Related papers: Near-Optimal Coalition Structures in Polynomial Ti…
We study coalition structure generation (CSG) when coalition values are not given but must be learned from episodic observations. We model each episode as a sparse linear regression problem, where the realised payoff \(Y_t\) is a noisy…
Probabilistic Coalition Structure Generation (PCSG) is NP-hard and can be recast as an $l_0$-type sparse recovery problem by representing coalition structures as sparse coefficient vectors over a coalition-incidence design. A natural…
We present a new Dynamic Programming (DP) formulation of the Coalition Structure Generation (CSG) problem based on imposing a hierarchical organizational structure over the agents. We show the efficiency of this formulation by deriving…
We revisit the coalition structure generation problem in which the goal is to partition the players into exhaustive and disjoint coalitions so as to maximize the social welfare. One of our key results is a general polynomial-time algorithm…
Coalition formation is a key capability in multi-agent systems. An important problem in coalition formation is coalition structure generation: partitioning agents into coalitions to optimize the social welfare. This is a challenging problem…
Systematic scenario generation (SG) methods have emerged as an invaluable tool to handle uncertainty towards the efficient solution of stochastic programming (SP) problems. The quality of SG methods depends on their consistency to generate…
The taxing computational effort that is involved in solving some high-dimensional statistical problems, in particular problems involving non-convex optimization, has popularized the development and analysis of algorithms that run…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…
We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…
Random projection, a dimensionality reduction technique, has been found useful in recent years for reducing the size of optimization problems. In this paper, we explore the use of sparse sub-gaussian random projections to approximate…
In this paper, we consider polynomial optimization with correlative sparsity. We construct correlatively sparse Lagrange multiplier expressions (CS-LMEs) and propose CS-LME reformulations for polynomial optimization problems using the…
Combining recent moment and sparse semidefinite programming (SDP) relaxation techniques, we propose an approach to find smooth approximations for solutions of problems involving nonlinear differential equations. Given a system of nonlinear…
The coalition structure formation problem represents an active research area in multi-agent systems. A coalition structure is defined as a partition of the agents involved in a system into disjoint coalitions. The problem of finding the…
We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…
Coalition structure generation (CSG), i.e. the problem of optimally partitioning a set of agents into coalitions to maximize social welfare, is a fundamental computational problem in multiagent systems. This problem is important for many…
Concurrent stochastic games (CSGs) are an ideal formalism for modelling probabilistic systems that feature multiple players or components with distinct objectives making concurrent, rational decisions. Examples include communication or…
Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…
Under a standard assumption in complexity theory (NP not in P/poly), we demonstrate a gap between the minimax prediction risk for sparse linear regression that can be achieved by polynomial-time algorithms, and that achieved by optimal…