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This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…
Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…
We propose upper and lower bounds on the maximum success probability for discriminating given quantum states. The proposed upper bound is obtained from a suboptimal solution to the dual problem of the corresponding optimal state…
In this work we study approximation algorithms for the \textit{Bounded Color Matching} problem (a.k.a. Restricted Matching problem) which is defined as follows: given a graph in which each edge $e$ has a color $c_e$ and a profit $p_e \in…
In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…
This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…
We consider the 0-1 Incremental Knapsack Problem (IKP) where the capacity grows over time periods and if an item is placed in the knapsack in a certain period, it cannot be removed afterwards. The contribution of a packed item in each time…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…
The input to the Multiway Cut problem is a weighted undirected graph, with nonnegative edge weights, and $k$ designated terminals. The goal is to partition the vertices of the graph into $k$ parts, each containing exactly one of the…
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…
While the theory of operator approximation with any given accuracy is well elaborated, the theory of {best constrained} constructive operator approximation is still not so well developed. Despite increasing demands from applications this…
It is shown in this note that approximating the number of independent sets in a $k$-uniform linear hypergraph with maximum degree at most $\Delta$ is NP-hard if $\Delta\geq 5\cdot 2^{k-1}+1$. This confirms that for the relevant sampling and…
One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…
We study the problem of approximating edit distance in sublinear time. This is formalized as the $(k,k^c)$-Gap Edit Distance problem, where the input is a pair of strings $X,Y$ and parameters $k,c>1$, and the goal is to return YES if…
We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…
Linear programming (LP) decoding approximates maximum-likelihood (ML) decoding of a linear block code by relaxing the equivalent ML integer programming (IP) problem into a more easily solved LP problem. The LP problem is defined by a set of…
This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…
The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…