Related papers: Approximating Optimal Bidirectional Macro Schemes
Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…
Despite consistently yielding the best compression on repetitive text collections, the Lempel-Ziv parsing has resisted all attempts at offering relevant guarantees on the cost to access an arbitrary symbol. This makes it less attractive for…
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…
Regularized MDPs serve as a smooth version of original MDPs. However, biased optimal policy always exists for regularized MDPs. Instead of making the coefficient{\lambda}of regularized term sufficiently small, we propose an adaptive…
We consider the problem of decentralized composite optimization over a symmetric connected graph, in which each node holds its own agent-specific private convex functions, and communications are only allowed between nodes with direct links.…
This article gives a self-contained analysis of the performance of the Lempel-Ziv compression algorithm on (hidden) Markovian sources. Specifically we include a full proof of the assertion that the compression rate approaches the entropy…
We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…
We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…
This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…
A bilevel program is an optimization problem whose constraints involve another optimization problem. This paper studies bilevel polynomial programs (BPPs), i.e., all the functions are polynomials. We reformulate BPPs equivalently as…
Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…
Simple and fast decoding is one of the main advantages of LZ77-type text encoding used in many popular file compressors such as gzip and 7zip. With the recent introduction of external memory algorithms for Lempel-Ziv factorization there is…
Given matrices A and B and vectors a, b, c and d, all with non-negative entries, we consider the problem of computing min {c.x: x in Z^n_+, Ax > a, Bx < b, x < d}. We give a bicriteria-approximation algorithm that, given epsilon in (0, 1],…
We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…
Backpropagation of error (backprop) is a powerful algorithm for training machine learning architectures through end-to-end differentiation. However, backprop is often criticised for lacking biological plausibility. Recently, it has been…
Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We analyze the Snell envelope with path dependent multiplicative optimality criteria. Especially for this case, we propose a variation of the Snell envelope backward recursion which allows to extend some classical approxima- tion schemes to…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…