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Based on the existing pivot rules, the simplex method for linear programming is not polynomial in the worst case. Therefore the optimal pivot of the simplex method is crucial. This study proposes the optimal rule to find all shortest pivot…

Optimization and Control · Mathematics 2024-02-27 Anqi Li , Tiande Guo , Congying Han , Bonan Li , Haoran Li

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

Optimization and Control · Mathematics 2015-03-25 Yossi Arjevani , Shai Shalev-Shwartz , Ohad Shamir

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

Optimization and Control · Mathematics 2014-10-24 Yossi Arjevani

The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in…

Optimization and Control · Mathematics 2023-06-21 Mosayeb Jalilian , Burak Kocuk

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

Memoryless and finite-memory policies offer a practical alternative for solving partially observable Markov decision processes (POMDPs), as they operate directly in the output space rather than in the high-dimensional belief space. However,…

Machine Learning · Computer Science 2025-12-15 Roy van Zuijlen , Duarte Antunes

We consider the problem of minimizing a fixed-degree polynomial over the standard simplex. This problem is well known to be NP-hard, since it contains the maximum stable set problem in combinatorial optimization as a special case. In this…

Optimization and Control · Mathematics 2014-08-19 Zhao Sun

This paper explores the adaptive (active) PAC (probably approximately correct) top-$k$ ranking (i.e., top-$k$ item selection) and total ranking problems from $l$-wise ($l\geq 2$) comparisons under the multinomial logit (MNL) model. By…

Machine Learning · Computer Science 2018-09-11 Wenbo Ren , Jia Liu , Ness B. Shroff

Linear programming (polynomial) techniques are used to obtain lower and upper bounds for the potential energy of spherical designs. This approach gives unified bounds that are valid for a large class of potential functions. Our lower bounds…

Metric Geometry · Mathematics 2015-09-28 P. G. Boyvalenkov , P. D. Dragnev , D. P. Hardin , E. B. Saff , M. M. Stoyanova

Estimating a policy that maps states to actions is a central problem in reinforcement learning. Traditionally, policies are inferred from the so called value functions (VFs), but exact VF computation suffers from the curse of…

Machine Learning · Computer Science 2024-05-29 Sergio Rozada , Antonio G. Marques

We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…

Computer Science and Game Theory · Computer Science 2024-05-16 Sougata Bose , Rasmus Ibsen-Jensen , Patrick Totzke

In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…

Machine Learning · Statistics 2020-06-18 Lijun Ding , Yudong Chen

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez

We propose a general framework for reduced-rank modeling of matrix-valued data. By applying a generalized nuclear norm penalty we can directly model low-dimensional latent variables associated with rows and columns. Our framework flexibly…

Machine Learning · Statistics 2017-08-23 William Fithian , Rahul Mazumder

We show subexponential lower bounds (i.e., $2^{\Omega (n^c)}$) on the smoothed complexity of the classical Howard's Policy Iteration algorithm for Markov Decision Processes. The bounds hold for the total reward and the average reward…

Computational Complexity · Computer Science 2022-12-02 Miranda Christ , Mihalis Yannakakis

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…

Optimization and Control · Mathematics 2019-06-04 Mengdi Wang

We study the problem of list ranking in the parallel external memory (PEM) model. We observe an interesting dual nature for the hardness of the problem due to limited information exchange among the processors about the structure of the…

Data Structures and Algorithms · Computer Science 2014-09-08 Riko Jacob , Tobias Lieber , Nodari Sitchinava

In this paper, we propose a $p$-norm rule, which is a generalization of the steepest-edge rule, as a pivoting rule for the simplex method. For a nondegenerate linear programming problem, we show upper bounds for the number of iterations of…

Optimization and Control · Mathematics 2018-03-15 Masaya Tano , Ryuhei Miyashiro , Tomonari Kitahara

Policy optimization methods are popular reinforcement learning algorithms in practice. Recent works have built theoretical foundation for them by proving $\sqrt{T}$ regret bounds even when the losses are adversarial. Such bounds are tight…

Machine Learning · Computer Science 2023-02-21 Christoph Dann , Chen-Yu Wei , Julian Zimmert

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara