Related papers: Efficient Stepping Algorithms and Implementations …
Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…
We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…
We present a unified probabilistic framework for simultaneous trajectory estimation and planning (STEAP). Estimation and planning problems are usually considered separately, however, within our framework we show that solving them…
Let $G$ be an $n$-node and $m$-edge positively real-weighted undirected graph. For any given integer $f \ge 1$, we study the problem of designing a sparse \emph{f-edge-fault-tolerant} ($f$-EFT) $\sigma${\em -approximate single-source…
We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set…
In this paper we propose two algorithms in the tabular setting and an algorithm for the function approximation setting for the Stochastic Shortest Path (SSP) problem. SSP problems form an important class of problems in Reinforcement…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…
In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We…
In undirected graphs with real non-negative weights, we give a new randomized algorithm for the single-source shortest path (SSSP) problem with running time $O(m\sqrt{\log n \cdot \log\log n})$ in the comparison-addition model. This is the…
We present a method for solving the transshipment problem - also known as uncapacitated minimum cost flow - up to a multiplicative error of $1 + \varepsilon$ in undirected graphs with non-negative edge weights using a tailored gradient…
Parameterized Sequential Decision Making (Para-SDM) framework models a wide array of network design applications spanning supply-chain, transportation, and sensor networks. These problems entail sequential multi-stage optimization…
With the pervasiveness of Stochastic Shortest-Path (SSP) problems in high-risk industries, such as last-mile autonomous delivery and supply chain management, robust planning algorithms are crucial for ensuring successful task completion…
We present a randomized algorithm that computes single-source shortest paths (SSSP) in $O(m\log^8(n)\log W)$ time when edge weights are integral and can be negative. This essentially resolves the classic negative-weight SSSP problem. The…
The present work extends the randomized shortest-paths framework (RSP), interpolating between shortest-path and random-walk routing in a network, in three directions. First, it shows how to deal with equality constraints on a subset of…
We present a general toolbox, based on new vertex sparsifiers, for designing data structures to maintain shortest paths in dynamic graphs. In an $m$-edge graph undergoing edge insertions and deletions, our data structures give the first…
This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…
We introduce a quantum dynamic programming framework that allows us to directly extend to the quantum realm a large body of classical dynamic programming algorithms. The corresponding quantum dynamic programming algorithms retain the same…
We present a space and time efficient practical parallel algorithm for approximating the diameter of massive weighted undirected graphs on distributed platforms supporting a MapReduce-like abstraction. The core of the algorithm is a…
We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…
For many algorithmic problems, traditional algorithms that optimise on the number of instructions executed prove expensive on I/Os. Novel and very different design techniques, when applied to these problems, can produce algorithms that are…