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We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

Machine Learning · Computer Science 2020-02-19 Vanja Doskoč , Tobias Friedrich , Andreas Göbel , Frank Neumann , Aneta Neumann , Francesco Quinzan

We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has…

Systems and Control · Computer Science 2018-09-14 Anatoly Khina , Yorie Nakahira , Yu Su , Hikmet Yıldız , Babak Hassibi

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

Ill-posed inverse problems are ubiquitous in applications. Under- standing of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering…

Statistics Theory · Mathematics 2015-12-08 Marco A. Iglesias , Kui Lin , Shuai Lu , Andrew M. Stuart

Set Cover is a classic NP-hard problem; as shown by Slav\'{i}k (1997) the greedy algorithm gives an approximation ratio of $\ln n - \ln \ln n + \Theta(1)$. A series of works by Lund \& Yannakakis (1994), Feige (1998), Moshkovitz (2015) have…

Data Structures and Algorithms · Computer Science 2017-02-17 David G. Harris

We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…

Data Structures and Algorithms · Computer Science 2022-08-04 Sheng Yang , Samir Khuller , Sunav Choudhary , Subrata Mitra , Kanak Mahadik

State estimation is a fundamental requirement in robotics, where the accurate determination of a robot's state is essential for stable operation despite inherent process disturbances and sensor noise. Traditionally, this is achieved through…

Robotics · Computer Science 2026-04-21 Phunyapa Suksomboon , Paulo Garcia

We consider the situation in which a continuous-time vector Gauss-Markov process is observed through a vector Gaussian channel (sensor) and estimated by the Kalman-Bucy filter. Unlike in standard filtering problems where a sensor model is…

Optimization and Control · Mathematics 2017-09-12 Takashi Tanaka , Mikael Skoglund , Valeri Ugrinovskii

Submodular functions are a broad class of set functions, which naturally arise in diverse areas. Many algorithms have been suggested for the maximization of these functions. Unfortunately, once the function deviates from submodularity, the…

Discrete Mathematics · Computer Science 2017-07-17 Lin Chen , Moran Feldman , Amin Karbasi

In this paper, we consider the fault-tolerant $k$-median problem and give the \emph{first} constant factor approximation algorithm for it. In the fault-tolerant generalization of classical $k$-median problem, each client $j$ needs to be…

Data Structures and Algorithms · Computer Science 2014-01-27 Mohammadtaghi Hajiaghayi , Wei Hu , Jian Li , Shi Li , Barna Saha

We study the problem of finding personalized reserve prices for unit-demand buyers in multi-unit eager VCG auctions with correlated buyers. The input to this problem is a dataset of submitted bids of $n$ buyers in a set of auctions. The…

Computer Science and Game Theory · Computer Science 2020-07-27 Mahsa Derakhshan , David M. Pennock , Aleksandrs Slivkins

We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two…

Discrete Mathematics · Computer Science 2018-01-24 Wenruo Bai , Jeffrey A. Bilmes

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…

Social and Information Networks · Computer Science 2019-10-09 Khashayar Gatmiry , Manuel Gomez-Rodriguez

We consider a joint sensor and controller design problem for linear Gaussian stochastic systems in which a weighted sum of quadratic control cost and the amount of information acquired by the sensor is minimized. This problem formulation is…

Optimization and Control · Mathematics 2015-03-09 Takashi Tanaka , Henrik Sandberg

We address the problem of efficient and unobstructed surveillance or communication in complex environments. On one hand, one wishes to use a minimal number of sensors to cover the environment. On the other hand, it is often important to…

Machine Learning · Computer Science 2023-09-18 Lukas Taus , Yen-Hsi Richard Tsai

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Zhongyao Hu , Bo Chen , Yuchen Zhang , Li Yu

This paper considers the scheduling of stochastic jobs on parallel identical machines to minimize the expected total weighted completion time. While this is a classical problem with a significant body of research on approximation algorithms…

Data Structures and Algorithms · Computer Science 2026-01-27 Benjamin Moseley , Kirk Pruhs , Marc Uetz , Rudy Zhou

This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…

Robotics · Computer Science 2016-12-02 Oscar De Silva , George K. I. Mann , Raymond G. Gosine

In this paper, we investigate the problem of actuator selection for linear dynamical systems. We develop a framework to design a sparse actuator schedule for a given large-scale linear system with guaranteed performance bounds using…

Systems and Control · Computer Science 2020-06-04 Milad Siami , Alex Olshevsky , Ali Jadbabaie

We formulate and analyze a generic sequential resource access problem arising in a variety of engineering fields, where a user disposes a number of heterogeneous computing, communication, or storage resources, each characterized by the…

Networking and Internet Architecture · Computer Science 2020-12-08 Lin Chen , Anastasios Giovanidis , Wei Wang , Lin Shan