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Many problems can be specified by patterns of propositional formulae depending on a parameter, e.g. the specification of a circuit usually depends on the number of bits of its input. We define a logic whose formulae, called "iterated…

Logic in Computer Science · Computer Science 2010-01-26 Vincent Aravantinos , Ricardo Caferra , Nicolas Peltier

Block matrix structure is commonly arising is various physics and engineering applications. There are various advantages in preserving the blocks structure while computing the inversion of such partitioned matrices. In this context, using…

Numerical Analysis · Mathematics 2023-11-22 R. Thiru Senthil

We present an algorithm for recovering planted solutions in two well-known models, the stochastic block model and planted constraint satisfaction problems, via a common generalization in terms of random bipartite graphs. Our algorithm…

Data Structures and Algorithms · Computer Science 2015-04-30 Vitaly Feldman , Will Perkins , Santosh Vempala

The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the impact of a…

Optimization and Control · Mathematics 2020-01-06 Saeed Ghadimi , Raymond T. Perkins , Warren B. Powell

We consider a stochastic variant of the packing-type integer linear programming problem, which contains random variables in the objective vector. We are allowed to reveal each entry of the objective vector by conducting a query, and the…

Data Structures and Algorithms · Computer Science 2019-03-14 Takanori Maehara , Yutaro Yamaguchi

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

In the Categorical Clustering problem, we are given a set of vectors (matrix) A={a_1,\ldots,a_n} over \Sigma^m, where \Sigma is a finite alphabet, and integers k and B. The task is to partition A into k clusters such that the median…

Data Structures and Algorithms · Computer Science 2021-04-19 Fedor V. Fomin , Petr A. Golovach , Nidhi Purohit

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Machine Learning · Computer Science 2021-12-03 Hanjun Dai , Yuan Xue , Zia Syed , Dale Schuurmans , Bo Dai

In this paper we introduce a new parameterized Quadratic Decision Rule (QDR), a generalisation of the commonly employed Affine Decision Rule (ADR), for two-stage linear adjustable robust optimization problems with ellipsoidal uncertainty…

Optimization and Control · Mathematics 2020-03-24 D. Woolnough , V. Jeyakumar , G. Li

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

The Symmetric Primal-Dual Symplex Pivot Decision Strategy (spdspds) is a novel iterative algorithm to solve linear programming problems. A symplex pivoting operation is simply an exchange between a basic variable and a non-basic variable,…

Optimization and Control · Mathematics 2026-05-19 Keshava Prasad Halemane

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

Optimization and Control · Mathematics 2020-06-18 Assalé Adjé

Typical circuit implementations of Shor's algorithm involve controlled rotation gates of magnitude $\pi/2^{2L}$ where $L$ is the binary length of the integer N to be factored. Such gates cannot be implemented exactly using existing…

Quantum Physics · Physics 2007-05-23 Austin G. Fowler , Lloyd C. L. Hollenberg

We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary…

Mathematical Physics · Physics 2026-02-04 Guang-Liang Li , Xin Zhang , Junpeng Cao , Wen-Li Yang , Yupeng Wang

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

In this paper we investigate the parameterized complexity of the Maximum-Duo Preservation String Mapping Problem, the complementary of the Minimum Common String Partition Problem. We show that this problem is fixed-parameter tractable when…

Data Structures and Algorithms · Computer Science 2015-12-11 Stefano Beretta , Mauro Castelli , Riccardo Dondi

We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region…

Optimization and Control · Mathematics 2007-05-23 Jeff Linderoth , Stephen Wright

Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…

Optimization and Control · Mathematics 2026-04-30 Simon Thomä , Maximilian Schiffer , Wolfram Wiesemann

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Optimization and Control · Mathematics 2017-05-26 Vincent Guigues

The intention of this note is two-fold. First, we study integer optimization problems in standard form defined by $A \in\mathbb{Z}^{m\times{}n}$ and present an algorithm to solve such problems in polynomial-time provided that both the…

Optimization and Control · Mathematics 2016-04-01 Stephan Artmann , Friedrich Eisenbrand , Christoph Glanzer , Timm Oertel , Santosh Vempala , Robert Weismantel