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A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

We study dynamic graph algorithms in the Massively Parallel Computation model, which was inspired by practical data processing systems. Our goal is to provide algorithms that can efficiently handle large batches of edge insertions and…

Data Structures and Algorithms · Computer Science 2021-01-12 Krzysztof Nowicki , Krzysztof Onak

Optimal power flow (OPF) is one of the key electric power system optimization problems. "Moment" relaxations from the Lasserre hierarchy for polynomial optimization globally solve many OPF problems. Previous work illustrates the ability of…

Optimization and Control · Mathematics 2016-12-09 Daniel K. Molzahn , Cedric Josz , Ian A. Hiskens

Globally non-positively curved, or CAT(0), polyhedral complexes arise in a number of applications, including evolutionary biology and robotics. These spaces have unique shortest paths and are composed of Euclidean polyhedra, yet many…

Computational Geometry · Computer Science 2019-07-18 Anna Lubiw , Daniela Maftuleac , Megan Owen

We propose a novel direct transcription and solution method for solving nonlinear, continuous-time dynamic optimization problems. Instead of forcing the dynamic constraints to be satisfied only at a selected number of points as in direct…

Optimization and Control · Mathematics 2022-01-25 Yuanbo Nie , Eric C. Kerrigan

We present new iterative algorithms for solving a square linear system $Ax=b$ in dimension $n$ by employing the {\it Triangle Algorithm} \cite{kal12}, a fully polynomial-time approximation scheme for testing if the convex hull of a finite…

Numerical Analysis · Computer Science 2012-10-31 Bahman Kalantari

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Machine Learning · Computer Science 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is…

Optimization and Control · Mathematics 2022-12-06 Frank Permenter

Motivated by the increasing interest in applications of graph geodesic convexity in machine learning and data mining, we present a heuristic for computing the geodesic convex hull of node sets in networks. It generates a set of almost…

Social and Information Networks · Computer Science 2022-06-16 Florian Seiffarth , Tamás Horváth , Stefan Wrobel

The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with…

Optimization and Control · Mathematics 2017-08-08 Xi Chen , Simai He , Bo Jiang , Christopher Thomas Ryan , Teng Zhang

The dynamic matrix inverse problem is to maintain the inverse of a matrix undergoing element and column updates. It is the main subroutine behind the best algorithms for many dynamic problems whose complexity is not yet well-understood,…

Data Structures and Algorithms · Computer Science 2019-05-14 Jan van den Brand , Danupon Nanongkai , Thatchaphol Saranurak

Solving the shortest path and the min-cut problems are key in achieving high performance and robust communication networks. Those problems have often beeny studied in deterministic and independent networks both in their original…

Data Structures and Algorithms · Computer Science 2016-02-02 Song Yang , Stojan Trajanovski , Fernando A. Kuipers

We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…

Optimization and Control · Mathematics 2008-06-27 Silvia Faggian , Fausto Gozzi

CAT(0) metric spaces and hyperbolic spaces play an important role in combinatorial and geometric group theory. In this paper, we present efficient algorithms for distance problems in CAT(0) planar complexes. First of all, we present an…

Computational Geometry · Computer Science 2014-10-09 Daniela Maftuleac

In this paper we study the problem of dynamically maintaining graph properties under batches of edge insertions and deletions in the massively parallel model of computation. In this setting, the graph is stored on a number of machines, each…

Data Structures and Algorithms · Computer Science 2019-08-07 David Durfee , Laxman Dhulipala , Janardhan Kulkarni , Richard Peng , Saurabh Sawlani , Xiaorui Sun

We study the convex hull membership (CHM) problem in the pure exploration setting where one aims to efficiently and accurately determine if a given point lies in the convex hull of means of a finite set of distributions. We give a complete…

Machine Learning · Statistics 2024-10-22 Gang Qiao , Ambuj Tewari

We investigate online convex optimization in non-stationary environments and choose dynamic regret as the performance measure, defined as the difference between cumulative loss incurred by the online algorithm and that of any feasible…

Machine Learning · Computer Science 2024-04-09 Peng Zhao , Yu-Jie Zhang , Lijun Zhang , Zhi-Hua Zhou

Active set method aims to find the correct active set of the optimal solution and it is a powerful method for solving strictly convex quadratic problem with bound constraints. To guarantee the finite step convergence, the existing active…

Optimization and Control · Mathematics 2024-08-12 Ran Gu , Bing Gao

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

Optimization and Control · Mathematics 2022-05-04 Katherine Hendrickson , Matthew Hale

We consider geometric problems on planar $n^2$-point sets in the congested clique model. Initially, each node in the $n$-clique network holds a batch of $n$ distinct points in the Euclidean plane given by $O(\log n)$-bit coordinates. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-28 Jesper Jansson , Christos Levcopoulos , Andrzej Lingas , Valentin Polishchuk
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