Related papers: Approximate Integer Solution Counts over Linear Ar…
Short integer linear programs are programs with a relatively small number of constraints. We show how recent improvements on the running-times of solvers for such programs can be used to obtain fast pseudo-polynomial time algorithms for…
In this paper, we give an algorithm that finds an epsilon-approximate solution to a mixed integer quadratic programming (MIQP) problem. The algorithm runs in polynomial time if the rank of the quadratic function and the number of integer…
The classical branch-and-bound algorithm for the integer feasibility problem has exponential worst case complexity. We prove that it is surprisingly efficient on reformulated problems, in which the columns of the constraint matrix are…
We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…
We show that one can enumerate the vertices of the convex hull of integer points in polytopes whose constraint matrices have bounded and nonzero subdeterminants, in time polynomial in the dimension and encoding size of the polytope. This…
We introduce a novel algorithm for approximating the logarithm of the determinant of a symmetric positive definite (SPD) matrix. The algorithm is randomized and approximates the traces of a small number of matrix powers of a specially…
We propose a method for open-loop stochastic optimal control of LTI systems based on Taylor approximations of quantile functions. This approach enables efficient computation of quantile functions that arise in chance constrained…
Linear codes play a central role in coding theory and have applications in several branches of mathematics. For error correction purposes the minimum Hamming distance should be as large as possible. Linear codes related to applications in…
The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…
In this work, we deal with rank-constrained integer least-squares optimization problems arising in low-rank matrix factorization related applications. We propose a solution for constrained integer least-squares problem subject to equality,…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
A prototypical problem on which techniques for exact enumeration are tested and compared is the enumeration of self-avoiding walks. Here, we show an advance in the methodology of enumeration, making the process thousands or millions of…
This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…
We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…
This paper considers the problem of cardinality estimation in data stream applications. We present a statistical analysis of probabilistic counting algorithms, focusing on two techniques that use pseudo-random variates to form…
In nearly every discipline, scientific computations are limited by the cost and speed of computation. For example, the best-known exact algorithms for the canonical Traveling Salesman Problem would take centuries to run on an instance of…
While one-dimensional Markov processes are well understood, going to higher dimensions there are only a few analytically solved Ising-like models, in practice requiring to use relatively costly, uncontrollable and inaccurate Monte-Carlo…
This article is concerned with numerical methods to approximate effective coefficients in stochastic homogenization of discrete linear elliptic equations, and their numerical analysis --- which has been made possible by recent contributions…
In a recent work, Esmer et al. describe a simple method - Approximate Monotone Local Search - to obtain exponential approximation algorithms from existing parameterized exact algorithms, polynomial-time approximation algorithms and, more…
Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope…