Related papers: A Concentration Inequality for the Facility Locati…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…
Location Routing is a fundamental planning problem in logistics, in which strategic location decisions on the placement of facilities (depots, distribution centers, warehouses etc.) are taken based on accurate estimates of operational…
Viewing a two time scale stochastic approximation scheme as a noisy discretization of a singularly perturbed differential equation, we obtain a concentration bound for its iterates that captures its behavior with quantifiable high…
We study two fundamental problems dealing with curves in the plane, namely, the nearest-neighbor problem and the center problem. Let $\mathcal{C}$ be a set of $n$ polygonal curves, each of size $m$. In the nearest-neighbor problem, the goal…
We consider the problem of makespan minimization on unrelated machines when job sizes are stochastic. The goal is to find a fixed assignment of jobs to machines, to minimize the expected value of the maximum load over all the machines. For…
We study the problem of finding approximate first-order stationary points in optimization problems of the form $\min_{x \in X} \max_{y \in Y} f(x,y)$, where the sets $X,Y$ are convex and $Y$ is compact. The objective function $f$ is smooth,…
The main goal of this work is to provide sample-path estimates for the solution of slowly time-dependent SPDEs perturbed by a cylindrical fractional Brownian motion. Our strategy is similar to the approach by Berglund and Nader for…
In the capacitated $k$-median (\CKM) problem, we are given a set $F$ of facilities, each facility $i \in F$ with a capacity $u_i$, a set $C$ of clients, a metric $d$ over $F \cup C$ and an integer $k$. The goal is to open $k$ facilities in…
We study a non-cooperative two-sided facility location game in which facilities and clients behave strategically. This is in contrast to many other facility location games in which clients simply visit their closest facility. Facility…
We consider the uncapacitated facility location problem with (linear) penalty function and show that a modified JMS algorithm, combined with a randomized LP rounding technique due to Byrka-Aardal[1], Li[14] and Li et al.[16] yields 1.488…
This paper presents an iterative scheme that converges to the solution of a pseudo-monotone variational inequality problem in the setting of $\mathbb{R}^{n}$. Traditional methods often require projections onto the feasible set…
Azuma's inequality is a tool for proving concentration bounds on random variables. The inequality can be thought of as a natural generalization of additive Chernoff bounds. On the other hand, the analogous generalization of multiplicative…
The attention mechanism is the computational core of modern Transformer architectures, but its quadratic complexity in the input sequence length is the bottleneck for large-scale inference. This has motivated a rapidly growing body of work…
An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…
Starting from concentration of measure hypotheses on $m$ random vectors $Z_1,\ldots, Z_m$, this article provides an expression of the concentration of functionals $\phi(Z_1,\ldots, Z_m)$ where the variations of $\phi$ on each variable…
We initiate the study of the following general clustering problem. We seek to partition a given set $P$ of data points into $k$ clusters by finding a set $X$ of $k$ centers and assigning each data point to one of the centers. The cost of a…
The facility location problem is an NP-hard optimization problem. Therefore, approximation algorithms are often used to solve large instances. Such algorithms often perform much better than worst-case analysis suggests. Therefore,…
Classical clustering problems such as \emph{Facility Location} and \emph{$k$-Median} aim to efficiently serve a set of clients from a subset of facilities -- minimizing the total cost of facility openings and client assignments in Facility…
We introduce a version of Stein's method for proving concentration and moment inequalities in problems with dependence. Simple illustrative examples from combinatorics, physics, and mathematical statistics are provided.