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Vertex connectivity is a well-studied concept in graph theory with numerous applications. A graph is $k$-connected if it remains connected after removing any $k-1$ vertices. The vertex connectivity of a graph is the maximum $k$ such that…
We provide improved parallel approximation algorithms for the important class of packing and covering linear programs. In particular, we present new parallel $\epsilon$-approximate packing and covering solvers which run in…
A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, high-dimensional setting and saddle-point avoiding. To handle…
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…
The lattice Boltzmann method exhibits excellent scalability on current supercomputing systems and has thus increasingly become an alternative method for large-scale non-stationary flow simulations, reaching up to a trillion grid nodes.…
Without randomization, escaping the saddle points of $f \colon \mathbb{R}^d \to \mathbb{R}$ requires at least $\Omega(d)$ pieces of information about $f$ (values, gradients, Hessian-vector products). With randomization, this can be reduced…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…
Temporal difference (TD) learning is a foundational algorithm in reinforcement learning (RL). For nearly forty years, TD learning has served as a workhorse for applied RL as well as a building block for more complex and specialized…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…
Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…
The Optimal Transport (a.k.a. Wasserstein) distance is an increasingly popular similarity measure for rich data domains, such as images or text documents. This raises the necessity for fast nearest neighbor search algorithms according to…
This paper describes a novel and fast, simple and robust algorithm with O(N) expected complexity which enables to decrease run time needed to find the maximum distance of two points in E2. It can be easily modified for the E3 case in…
This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
High-dimensional non-convex optimization problems in engineering design, control, and learning are often hindered by saddle points, flat plateaus, and strongly anisotropic curvature. This paper develops a unified, curvature-adaptive…
We study the unconstrained and the minimax saddle point variants of the convex multi-stage stochastic programming problem, where consecutive decisions are coupled through the objective functions, rather than through the constraints. We…
We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…
Efficient and faithful parallel simulation of large asynchronous systems is a challenging computational problem. It requires using the concept of local simulated times and a synchronization scheme. We study the scalability of massively…