Related papers: Efficient sequential and parallel algorithms for m…
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…
Genetic Algorithms (GAs) are used to solve search and optimization problems in which an optimal solution can be found using an iterative process with probabilistic and non-deterministic transitions. However, depending on the problem's…
We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…
In many applications including integer-forcing linear multiple-input and multiple-output (MIMO) receiver design, one needs to solve a successive minima problem (SMP) on an $n$-dimensional lattice to get an optimal integer coefficient matrix…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
We (nearly) settle the time complexity for computing vertex fault-tolerant (VFT) spanners with optimal sparsity (up to polylogarithmic factors). VFT spanners are sparse subgraphs that preserve distance information, up to a small…
We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…
Integer linear programs $\min\{c^T x : A x = b, x \in \mathbb{Z}^n_{\ge 0}\}$, where $A \in \mathbb{Z}^{m \times n}$, $b \in \mathbb{Z}^m$, and $c \in \mathbb{Z}^n$, can be solved in pseudopolynomial time for any fixed number of constraints…
Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…
We present a new algorithm, Fractional Decomposition Tree (FDT) for finding a feasible solution for an integer program (IP) where all variables are binary. FDT runs in polynomial time and is guaranteed to find a feasible integer solution…
We study the general integer programming problem where the number of variables $n$ is a variable part of the input. We consider two natural parameters of the constraint matrix $A$: its numeric measure $a$ and its sparsity measure $d$. We…
In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees…
Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
To obtain a better understanding of the trade-offs between various objectives, Bi-Objective Integer Programming (BOIP) algorithms calculate the set of all non-dominated vectors and present these as the solution to a BOIP problem.…
Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…
Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are immunized against uncertainty. The main focus in robust…
Splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which the simple pieces of the…