Related papers: A (Slightly) Improved Deterministic Approximation …
We present an evolutionary algorithm evo-SMC for the problem of Submodular Maximization under Cost constraints (SMC). Our algorithm achieves $1/2$-approximation with a high probability $1-1/n$ within $\mathcal{O}(n^2K_{\beta})$ iterations,…
In this paper, a derandomized algorithm for sampling decoding is proposed to achieve near-optimal performance in lattice decoding. By setting a probability threshold to sample candidates, the whole sampling procedure becomes deterministic,…
For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular function and its…
We propose a new method for optimistic planning in infinite-horizon discounted Markov decision processes based on the idea of adding regularization to the updates of an otherwise standard approximate value iteration procedure. This…
We consider the weighted least squares spline approximation of a noisy dataset. By interpreting the weights as a probability distribution, we maximize the associated entropy subject to the constraint that the mean squared error is…
We design a new LP-based algorithm for the graphic $s$-$t$ path Traveling Salesman Problem (TSP), which achieves the best approximation factor of 1.5. The algorithm is based on the idea of narrow cuts due to An, Kleinberg, and Shmoys. It…
We derive a new adaptive leverage score sampling strategy for solving the Column Subset Selection Problem (CSSP). The resulting algorithm, called Adaptive Randomized Pivoting, can be viewed as a randomization of Osinsky's recently proposed…
A novel inner approximation algorithm is proposed for dynamic optimization problems to ensure strict satisfaction of path constraints. Distinct from traditional methods relying on interval analysis, the proposed algorithm leverages the…
Given a large real symmetric, positive semidefinite m-by-m matrix, the goal of this paper is to show how a numerical approximation of the entropy, given by the sum of the entropies of the individual eigenvalues, can be computed in an…
We consider fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important…
In this paper we provide faster algorithms for approximately solving discounted Markov Decision Processes in multiple parameter regimes. Given a discounted Markov Decision Process (DMDP) with $|S|$ states, $|A|$ actions, discount factor…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
We study the metric $s$-$t$ path Traveling Salesman Problem (TSP). [An, Kleinberg, and Shmoys, STOC 2012] improved on the long standing $\frac{5}{3}$-approximation factor and presented an algorithm that achieves an approximation factor of…
Many offline unsupervised change point detection algorithms rely on minimizing a penalized sum of segment-wise costs. We extend this framework by proposing to minimize a sum of discrepancies between segments. In particular, we propose to…
We study deterministic and stochastic primal-dual sub-gradient algorithms for distributed optimization of a separable objective function with global inequality constraints. In both algorithms, the norm of the Lagrangian multipliers are…
We give new sublinear and parallel algorithms for the extensively studied problem of approximating n-variable r-CSPs (constraint satisfaction problems with constraints of arity r up to an additive error. The running time of our algorithms…
A formulation for the automated generation of algorithms via mathematical programming (optimization) is proposed. The formulation is based on the concept of optimizing within a parameterized family of algorithms, or equivalently a family of…
We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
We describe a $\frac{4}{3}$-approximation algorithm for the traveling salesman problem in which the distances between points are induced by graph-theoretical distances in an unweighted graph. The algorithm is based on finding a minimum cost…