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We present a stochastic optimization method that uses a fourth-order regularized model to find local minima of smooth and potentially non-convex objective functions with a finite-sum structure. This algorithm uses sub-sampled derivatives…

Optimization and Control · Mathematics 2023-07-18 Aurelien Lucchi , Jonas Kohler

The Fr\'echet distance is a commonly used similarity measure between curves. It is known how to compute the continuous Fr\'echet distance between two polylines with $m$ and $n$ vertices in $\mathbb{R}^d$ in $O(mn (\log \log n)^2)$ time;…

Computational Geometry · Computer Science 2022-08-29 Thijs van der Horst , Marc van Kreveld , Tim Ophelders , Bettina Speckmann

We reduce non-deterministic time $T \ge 2^n$ to a 3SAT instance $\phi$ of quasilinear size $|\phi| = T \cdot \log^{O(1)} T$ such that there is an explicit circuit $C$ that on input an index $i$ of $\log |\phi|$ bits outputs the $i$th…

Computational Complexity · Computer Science 2014-04-09 Hamid Jahanjou , Eric Miles , Emanuele Viola

We study a decentralized variant of stochastic approximation, a data-driven approach for finding the root of an operator under noisy measurements. A network of agents, each with its own operator and data observations, cooperatively find the…

Machine Learning · Computer Science 2022-06-17 Sihan Zeng , Thinh T. Doan , Justin Romberg

For a given partially ordered set (poset) and a given family of mappings of the poset into itself, we study the problem of the description of joint fixed points of this family. Well-known Tarski's theorem gives the structure of the set of…

Logic · Mathematics 2016-02-05 Dmitrii Serkov

In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of $T$ functions. We assume access to noisy evaluations of the functions and their gradients,…

Optimization and Control · Mathematics 2022-02-15 Krishnakumar Balasubramanian , Saeed Ghadimi , Anthony Nguyen

We present algorithms for computing ranks and order statistics in the Farey sequence, taking time O (n^{2/3}). This improves on the recent algorithms of Pawlewicz [European Symp. Alg. 2007], running in time O (n^{3/4}). We also initiate the…

Number Theory · Mathematics 2011-11-10 Mihai Patrascu

We investigate dynamic algorithms for the interval scheduling problem. Our algorithm runs in amortised time $O(\log n)$ for query operation and $O(d\log^2 n)$ for insertion and removal operations, where $n$ and $d$ are the maximal numbers…

Data Structures and Algorithms · Computer Science 2014-12-30 Alex Gavryushkin , Bakhadyr Khoussainov , Mikhail Kokho , Jiamou Liu

We investigate the complexity of several fundamental polynomial-time solvable problems on graphs and on matrices, when the given instance has low treewidth; in the case of matrices, we consider the treewidth of the graph formed by non-zero…

Data Structures and Algorithms · Computer Science 2015-11-05 Fedor V. Fomin , Daniel Lokshtanov , Michał Pilipczuk , Saket Saurabh , Marcin Wrochna

We develop an approach for solving one-sided optimal stopping problems in discrete time for general underlying Markov processes on the real line. The main idea is to transform the problem into an auxiliary problem for the ladder height…

Probability · Mathematics 2018-10-29 Sören Christensen , Albrecht Irle

The existing randomized algorithms need an initial estimation of the tubal rank to compute a tensor singular value decomposition. This paper proposes a new randomized fixedprecision algorithm which for a given third-order tensor and a…

Numerical Analysis · Mathematics 2024-04-09 Salman Ahmadi-Asl

Detecting commuting patterns or migration patterns in movement data is an important problem in computational movement analysis. Given a trajectory, or set of trajectories, this corresponds to clustering similar subtrajectories. We study…

Computational Geometry · Computer Science 2021-11-01 Joachim Gudmundsson , Sampson Wong

In many practical applications, heuristic or approximation algorithms are used to efficiently solve the task at hand. However their solutions frequently do not satisfy natural monotonicity properties of optimal solutions. In this work we…

Machine Learning · Computer Science 2020-03-24 Evangelia Gergatsouli , Brendan Lucier , Christos Tzamos

We prove lower bounds on the complexity of finding $\epsilon$-stationary points (points $x$ such that $\|\nabla f(x)\| \le \epsilon$) of smooth, high-dimensional, and potentially non-convex functions $f$. We consider oracle-based complexity…

Optimization and Control · Mathematics 2019-08-16 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic

Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

Given query access to a monotone function $f\colon\{0,1\}^n\to\{0,1\}$ with certificate complexity $C(f)$ and an input $x^{\star}$, we design an algorithm that outputs a size-$C(f)$ subset of $x^{\star}$ certifying the value of…

Data Structures and Algorithms · Computer Science 2022-04-05 Meghal Gupta , Naren Sarayu Manoj

This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…

Optimization and Control · Mathematics 2026-04-16 Chenyang Qiu , Mihitha Maithripala , Zongli Lin

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

We prove a lower bound of $\tilde{\Omega}(n^{1/3})$ for the query complexity of any two-sided and adaptive algorithm that tests whether an unknown Boolean function $f:\{0,1\}^n\rightarrow \{0,1\}$ is monotone or far from monotone. This…

Computational Complexity · Computer Science 2017-08-22 Xi Chen , Erik Waingarten , Jinyu Xie