Related papers: A (Slightly) Improved Deterministic Approximation …
In this paper, we show a tight approximation guarantee for budget-feasible mechanisms with an additive buyer. We propose a new simple randomized mechanism with approximation ratio of $2$, improving the previous best known result of $3$. Our…
In this paper, we present a polynomial-time algorithm that approximates sufficiently high-value Max 2-CSPs on sufficiently dense graphs to within $O(N^{\varepsilon})$ approximation ratio for any constant $\varepsilon > 0$. Using this…
In this paper, we develop a Topological Approximate Dynamic Programming (TADP) method for planningin stochastic systems modeled as Markov Decision Processesto maximize the probability of satisfying high-level systemspecifications expressed…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…
We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…
In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…
Several attempts to dampen the curse of dimensionnality problem of the Dynamic Programming approach for solving multistage optimization problems have been investigated. One popular way to address this issue is the Stochastic Dual Dynamic…
In the maximum asymmetric traveling salesman problem (Max ATSP) we are given a complete directed graph with nonnegative weights on the edges and we wish to compute a traveling salesman tour of maximum weight. In this paper we give a fast…
We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…
Resource-constrained project scheduling problems (RCPSP) are at the heart of many production planning problems across a plethora of applications. Although the problem has been studied since the early 1960s, most developments and test…
We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…
This paper considers pairs of optimization problems that are defined from a single input and for which it is desired to find a good approximation to either one of the problems. In many instances, it is possible to efficiently find an…
We study multi-objective reinforcement learning with nonlinear preferences over trajectories. That is, we maximize the expected value of a nonlinear function over accumulated rewards (expected scalarized return or ESR) in a multi-objective…
The path version of the Traveling Salesman Problem is one of the most well-studied variants of the ubiquitous TSP. Its generalization, the Multi-Path TSP, has recently been used in the best known algorithm for path TSP by Traub and Vygen…
We consider the classic problem of scheduling jobs on unrelated machines so as to minimize the weighted sum of completion times. Recently, for a small constant $\varepsilon >0 $, Bansal et al. gave a $(3/2-\varepsilon)$-approximation…