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We consider the optimization variant of the realizability problem for Prompt Linear Temporal Logic, an extension of Linear Temporal Logic (LTL) by the prompt eventually operator whose scope is bounded by some parameter. In the realizability…

Logic in Computer Science · Computer Science 2016-09-15 Leander Tentrup , Alexander Weinert , Martin Zimmermann

We study high-dimensional numerical integration in the worst-case setting. The subject of tractability is concerned with the dependence of the worst-case integration error on the dimension. Roughly speaking, an integration problem is…

Numerical Analysis · Mathematics 2015-12-22 Josef Dick , Domingo Gomez-Perez , Friedrich Pillichshammer , Arne Winterhof

We consider a continuous analogue of Babai et al.'s and Cai et al.'s problem of solving multiplicative matrix equations. Given $k+1$ square matrices $A_{1}, \ldots, A_{k}, C$, all of the same dimension, whose entries are real algebraic, we…

Discrete Mathematics · Computer Science 2017-01-18 Joël Ouaknine , Amaury Pouly , João Sousa-Pinto , James Worrell

This paper studies an online optimal resource reservation problem in communication networks with job transfers where the goal is to minimize the reservation cost while maintaining the blocking cost under a certain budget limit. To tackle…

Optimization and Control · Mathematics 2024-05-07 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sharp minimum concept from convex programming to equilibrium…

Optimization and Control · Mathematics 2024-01-15 Ruyu Wang , Wenling Zhao , Daojin Song , Yaozhong Hu

The safety of our day-to-day life depends crucially on the correct functioning of embedded software systems which control the functioning of more and more technical devices. Many of these software systems are time-critical. Hence,…

Programming Languages · Computer Science 2009-03-13 Adrian Prantl , Jens Knoop , Markus Schordan , Markus Triska

We consider the worst-case load-shedding problem in electric power networks where a number of transmission lines are to be taken out of service. The objective is to identify a pre-specified number of line outage that leads to the maximum…

Optimization and Control · Mathematics 2018-10-22 Fu Lin

We address the problem of prediction for extreme observations by proposing an extremal linear prediction method. We construct an inner product space of nonnegative random variables derived from transformed-linear combinations of independent…

Methodology · Statistics 2026-01-21 Jeongjin Lee , Daniel Cooley

We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and it shares this property with the exponential weights…

Statistics Theory · Mathematics 2016-09-29 Pierre C. Bellec

We present a lower error bound for approximating linear multivariate operators defined over Hilbert spaces in terms of the error bounds for appropriately constructed linear functionals as long as algorithms use function values. Furthermore,…

Numerical Analysis · Mathematics 2015-11-19 Erich Novak , Henryk Wozniakowski

We initiate the theoretical study of Ext-TSP, a problem that originates in the area of profile-guided binary optimization. Given a graph $G=(V, E)$ with positive edge weights $w: E \rightarrow R^+$, and a non-increasing discount function…

Data Structures and Algorithms · Computer Science 2021-07-19 Julián Mestre , Sergey Pupyrev , Seeun William Umboh

In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…

Computational Finance · Quantitative Finance 2019-06-25 D. Belomestny , M. Kaledin , J. Schoenmakers

We consider geometric instances of the Maximum Weighted Matching Problem (MWMP) and the Maximum Traveling Salesman Problem (MTSP) with up to 3,000,000 vertices. Making use of a geometric duality relationship between MWMP, MTSP, and the…

Data Structures and Algorithms · Computer Science 2007-05-23 Sandor P. Fekete , Henk Meijer , Andre Rohe , Walter Tietze

Tensor train (TT) decomposition provides a space-efficient representation for higher-order tensors. Despite its advantage, we face two crucial limitations when we apply the TT decomposition to machine learning problems: the lack of…

Machine Learning · Statistics 2017-08-03 Masaaki Imaizumi , Takanori Maehara , Kohei Hayashi

We study average case approximation of Euler and Wiener integrated processes of d variables which are almost surely r_k-times continuously differentiable with respect to the k-th variable. Let n(h,d) denote the minimal number of continuous…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We study multivariate approximation of periodic function in the worst case setting with the error measured in the $L_\infty$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or…

Numerical Analysis · Mathematics 2023-05-01 Jiaxin Geng , Heping Wang

In the last 20 years a whole hierarchy of notions of tractability was proposed and analyzed by several authors. These notions are used to classify the computational hardness of continuous numerical problems $S=(S_d)_{d\in\mathbb{N}}$ in…

Numerical Analysis · Mathematics 2014-11-14 Paweł Siedlecki , Markus Weimar

We tackle the problem of online optimization with a general, possibly unbounded, loss function. It is well known that when the loss is bounded, the exponentially weighted aggregation strategy (EWA) leads to a regret in $\sqrt{T}$ after $T$…

Machine Learning · Statistics 2022-01-17 Pierre Alquier

In this paper we study utility maximization with proportional transaction costs. Assuming extended weak convergence of the underlying processes we prove the convergence of the corresponding utility maximization problems. Moreover, we…

Mathematical Finance · Quantitative Finance 2020-07-02 Erhan Bayraktar , Leonid Dolinskyi , Yan Dolinsky

We systematically investigate the complexity of model checking the existential positive fragment of first-order logic. In particular, for a set of existential positive sentences, we consider model checking where the sentence is restricted…

Logic in Computer Science · Computer Science 2015-03-20 Hubie Chen