Related papers: Robust Algorithms for TSP and Steiner Tree
In this paper, we address the efficient implementation of moving horizon state estimation of constrained discrete-time linear systems. We propose a novel iteration scheme which employs a proximity-based formulation of the underlying…
Stochastic shortest path (SSP) is a well-known problem in planning and control, in which an agent has to reach a goal state in minimum total expected cost. In the learning formulation of the problem, the agent is unaware of the environment…
The parallel machine scheduling problem has been a popular topic for many years due to its theoretical and practical importance. This paper addresses the robust makespan optimization problem on unrelated parallel machine scheduling with…
We consider online learning problems where the aim is to achieve regret which is efficient in the sense that it is the same order as the lowest regret amongst K experts. This is a substantially stronger requirement that achieving…
Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…
We consider the classic problem of online convex optimisation. Whereas the notion of static regret is relevant for stationary problems, the notion of switching regret is more appropriate for non-stationary problems. A switching regret is…
Steiner Tree Problem (STP) in graphs aims to find a tree of minimum weight in the graph that connects a given set of vertices. It is a classic NP-hard combinatorial optimization problem and has many real-world applications (e.g., VLSI chip…
We study revenue optimization learning algorithms for posted-price auctions with strategic buyers. We analyze a very broad family of monotone regret minimization algorithms for this problem, which includes the previously best known…
For NP-hard combinatorial optimization problems, it is usually difficult to find high-quality solutions in polynomial time. The design of either an exact algorithm or an approximate algorithm for these problems often requires significantly…
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…
We consider vehicle-routing problems (VRPs) that incorporate the notion of {\em regret} of a client, which is a measure of the waiting time of a client relative to its shortest-path distance from the depot. Formally, we consider both the…
The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…
We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…
We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…
Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
The regret bound of an optimization algorithms is one of the basic criteria for evaluating the performance of the given algorithm. By inspecting the differences between the regret bounds of traditional algorithms and adaptive one, we…
Linear diagrams are an effective way to visualize set-based data by representing elements as columns and sets as rows with one or more horizontal line segments, whose vertical overlaps with other rows indicate set intersections and their…
Many discrete optimization problems amount to selecting a feasible set of edges of least weight. We consider in this paper the context of spatial graphs where the positions of the vertices are uncertain and belong to known uncertainty sets.…
We consider online learning problems in the realizable setting, where there is a zero-loss solution, and propose new Differentially Private (DP) algorithms that obtain near-optimal regret bounds. For the problem of online prediction from…