Related papers: Efficient sequential and parallel algorithms for m…
Dynamic programming over tree decompositions is a common technique in parameterized algorithms. In this paper, we study whether this technique can also be applied to compute Pareto sets of multiobjective optimization problems. We first…
As secure processors such as Intel SGX (with hyperthreading) become widely adopted, there is a growing appetite for private analytics on big data. Most prior works on data-oblivious algorithms adopt the classical PRAM model to capture…
Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…
In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…
We study an interval ordering problem introduced by D\"urr et al. [Discrete Appl. Math. 2012] which is motivated by applications in bioinformatics. The task is to order a given set of n intervals with the goal of minimizing a certain…
This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results show that the proposed simplified N-block PCPM algorithm,…
We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…
Parallel computation enables multiple processors to execute different parts of a task simultaneously, improving processing speed and efficiency. In quantum computing, parallel gate implementation involves executing gates independently in…
In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…
We present the novel algorithmically regularised integration method MSTAR for high accuracy ($|\Delta E/E| \gtrsim 10^{-14}$) integrations of N-body systems using minimum spanning tree coordinates. The two-fold parallelisation of the…
We consider so-called $N$-fold integer programs (IPs) of the form $\max\{c^T x : Ax = b, \ell \leq x \leq u, x \in \mathbb Z^{nt}\}, where $A \in \mathbb Z^{(r+sn)\times nt} consists of $n$ arbitrary matrices $A^{(i)} \in \mathbb Z^{r\times…
Stochastic Dual Coordinate Descent (SDCD) has become one of the most efficient ways to solve the family of $\ell_2$-regularized empirical risk minimization problems, including linear SVM, logistic regression, and many others. The vanilla…
In this work, we design, analyze, and optimize sequential and shared-memory parallel algorithms for partitioned local depths (PaLD). Given a set of data points and pairwise distances, PaLD is a method for identifying strength of pairwise…
Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…
We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…
In this work, we study the problem of minimizing the sum of strongly convex functions split over a network of $n$ nodes. We propose the decentralized and asynchronous algorithm ADFS to tackle the case when local functions are themselves…
An efficient numerical algorithm is presented for massively parallel simulations of dispersion-managed wavelength-division-multiplexed optical fiber systems. The algorithm is based on a weak nonlinearity approximation and independent…
Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…