Related papers: A note about exponential tractability of linear we…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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…
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…
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 $T$…
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…
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…