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We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
We study dynamic $(1-\epsilon)$-approximate rounding of fractional matchings -- a key ingredient in numerous breakthroughs in the dynamic graph algorithms literature. Our first contribution is a surprisingly simple deterministic rounding…
Min-max optimization problems arise in several key machine learning setups, including adversarial learning and generative modeling. In their general form, in absence of convexity/concavity assumptions, finding pure equilibria of the…
Clustering bipartite graphs is a fundamental task in network analysis. In the high-dimensional regime where the number of rows $n_1$ and the number of columns $n_2$ of the associated adjacency matrix are of different order, existing methods…
We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
Highway vehicular traffic is an inherently multi-agent problem. Traffic jams can appear and disappear mysteriously. We develop a method for traffic flow control that is applied at the vehicular level via mean-field games. We begin this work…
Recent applications in machine learning have renewed the interest of the community in min-max optimization problems. While gradient-based optimization methods are widely used to solve such problems, there are however many scenarios where…
Min-max optimization problems (i.e., min-max games) have been attracting a great deal of attention because of their applicability to a wide range of machine learning problems. Although significant progress has been made recently, the…
Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…
Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a…
Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to…
As a common generalization of previously solved optimization problems concerning bipartite stable matchings, we describe a strongly polynomial network flow based algorithm for computing $\ell$ disjoint stable matchings with minimum total…
We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…
We present an $\tilde O(m+n^{1.5})$-time randomized algorithm for maximum cardinality bipartite matching and related problems (e.g. transshipment, negative-weight shortest paths, and optimal transport) on $m$-edge, $n$-node graphs. For…
Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…
Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…
A dynamic graph algorithm is a data structure that answers queries about a property of the current graph while supporting graph modifications such as edge insertions and deletions. Prior work has shown strong conditional lower bounds for…
Suppose that an $m$-simplex is partitioned into $n$ convex regions having disjoint interiors and distinct labels, and we may learn the label of any point by querying it. The learning objective is to know, for any point in the simplex, a…