Related papers: Solving Constrained Stochastic Shortest Path Probl…
Background: Identification of causal SNPs in most genome wide association studies relies on approaches that consider each SNP individually. However, there is a strong correlation structure among SNPs that need to be taken into account.…
The Dijkstra algorithm is a classical method for solving the shortest path problem on weighted graphs. There are several variations of the Dijkstra algorithm, including algorithms for the widest path problem and for two-player games. In…
In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…
Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex real-world scenarios in physics, economics, and biology. As datasets continue to grow, online inference methods…
The stochastic shortest path problem (SSP) is a highly expressive model for probabilistic planning. The computational hardness of SSPs has sparked interest in determinization-based planners that can quickly solve large problems. However,…
This work elaborates on the important problem of (1) designing optimal randomized routing policies for reaching a target node t from a source note s on a weighted directed graph G and (2) defining distance measures between nodes…
Tree projections provide a unifying framework to deal with most structural decomposition methods of constraint satisfaction problems (CSPs). Within this framework, a CSP instance is decomposed into a number of sub-problems, called views,…
In this paper, we consider the optimization problem \scpl (\scp), which is to find a minimum cost subset of a ground set $U$ such that the value of a submodular function $f$ is above a threshold $\tau$. In contrast to most existing work on…
We consider a class of integer linear programs (IPs) that arise as discretizations of trust-region subproblems of a trust-region algorithm for the solution of control problems, where the control input is an integer-valued function on a…
New simulation approaches to evaluating path-dependent options without matrix inversion issues nor Euler bias are evaluated. They employ three main contributions: Stochastic approximation replaces regression in the LSM algorithm; Explicit…
We define the problem of linear Contextual Stochastic Shortest Path (CSSP), where at the beginning of each episode, the learner observes an adversarially chosen context that determines the MDP through a fixed but unknown linear function.…
The Skolem problem and the related Positivity problem for linear recurrence sequences are outstanding number-theoretic problems whose decidability has been open for many decades. In this paper, the inherent mathematical difficulty of a…
We solve a sequential decision-making problem under uncertainty that takes into account the failure probability of a task. This problem cannot be handled by the stochastic shortest path problem, which is the standard model for sequential…
Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…
Modern high-dimensional methods often adopt the "bet on sparsity" principle, while in supervised multivariate learning statisticians may face "dense" problems with a large number of nonzero coefficients. This paper proposes a novel…
We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…
The Maximum Minimal Cut Problem (MMCP), a NP-hard combinatorial optimization (CO) problem, has not received much attention due to the demanding and challenging bi-connectivity constraint. Moreover, as a CO problem, it is also a daunting…
We study the adversarial Stochastic Shortest Path (SSP) problem with sparse costs under full-information feedback. In the known transition setting, existing bounds based on Online Mirror Descent (OMD) with negative-entropy regularization…
In this paper, we consider a new scalarization function for set-valued maps. As the main goal, by using this scalarization function, we obtain some Weierstrass-type theorems for the noncontinuous set optimization problems via the coercivity…
Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…