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We study best-policy identification for finite-horizon risk-sensitive reinforcement learning under the entropic risk measure. Recent work established a constant gap in the exponential horizon dependence between lower and upper bounds on the…
Efficient sampling from constraint manifolds, and thereby generating a diverse set of solutions for feasibility problems, is a fundamental challenge. We consider the case where a problem is factored, that is, the underlying nonlinear…
This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…
We study a ranking and selection (R&S) problem when all solutions share common parametric Bayesian input models updated with the data collected from multiple independent data-generating sources. Our objective is to identify the best system…
The paper presents a new method for shape and topology optimization based on an efficient and scalable boundary integral formulation for elasticity. To optimize topology, our approach uses iterative extraction of isosurfaces of a…
This paper studies high-dimensional sparse clustering, a combinatorial NP-hard problem arising from the bilinear coupling between cluster assignment and feature selection. We analyze semidefinite programming (SDP) relaxations of $K$-means…
We study a new model-free algorithm to compute $\varepsilon$-optimal policies for average reward Markov decision processes, in the weakly communicating case. Given a generative model, our procedure combines a recursive sampling technique…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…
Cryo-electron microscopy (Cryo-EM) enables high-resolution imaging of biomolecules, but structural heterogeneity remains a major challenge in 3D reconstruction. Traditional methods assume a discrete set of conformations, limiting their…
The Set Cover Problem (SCP) and the Hitting Set Problem (HSP) are well-studied optimization problems. In this paper we introduce the Reward-Penalty-Selection Problem (RPSP) which can be understood as a combination of the SCP and the HSP…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
A common representation of a three dimensional object in computer applications, such as graphics and design, is in the form of a triangular mesh. In many instances, individual or groups of triangles in such representation need to satisfy…
We examine the \emph{submodular maximum coverage problem} (SMCP), which is related to a wide range of applications. We provide the first variational approximation for this problem based on the Nemhauser divergence, and show that it can be…
In this work, the development and implementation of the effective stochastic potential (ESP) method is presented to perform efficient conformational sampling of molecules. The overarching goal of this work is to alleviate the computational…
Multi-Agent Path Finding (MAPF), i.e., finding collision-free paths for multiple robots, is important for many applications where small runtimes are necessary, including the kind of automated warehouses operated by Amazon. CBS is a leading…
Designing a safe policy for uncertain environments is crucial in real-world control systems. However, this challenge remains inadequately addressed within the Markov decision process (MDP) framework. This paper presents the first algorithm…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
Bilinear Matrix Inequalities (BMIs) are fundamental to control system design but are notoriously difficult to solve due to their nonconvexity. This study addresses BMI-based control optimization problems by adapting and integrating advanced…
The Maximum Balanced Subgraph Problem (MBSP) is the problem of finding a subgraph of a signed graph that is balanced and maximizes the cardinality of its vertex set. We are interested in the exact solution of the problem: an improved…