Related papers: Worst Case and Probabilistic Analysis of the 2-Opt…
The Lov\'{a}sz Local Lemma (LLL) says that, given a set of bad events that depend on the values of some random variables and where each event happens with probability at most $p$ and depends on at most $d$ other events, there is an…
In this work, we consider bilevel optimization when the lower-level problem is strongly convex. Recent works show that with a Hessian-vector product (HVP) oracle, one can provably find an $\epsilon$-stationary point within…
This paper studies two-stage distributionally robust conic linear programming under constraint uncertainty over type-1 Wasserstein balls. We present optimality conditions for the dual of the worst-case expectation problem, which…
Recently, Brandt et al. [STOC'16] proved a lower bound for the distributed Lov\'asz Local Lemma, which has been conjectured to be tight for sufficiently relaxed LLL criteria by Chang and Pettie [FOCS'17]. At the heart of their result lies a…
The optimistic gradient method has seen increasing popularity for solving convex-concave saddle point problems. To analyze its iteration complexity, a recent work [arXiv:1906.01115] proposed an interesting perspective that interprets this…
Hitting times provide a fundamental measure of distance in random processes, quantifying the expected number of steps for a random walk starting at node $u$ to reach node $v$. They have broad applications across domains such as network…
This work revisits standard policy gradient methods used on restricted policy classes, which are known to get stuck in suboptimal critical points. We identify an important cause for this phenomenon to be that the policy gradient is itself…
We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
Consider a set $P$ of $n$ points picked uniformly and independently from $[0,1]^d$ for a constant dimension $d$ -- such a point set is extremely well behaved in many aspects. For example, for a fixed $r \in [0,1]$, we prove a new…
We develop faster approximation algorithms for Metric-TSP building on recent, nearly linear time approximation schemes for the LP relaxation [Chekuri and Quanrud, 2017]. We show that the LP solution can be sparsified via cut-sparsification…
The Traveling Tournament Problem (TTP) is a hard but interesting sports scheduling problem inspired by Major League Baseball, which is to design a double round-robin schedule such that each pair of teams plays one game in each other's home…
We study discounted random walks in directed graphs. In each step, the walk either terminates with a constant probability $\alpha$, or proceeds to a random out-neighbor. Our goal is to estimate the probability $\pi(s, t)$ that a discounted…
This paper studies constrained Markov decision processes (CMDPs) with constraints against stochastic thresholds, aiming at safety of reinforcement learning in unknown and uncertain environments. We leverage a Growing-Window estimator…
Recent years have seen the development of methods for multiagent planning under uncertainty that scale to tens or even hundreds of agents. However, most of these methods either make restrictive assumptions on the problem domain, or provide…
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result…
Let U(N) denote the maximal length of arithmetic progressions in a random uniform subset of {0,1}^N. By an application of the Chen-Stein method, we show that U(N)- 2 log(N)/log(2) converges in law to an extreme type (asymmetric)…
The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…
This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…