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In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…

Optimization and Control · Mathematics 2020-10-22 Erfan Yazdandoost Hamedani , Necdet Serhat Aybat

This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…

Optimization and Control · Mathematics 2022-06-16 Liwei Zhang , Yule Zhang , Jia Wu , Xiantao Xiao

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…

Data Structures and Algorithms · Computer Science 2023-04-06 Jingbang Chen , Li Chen , Yang P. Liu , Richard Peng , Arvind Ramaswami

We present a combinatorial method for the min-cost flow problem and prove that its expected running time is bounded by $\tilde O(m^{3/2})$. This matches the best known bounds, which previously have only been achieved by numerical algorithms…

Data Structures and Algorithms · Computer Science 2014-02-19 Ruben Becker , Andreas Karrenbauer

We propose a new stochastic L-BFGS algorithm and prove a linear convergence rate for strongly convex and smooth functions. Our algorithm draws heavily from a recent stochastic variant of L-BFGS proposed in Byrd et al. (2014) as well as a…

Optimization and Control · Mathematics 2016-04-15 Philipp Moritz , Robert Nishihara , Michael I. Jordan

Consider the following 2-respecting min-cut problem. Given a weighted graph $G$ and its spanning tree $T$, find the minimum cut among the cuts that contain at most two edges in $T$. This problem is an important subroutine in Karger's…

Data Structures and Algorithms · Computer Science 2021-02-19 Sagnik Mukhopadhyay , Danupon Nanongkai

In this paper we show how to combine two algorithmic techniques to obtain linear time algorithms for various optimization problems on graphs, and present a subroutine which will be useful in doing so. The first technique is iterative…

Data Structures and Algorithms · Computer Science 2015-09-28 Ken-ichi Kawarabayashi , Zhentao Li , Bruce Reed

Combinatorial optimization algorithms for graph problems are usually designed afresh for each new problem with careful attention by an expert to the problem structure. In this work, we develop a new framework to solve any combinatorial…

This paper introduces a novel approach to contextual stochastic optimization, integrating operations research and machine learning to address decision-making under uncertainty. Traditional methods often fail to leverage contextual…

Machine Learning · Computer Science 2025-05-09 Louis Bouvier , Thibault Prunet , Vincent Leclère , Axel Parmentier

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Optimization and Control · Mathematics 2017-05-26 Vincent Guigues

We present a logic that extends CTL (Computation Tree Logic) with operators that express synchronization properties. A property is synchronized in a system if it holds in all paths of a certain length. The new logic is obtained by using the…

Logic in Computer Science · Computer Science 2016-05-25 Krishnendu Chatterjee , Laurent Doyen

We present a new $4$-approximation algorithm for the Combinatorial Motion Planning problem which runs in $\mathcal{O}(n^2\alpha(n^2,n))$ time, where $\alpha$ is the functional inverse of the Ackermann function, and a fully distributed…

Discrete Mathematics · Computer Science 2018-05-24 Simran Dokania , Aditya Paliwal , Shrisha Rao

Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…

Optimization and Control · Mathematics 2025-06-10 James Alcala , Yat Tin Chow , Mahesh Sunkula

This paper focuses on the problem of coflow scheduling with precedence constraints in identical parallel networks, which is a well-known $\mathcal{NP}$-hard problem. Coflow is a relatively new network abstraction used to characterize…

Data Structures and Algorithms · Computer Science 2023-12-21 Chi-Yeh Chen

Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…

Robotics · Computer Science 2024-08-21 Fatemeh Rastgar

We develop a new algorithmic framework for designing approximation algorithms for cut-based optimization problems on capacitated undirected graphs that undergo edge insertions and deletions. Specifically, our framework dynamically maintains…

Data Structures and Algorithms · Computer Science 2026-01-15 Gramoz Goranci , Monika Henzinger , Peter Kiss , Ali Momeni , Gernot Zöcklein

The automaton constrained tree knapsack problem is a variant of the knapsack problem in which the items are associated with the vertices of the tree, and we can select a subset of items that is accepted by a top-down tree automaton. If the…

Data Structures and Algorithms · Computer Science 2018-09-18 Soh Kumabe , Takanori Maehara , Ryoma Sin'ya
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