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Convex relaxation methods are powerful tools for studying the lowest energy of many-body problems. By relaxing the representability conditions for marginals to a set of local constraints, along with a global semidefinite constraint, a…
We develop a polynomial time $\Omega\left ( \frac 1R \log R \right)$ approximate algorithm for Max 2CSP-$R$, the problem where we are given a collection of constraints, each involving two variables, where each variable ranges over a set of…
The fully connected conditional random field (CRF) with Gaussian pairwise potentials has proven popular and effective for multi-class semantic segmentation. While the energy of a dense CRF can be minimized accurately using a linear…
The relaxation complexity rc(X) of the set of integer points X contained in a polyhedron is the minimal number of inequalities needed to formulate a linear optimization problem over X without using auxiliary variables. Besides its relevance…
We prove that every semidefinite moment relaxation of a polynomial optimization problem (POP) with a ball constraint can be reformulated as a semidefinite program involving a matrix with constant trace property (CTP). As a result such…
The key assumption underlying linear Markov Decision Processes (MDPs) is that the learner has access to a known feature map $\phi(x, a)$ that maps state-action pairs to $d$-dimensional vectors, and that the rewards and transitions are…
We consider the chance-constrained program (CCP) with random right-hand side under a finite discrete distribution. It is known that the standard mixed integer linear programming (MILP) reformulation of the CCP is generally difficult to…
Parameterizing by the largest processing time $p_{max}$ and the number of different job processing times $d$, we propose a proximity technique for High-Multiplicity Scheduling on Uniform Machines for the objectives Makespan Minimization…
This paper studies how to solve semi-infinite polynomial programming (SIPP) problems by semidefinite relaxation method. We first introduce two SDP relaxation methods for solving polynomial optimization problems with finitely many…
A Nash Equilibrium (NE) is a strategy profile resilient to unilateral deviations, and is predominantly used in the analysis of multiagent systems. A downside of NE is that it is not necessarily stable against deviations by coalitions. Yet,…
Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular…
We consider a parametric family of quadratically constrained quadratic programs (QCQP) and their associated semidefinite programming (SDP) relaxations. Given a nominal value of the parameter at which the SDP relaxation is exact, we study…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
Matrix recovery from sparse observations is an extensively studied topic emerging in various applications, such as recommendation system and signal processing, which includes the matrix completion and compressed sensing models as special…
We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are…
Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…
Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…
We study sparsity in the max-plus algebraic setting. We seek both exact and approximate solutions of the max-plus linear equation with minimum cardinality of support. In the former case, the sparsest solution problem is shown to be…
We study classes of Dynamic Programming (DP) algorithms which, due to their algebraic definitions, are closely related to coefficient extraction methods. DP algorithms can easily be modified to exploit sparseness in the DP table through…
We consider the problem of model selection in a high-dimensional sparse linear regression model under privacy constraints. We propose a differentially private (DP) best subset selection method with strong statistical utility properties by…