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Approximating the partition function of the ferromagnetic Ising model with general external fields is known to be #BIS-hard in the worst case, even for bounded-degree graphs, and it is widely believed that no polynomial-time approximation…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
In this paper, we present a polynomial-time algorithm that approximates sufficiently high-value Max 2-CSPs on sufficiently dense graphs to within $O(N^{\varepsilon})$ approximation ratio for any constant $\varepsilon > 0$. Using this…
We design the first polynomial time approximation schemes (PTASs) for the Minimum Betweenness problem in tournaments and some related higher arity ranking problems. This settles the approximation status of the Betweenness problem in…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
The paper is devoted to the approximate consensus problem for networks of nonlinear agents with switching topology, noisy and delayed measurements. In contrast to the existing stochastic approximation-based control algorithms (protocols), a…
In this paper, we establish non-asymptotic bounds for accuracy of normal approximation for linear two-timescale stochastic approximation (TTSA) algorithms driven by martingale difference or Markov noise. Focusing on both the last iterate…
In the unsplittable flow problem on a path, we are given a capacitated path $P$ and $n$ tasks, each task having a demand, a profit, and start and end vertices. The goal is to compute a maximum profit set of tasks, such that for each edge…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
We study the budgeted versions of the well known matching and matroid intersection problems. While both problems admit a polynomial-time approximation scheme (PTAS) [Berger et al. (Math. Programming, 2011), Chekuri, Vondrak and Zenklusen…
A very well-known machine model in scheduling allows the machines to be unrelated, modelling jobs that might have different characteristics on each machine. Due to its generality, many optimization problems of this form are very difficult…
The theoretical models providing mathematical abstractions for several significant optimization problems in machine learning, combinatorial optimization, computer vision and statistical physics have intrinsic similarities. We propose a…
In this paper, we obtain a number of new simple pseudo-polynomial time algorithms on the well-known knapsack problem, focusing on the running time dependency on the number of items $n$, the maximum item weight $w_\mathrm{max}$, and the…
Understanding the interactions between different combinatorial optimisation problems in real-world applications is a challenging task. Recently, the traveling thief problem (TTP), as a combination of the classical traveling salesperson…
The algorithm and complexity of approximating the permanent of a matrix is an extensively studied topic. Recently, its connection with quantum supremacy and more specifically BosonSampling draws special attention to the average-case…
Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…
We study the early work scheduling problem on identical parallel machines in order to maximize the total early work, i.e., the parts of non-preemptive jobs executed before a common due date. By preprocessing and constructing an auxiliary…
Integer linear programs of configurations, or configuration IPs, are a classical tool in the design of algorithms for scheduling and packing problems, where a set of items has to be placed in multiple target locations. Herein a…
This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…