Related papers: Worst Case and Probabilistic Analysis of the 2-Opt…
We present an approximation algorithm for the Prize-collecting Ordered Traveling Salesman Problem (PCOTSP), which simultaneously generalizes the Prize-collecting TSP and the Ordered TSP. The Prize-collecting TSP is well-studied and has a…
We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…
We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…
The stochastic three points (STP) algorithm is a derivative-free optimization technique designed for unconstrained optimization problems in $\mathbb{R}^d$. In this paper, we analyze this algorithm for three classes of functions: smooth…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
We study the fully dynamic All-Pairs Shortest Paths (APSP) problem in undirected edge-weighted graphs. Given an $n$-vertex graph $G$ with non-negative edge lengths, that undergoes an online sequence of edge insertions and deletions, the…
In this paper, we derive the distribution of a two-dimensional (complex) random walk in which the angle of each step is restricted to a subset of the circle. This setting appears in various domains, such as in over-the-air computation in…
Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…
Wasserstein distance plays increasingly important roles in machine learning, stochastic programming and image processing. Major efforts have been under way to address its high computational complexity, some leading to approximate or…
The Steiner Team Orienteering Problem (STOP) is defined on a digraph in which arcs are associated with traverse times, and whose vertices are labeled as either mandatory or profitable, being the latter provided with rewards (profits). Given…
We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…
Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we…
The mean completion time of a stochastic process may be rendered finite and minimised by a judiciously chosen restart protocol, which may either be stochastic or deterministic. Here we study analytically an arbitrary stochastic search…
In this paper, we consider distributed optimization problems where the goal is to minimize a sum of objective functions over a multi-agent network. We focus on the case when the inter-agent communication is described by a…
We revisit one of the classic problems in the data stream literature, namely, that of estimating the frequency moments $F_p$ for $0 < p < 2$ of an underlying $n$-dimensional vector presented as a sequence of additive updates in a stream. It…
We study the shrinking Pearson random walk in two dimensions and greater, in which the direction of the Nth is random and its length equals lambda^{N-1}, with lambda<1. As lambda increases past a critical value lambda_c, the endpoint…
We present an implementation and experimental analysis of the deterministic algorithm proposed by Duan et al. (2025) for the Single-Source Shortest Path (SSSP) problem, which achieves the best-known asymptotic upper bound of $O(m \log^{2/3}…
We study stochastic optimization problems with objective function given by the expectation of the maximum of two linear functions defined on the component random variables of a multivariate Gaussian distribution. We consider random…
A fundamental problem arising in many areas of machine learning is the evaluation of the likelihood of a given observation under different nominal distributions. Frequently, these nominal distributions are themselves estimated from data,…
We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…