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We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…
The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computational model. The standard AS algorithm requires a sufficient…
We revisit classic string problems considered in the area of parameterized complexity, and study them through the lens of dynamic data structures. That is, instead of asking for a static algorithm that solves the given instance efficiently,…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
We consider the \textsf{Unit Interval Selection} problem in the one-pass random order streaming model. Here, an algorithm is presented a sequence of $n$ unit-length intervals on the line that arrive in uniform random order, and the…
We report (to our knowledge) the first evaluation of Constraint Satisfaction as a computational framework for solving closest string problems. We show that careful consideration of symbol occurrences can provide search heuristics that…
Longest Common Subsequence ($LCS$) deals with the problem of measuring similarity of two strings. While this problem has been analyzed for decades, the recent interest stems from a practical observation that considering single characters is…
LP-type problems such as the Minimum Enclosing Ball (MEB), Linear Support Vector Machine (SVM), Linear Programming (LP), and Semidefinite Programming (SDP) are fundamental combinatorial optimization problems, with many important…
In this paper, we consider the problem of scheduling an application on a parallel computational platform. The application is a particular task graph, either a linear chain of tasks, or a set of independent tasks. The platform is made of…
Given a set of strings, the shortest common superstring problem is to find the shortest possible string that contains all the input strings. The problem is NP-hard, but a lot of work has gone into designing approximation algorithms for…
In the longest common substring (LCS) problem, we are given two strings $S$ and $T$, each of length at most $n$, and we are asked to find a longest string occurring as a fragment of both $S$ and $T$. This is a classical and well-studied…
We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…
In this paper, we consider a generalized longest common subsequence problem with multiple substring inclusive constraints. For the two input sequences $X$ and $Y$ of lengths $n$ and $m$, and a set of $d$ constraints $P=\{P_1,\cdots,P_d\}$…
We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…
We study the problem of scheduling $n$ independent moldable tasks on $m$ processors that arises in large-scale parallel computations. When tasks are monotonic, the best known result is a $(\frac{3}{2}+\epsilon)$-approximation algorithm for…
Makespan scheduling on identical machines is one of the most basic and fundamental packing problems studied in the discrete optimization literature. It asks for an assignment of $n$ jobs to a set of $m$ identical machines that minimizes the…
Motivated by applications to multi-antenna wireless networks, we propose a distributed and asynchronous algorithm for stochastic semidefinite programming. This algorithm is a stochastic approximation of a continous- time matrix exponential…
A constraint satisfaction problem (CSP), $\textsf{Max-CSP}(\mathcal{F})$, is specified by a finite set of constraints $\mathcal{F} \subseteq \{[q]^k \to \{0,1\}\}$ for positive integers $q$ and $k$. An instance of the problem on $n$…
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…
As machine learning applications grow increasingly ubiquitous and complex, they face an increasing set of requirements beyond accuracy. The prevalent approach to handle this challenge is to aggregate a weighted combination of requirement…