Related papers: LP-based algorithms for multistage minimization pr…
We study the structure of solutions to linear programming formulations for the traveling salesperson problem (TSP). We perform a detailed analysis of the support of the subtour elimination linear programming relaxation, which leads to…
Exponential-time approximation has recently gained attention as a practical way to deal with the bitter NP-hardness of well-known optimization problems. We study for the first time the $(1 + \varepsilon)$-approximate min-sum subset…
We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…
Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…
A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…
We consider fundamental algorithmic number theoretic problems and their relation to a class of block structured Integer Linear Programs (ILPs) called $2$-stage stochastic. A $2$-stage stochastic ILP is an integer program of the form $\min…
Dynamic programming over tree decompositions is a common technique in parameterized algorithms. In this paper, we study whether this technique can also be applied to compute Pareto sets of multiobjective optimization problems. We first…
Finding a minimum spanning tree (MST) for $n$ points in an arbitrary metric space is a fundamental primitive for hierarchical clustering and many other ML tasks, but this takes $\Omega(n^2)$ time to even approximate. We introduce a…
We interleave sampling based motion planning methods with pruning ideas from minimum spanning tree algorithms to develop a new approach for solving a Multi-Goal Path Finding (MGPF) problem in high dimensional spaces. The approach alternates…
In the Priority Steiner Tree (PST) problem, we are given an undirected graph $G=(V,E)$ with a source $s \in V$ and terminals $T \subseteq V \setminus \{s\}$, where each terminal $v \in T$ requires a nonnegative priority $P(v)$. The goal is…
In 2012, Pflug and Pichler proved, under regularity assumptions, that the value function in Multistage Stochastic Programming (MSP) is Lipschitz continuous w.r.t. the Nested Distance, which is a distance between scenario trees (or discrete…
Time-evolving or temporal graphs gain more and more popularity when studying the behavior of complex networks. In this context, the multistage view on computational problems is among the most natural frameworks. Roughly speaking, herein one…
We consider a recently introduced fair repetitive scheduling problem involving a set of clients, each asking for their associated job to be daily scheduled on a single machine across a finite planning horizon. The goal is to determine a job…
We consider the problem of designing sublinear time algorithms for estimating the cost of a minimum metric traveling salesman (TSP) tour. Specifically, given access to a $n \times n$ distance matrix $D$ that specifies pairwise distances…
We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…
It is challenging to design large and low-cost communication networks. In this paper, we formulate this challenge as the prize-collecting Steiner Tree Problem (PCSTP). The objective is to minimize the costs of transmission routes and the…
In this work, the author presents a novel method for finding descent directions shared by two or more differentiable functions defined on the same unconstrained domain space. Then, the author illustrates an alternative Multiple-Gradient…
Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…
Numerous combinatorial optimization problems (knapsack, maximum-weight matching, etc.) can be expressed as \emph{subset maximization problems}: One is given a ground set $N=\{1,\dots,n\}$, a collection $\mathcal{F}\subseteq 2^N$ of subsets…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…