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Supported by the recent contributions in multiple branches, the first-order splitting algorithms became central for structured nonsmooth optimization. In the large-scale or noisy contexts, when only stochastic information on the smooth part…
Let $G$ be an edge-weighted directed graph with $n$ vertices embedded on an orientable surface of genus $g$. We describe a simple deterministic lexicographic perturbation scheme that guarantees uniqueness of minimum-cost flows and shortest…
Turbulent flows are chaotic and unsteady, but their statistical distribution converges to a statistical steady state. Engineering quantities of interest typically take the form of time-average statistics such as $ \frac{1}{t} \int_0^t f (…
Scheduling a set of jobs over a collection of machines is a fundamental problem that needs to be solved millions of times a day in various computing platforms: in operating systems, in large data clusters, and in data centers. Along with…
Optimization is an important module of modern machine learning applications. Tremendous efforts have been made to accelerate optimization algorithms. A common formulation is achieving a lower loss at a given time. This enables a…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…
Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…
We consider online algorithms for pull-based broadcast scheduling. In this setting there are n pages of information at a server and requests for pages arrive online. When the server serves (broadcasts) a page p, all outstanding requests for…
In the setting of online algorithms, the input is initially not present but rather arrive one-by-one over time and after each input, the algorithm has to make a decision. Depending on the formulation of the problem, the algorithm might be…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…
Stochastic Optimization (SO) is a classical approach for optimization under uncertainty that typically requires knowledge about the probability distribution of uncertain parameters. As the latter is often unknown, Distributionally Robust…
A speed scaling problem is considered, where time is divided into slots, and jobs with payoff $v$ arrive at the beginning of the slot with associated deadlines $d$. Each job takes one slot to be processed, and multiple jobs can be processed…
We introduce a geometric and operator-theoretic formalism viewing optimization algorithms as discrete connections on a space of update operators. Each iterative method is encoded by two coupled channels-drift and diffusion-whose algebraic…
There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…
While there are software systems that simplify trajectory streams on the fly, few curve simplification algorithms with quality guarantees fit the streaming requirements. We present streaming algorithms for two such problems under the…
In the streaming model, the order of the stream can significantly affect the difficulty of a problem. A $t$-semirandom stream was introduced as an interpolation between random-order ($t=1$) and adversarial-order ($t=n$) streams where an…
A framework is proposed for the design and analysis of \emph{network-oblivious algorithms}, namely, algorithms that can run unchanged, yet efficiently, on a variety of machines characterized by different degrees of parallelism and…
We present novel oblivious routing algorithms for both splittable and unsplittable multicommodity flow. Our algorithm for minimizing congestion for \emph{unsplittable} multicommodity flow is the first oblivious routing algorithm for this…