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The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Andrea Martinelli , Matilde Gargiani , John Lygeros

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

Optimization and Control · Mathematics 2011-12-01 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

We consider the Maximum Weight Independent Set Problem (MWIS) in $d$-claw free graphs, i.e. the task of computing an independent set of maximum weight in a given $d$-claw free graph $G=(V,E)$ equipped with a positive weight function…

Data Structures and Algorithms · Computer Science 2021-06-08 Meike Neuwohner

When searching for characteristic subpatterns in potentially noisy graph data, it appears self-evident that having multiple observations would be better than having just one. However, it turns out that the inconsistencies introduced when…

Machine Learning · Computer Science 2012-06-22 Novi Quadrianto , Chao Chen , Christoph Lampert

We propose a new class of exact continuous relaxations of l0-regularized criteria involving non-quadratic data terms such as the Kullback-Leibler divergence and the logistic regression, possibly combined with an l2 regularization. We first…

Optimization and Control · Mathematics 2025-08-26 M'hamed Essafri , Luca Calatroni , Emmanuel Soubies

This paper considers the relaxed Peaceman-Rachford (PR) splitting method for finding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general…

Optimization and Control · Mathematics 2017-11-07 Renato D. C. Monteiro , Chee-Khian Sim

In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…

Optimization and Control · Mathematics 2013-02-11 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

A strongly symmetric stress approximation is proposed for the Brinkman equations with mixed boundary conditions. The resulting formulation solves for the Cauchy stress using a symmetric interior penalty discontinuous Galerkin method.…

Numerical Analysis · Mathematics 2023-06-27 Salim Meddahi , Ricardo Ruiz-Baier

Multiple-input multiple-output (MIMO) detection is a fundamental problem in wireless communications and it is strongly NP-hard in general. Massive MIMO has been recognized as a key technology in the fifth generation (5G) and beyond…

Optimization and Control · Mathematics 2021-03-10 Ping-Fan Zhao , Qing-Na Li , Wei-Kun Chen , Ya-Feng Liu

We consider the MAP-inference problem for graphical models, which is a valued constraint satisfaction problem defined on real numbers with a natural summation operation. We propose a family of relaxations (different from the famous…

Computer Vision and Pattern Recognition · Computer Science 2020-04-15 Stefan Haller , Paul Swoboda , Bogdan Savchynskyy

We consider single-machine scheduling problems that are natural generalizations or variations of the min-sum set cover problem and the min-sum vertex cover problem. For each of these problems, we give new approximation algorithms. Some of…

Data Structures and Algorithms · Computer Science 2020-01-22 Felix Happach , Andreas S. Schulz

Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

Entropic regularized optimal transport (OT) via the Sinkhorn algorithm has become a fundamental tool in machine learning, yet existing implementations either suffer from numerical instability for small regularization parameters or incur…

Machine Learning · Computer Science 2026-05-05 Hao Xiao

One of the most important open problems in machine scheduling is the problem of scheduling a set of jobs on unrelated machines to minimize the makespan. The best known approximation algorithm for this problem guarantees an approximation…

Discrete Mathematics · Computer Science 2015-03-17 José Verschae , Andreas Wiese

The classic technique of Baker [J. ACM '94] is the most fundamental approach for designing approximation schemes on planar, or more generally topologically-constrained graphs, and it has been applied in a myriad of different variants and…

Data Structures and Algorithms · Computer Science 2023-11-01 Tuukka Korhonen , Wojciech Nadara , Michał Pilipczuk , Marek Sokołowski

We study semidefinite programming (SDP) relaxations for the NP-hard problem of globally optimizing a quadratic function over the Stiefel manifold. We introduce a strengthened relaxation based on two recent ideas in the literature: (i) a…

Optimization and Control · Mathematics 2022-08-08 Samuel Burer , Kyungchan Park

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…

Optimization and Control · Mathematics 2021-06-02 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

We consider the question of approximating Max 2-CSP where each variable appears in at most $d$ constraints (but with possibly arbitrarily large alphabet). There is a simple $(\frac{d+1}{2})$-approximation algorithm for the problem. We prove…

Data Structures and Algorithms · Computer Science 2023-09-11 Euiwoong Lee , Pasin Manurangsi
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