Computational Complexity · Computer Science 2016-08-16 Vitaly Feldman , Elena Grigorescu , Lev Reyzin , Santosh Vempala , Ying Xiao

Automatic numerical algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. The computational cost is often determined \emph{adaptively} by the algorithm based…

Numerical Analysis · Mathematics 2015-01-16 Nicholas Clancy , Yuhan Ding , Caleb Hamilton , Fred J. Hickernell , Yizhi Zhang

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…

Computation · Statistics 2022-01-04 Ömer Deniz Akyildiz , Dan Crisan , Joaquín Míguez

The problem of detecting a single anomalous process among multiple independent processes is considered. Under a constraint on the number of processes that can be probed simultaneously, the decision maker should decide which processes to…

Signal Processing · Electrical Eng. & Systems 2021-01-15 Fengfan Qin , Da Chen , Hui Feng , Qing Zhao , Tao Yang , Bo Hu

Finding the global minimum of a cost function given by the sum of a quadratic and a linear form in N real variables over (N-1)- dimensional sphere is one of the simplest, yet paradigmatic problems in Optimization Theory known as the "trust…

Disordered Systems and Neural Networks · Physics 2014-02-12 Yan V Fyodorov , Pierre Le Doussal

Classical list scheduling is a very popular and efficient technique for scheduling jobs in parallel and distributed platforms. It is inherently centralized. However, with the increasing number of processors, the cost for managing a single…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-07-20 Marc Tchiboukdjian , Nicolas Gast , Denis Trystram

In this short paper, we present an improved algorithm for approximating the minimum cut on distributed (CONGEST) networks. Let $\lambda$ be the minimum cut. Our algorithm can compute $\lambda$ exactly in…

Data Structures and Algorithms · Computer Science 2014-05-16 Danupon Nanongkai

We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

Randomized algorithms for low-rank approximation of quaternion matrices have gained increasing attention in recent years. However, existing methods overlook pass efficiency, the ability to limit the number of passes over the input…

Numerical Analysis · Mathematics 2026-03-25 Salman Ahmadi-Asl , Malihe Nobakht Kooshkghazi , Valentin Leplat

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

The parametric global minimum cut problem concerns a graph $G = (V,E)$ where the cost of each edge is an affine function of a parameter $\mu \in \mathbb{R}^d$ for some fixed dimension $d$. We consider the problems of finding the next…

Data Structures and Algorithms · Computer Science 2019-11-28 Hassene Aissi , S. Thomas McCormick , Maurice Queyranne

We propose a new algorithm for k-means clustering in a distributed setting, where the data is distributed across many machines, and a coordinator communicates with these machines to calculate the output clustering. Our algorithm guarantees…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-14 Tom Hess , Ron Visbord , Sivan Sabato

Choosing the right selection rate is a long standing issue in evolutionary computation. In the continuous unconstrained case, we prove mathematically that a single parent $\mu=1$ leads to a sub-optimal simple regret in the case of the…

Neural and Evolutionary Computing · Computer Science 2020-06-22 Laurent Meunier , Yann Chevaleyre , Jeremy Rapin , Clément W. Royer , Olivier Teytaud

We consider the minimum spanning tree problem with predictions, using the weight-arrival model, i.e., the graph is given, together with predictions for the weights of all edges. Then the actual weights arrive one at a time and an…

Data Structures and Algorithms · Computer Science 2023-02-24 Magnus Berg , Joan Boyar , Lene M. Favrholdt , Kim S. Larsen

The question of what can be computed, and how efficiently, are at the core of computer science. Not surprisingly, in distributed systems and networking research, an equally fundamental question is what can be computed in a…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-01 Fabian Kuhn , Thomas Moscibroda , Roger Wattenhofer