Related papers: Concave Continuation: Linking Routing to Arbitrage
The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any…
Multi-agent distributed consensus optimization problems arise in many signal processing applications. Recently, the alternating direction method of multipliers (ADMM) has been used for solving this family of problems. ADMM based distributed…
We present a variational multi-label segmentation algorithm based on a robust Huber loss for both the data and the regularizer, minimized within a convex optimization framework. We introduce a novel constraint on the common areas, to bias…
Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…
In this paper, we consider the back and forth nudging algorithm that has been introduced for data assimilation purposes. It consists of iteratively and alternately solving forward and backward in time the model equation, with a feedback…
Arcade processes are a class of continuous stochastic processes that interpolate in a strong sense, i.e., omega by omega, between zeros at fixed pre-specified times. Their additive randomisation allows one to match any finite sequence of…
We consider the problem of optimally executing a user trade over networks of constant function market makers (CFMMs) in the presence of hooks. Hooks, introduced in an upcoming version of Uniswap, are auxiliary smart contracts that allow for…
The Available Bit Rate (ABR) service has been developed to support data applications over Asynchronous Transfer Mode (ATM) networks. The network continuously monitors its traffic and provides feedback to the source end systems. This paper…
In the ever evolving landscape of decentralized finance automated market makers (AMMs) play a key role: they provide a market place for trading assets in a decentralized manner. For so-called bluechip pairs, arbitrage activity provides a…
The paper represents an algorithm for planning safe and optimal routes for transport facilities with unrestricted movement direction that travel within areas with obstacles. Paper explains the algorithm using a ship as an example of such a…
In decentralized consensus optimization, a connected network of agents collaboratively minimize the sum of their local objective functions over a common decision variable, where their information exchange is restricted between the…
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…
We consider an online matching problem with concave returns. This problem is a significant generalization of the Adwords allocation problem and has vast applications in online advertising. In this problem, a sequence of items arrive…
We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…
Recent advancements in vehicle autonomy have drawn interest in understanding the impact of autonomous vehicles on traffic systems. In this paper, we study a traffic assignment problem in a mixed-autonomy setting where both human-driven and…
Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…
Arbitrage can arise from the simultaneous purchase and sale of the same asset in different markets in order to profit from a difference in its price. This work systematically reviews arbitrage opportunities between Automated Market Makers…
This paper investigates distributed resource allocation optimization over directed graphs with limited communication bandwidth. We develop a novel distributed algorithm that integrates the centralized Proximal Jacobian Alternating Direction…
This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…