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We consider the conic linear program given by a closed convex cone in an Euclidean space and a matrix, where vector on the right-hand-side of the constraint system and the vector defining the objective function are subject to change. Using…

Optimization and Control · Mathematics 2020-12-18 Nguyen Ngoc Luan , Do Sang Kim , Nguyen Dong Yen

We consider \emph{random linear programs} (rlps) as a subclass of \emph{random optimization problems} (rops) and study their typical behavior. Our particular focus is on appropriate linear objectives which connect the rlps to the mean…

Optimization and Control · Mathematics 2024-03-07 Mihailo Stojnic

We study the restricted inverse optimal value problem on linear programming under weighted $l_1$ norm (RIOVLP $_1$). Given a linear programming problem $LP_c: \min \{cx|Ax=b,x\geq 0\}$ with a feasible solution $x^0$ and a value $K$, we aim…

Optimization and Control · Mathematics 2023-08-22 Junhua Jia , Xiucui Guan , Xinqiang Qian , Panos M. Pardalos

Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…

Optimization and Control · Mathematics 2025-10-07 Milan Hladík

Our model is a generalized linear programming relaxation of a much studied random K-SAT problem. Specifically, a set of linear constraints C on K variables is fixed. From a pool of n variables, K variables are chosen uniformly at random and…

Probability · Mathematics 2007-05-23 David Gamarnik

We consider integer programming problems in standard form $\max \{c^Tx : Ax = b, \, x\geq 0, \, x \in Z^n\}$ where $A \in Z^{m \times n}$, $b \in Z^m$ and $c \in Z^n$. We show that such an integer program can be solved in time $(m…

Discrete Mathematics · Computer Science 2019-06-10 Friedrich Eisenbrand , Robert Weismantel

The support of a vector is the number of nonzero-components. We show that given an integral $m\times n$ matrix $A$, the integer linear optimization problem $\max\left\{\boldsymbol{c}^T\boldsymbol{x} : A\boldsymbol{x} = \boldsymbol{b}, \,…

Optimization and Control · Mathematics 2017-12-27 Iskander Aliev , Jesus De Loera , Fritz Eisenbrand , Timm Oertel , Robert Weismantel

We present a local algorithm (constant-time distributed algorithm) for approximating max-min LPs. The objective is to maximise $\omega$ subject to $Ax \le 1$, $Cx \ge \omega 1$, and $x \ge 0$ for nonnegative matrices $A$ and $C$. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-05-15 Patrik Floréen , Joel Kaasinen , Petteri Kaski , Jukka Suomela

We present an algorithm that given a linear program with $n$ variables, $m$ constraints, and constraint matrix $A$, computes an $\epsilon$-approximate solution in $\tilde{O}(\sqrt{rank(A)}\log(1/\epsilon))$ iterations with high probability.…

Data Structures and Algorithms · Computer Science 2020-09-02 Yin Tat Lee , Aaron Sidford

We consider box-constrained integer programs with objective $g(Wx) + c^T x$, where $g$ is a "complicated" function with an $m$ dimensional domain. Here we assume we have $n \gg m$ variables and that $W \in \mathbb Z^{m \times n}$ is an…

Data Structures and Algorithms · Computer Science 2023-03-07 Daniel Dadush , Arthur Léonard , Lars Rohwedder , José Verschae

Given matrices A and B and vectors a, b, c and d, all with non-negative entries, we consider the problem of computing min {c.x: x in Z^n_+, Ax > a, Bx < b, x < d}. We give a bicriteria-approximation algorithm that, given epsilon in (0, 1],…

Data Structures and Algorithms · Computer Science 2015-06-02 Stavros G. Kolliopoulos , Neal E. Young

We discuss the optimal matching solution for both the assignment problem and the matching problem in one dimension for a large class of convex cost functions. We consider the problem in a compact set with the topology both of the interval…

Disordered Systems and Neural Networks · Physics 2017-10-11 Sergio Caracciolo , Matteo D'Achille , Gabriele Sicuro

We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…

Probability · Mathematics 2021-07-16 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…

Optimization and Control · Mathematics 2021-06-18 Donghwan Lee

We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…

Statistics Theory · Mathematics 2020-07-28 Marcel Klatt , Axel Munk , Yoav Zemel

We consider infinite horizon optimal control problems with time averaging and time discounting criteria and give estimates for the Cesaro and Abel limits of their optimal values in the case when they depend on the initial conditions. We…

Optimization and Control · Mathematics 2020-12-03 Vladimir Gaitsgory , Ilya Shvartsman

Motivated by the statistical analysis of the discrete optimal transport problem, we prove distributional limits for the solutions of linear programs with random constraints. Such limits were first obtained by Klatt, Munk, & Zemel (2022),…

Statistics Theory · Mathematics 2023-02-27 Shuyu Liu , Florentina Bunea , Jonathan Niles-Weed

We develop a framework for approximation limits of polynomial-size linear programs from lower bounds on the nonnegative ranks of suitably defined matrices. This framework yields unconditional impossibility results that are applicable to any…

Computational Complexity · Computer Science 2014-05-20 Gábor Braun , Samuel Fiorini , Sebastian Pokutta , David Steurer

It is well understood that if one is given a set $X \subset [0,1]$ of $n$ independent uniformly distributed random variables, then $$ \sup_{0 \leq x \leq 1} \left| \frac{\# X \cap [0,x]}{\# X} - x \right| \lesssim \frac{\sqrt{\log{n}}}{…

Probability · Mathematics 2025-01-24 Dmitriy Bilyk , Stefan Steinerberger

The problem of solving linear systems is one of the most fundamental problems in computer science, where given a satisfiable linear system $(A,b)$, for $A \in \mathbb{R}^{n \times n}$ and $b \in \mathbb{R}^n$, we wish to find a vector $x…

Data Structures and Algorithms · Computer Science 2021-06-25 Mitali Bafna , Nikhil Vyas
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