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We consider the problem of controlling a Markov decision process (MDP) with a large state space, so as to minimize average cost. Since it is intractable to compete with the optimal policy for large scale problems, we pursue the more modest…

Optimization and Control · Mathematics 2014-02-28 Yasin Abbasi-Yadkori , Peter L. Bartlett , Alan Malek

We propose a vector linear programming formulation for a non-stationary, finite-horizon Markov decision process with vector-valued rewards. Pareto efficient policies are shown to correspond to efficient solutions of the linear program, and…

Optimization and Control · Mathematics 2025-06-02 Anas Mifrani , Dominikus Noll

We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is…

Computational Complexity · Computer Science 2020-08-04 Jana Cslovjecsek , Friedrich Eisenbrand , Christoph Hunkenschröder , Lars Rohwedder , Robert Weismantel

Linear constraints are the linear counterpart of Haskell's class constraints. Linearly typed parameters allow the programmer to control resources such as file handles and manually managed memory as linear arguments. Indeed, a linear type…

Programming Languages · Computer Science 2026-04-24 Arnaud Spiwack , Csongor Kiss , Jean-Philippe Bernardy , Nicolas Wu , Richard A. Eisenberg

In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…

Optimization and Control · Mathematics 2021-05-21 Yongfeng Li , Mingming Zhao , Weijie Chen , Zaiwen Wen

With the objective of developing computational methods for stability analysis of switched systems, we consider the problem of finding the minimal lower bounds on average dwell-time that guarantee global asymptotic stability of the origin.…

Optimization and Control · Mathematics 2023-07-24 Sigurdur Hafstein , Aneel Tanwani

Linear Programming (LP) is widely applied in industry and is a key component of various other mathematical problem-solving techniques. Recent work introduced an LP compiler translating polynomial-time, polynomial-space algorithms into…

Programming Languages · Computer Science 2025-09-17 Shermin Khosravi , David Bremner

We present a new method for the constraint-based synthesis of termination arguments for linear loop programs based on linear ranking templates. Linear ranking templates are parameterized, well-founded relations such that an assignment to…

Logic in Computer Science · Computer Science 2019-03-14 Jan Leike , Matthias Heizmann

In this article, we introduce a new technique for precision tuning. This problem consists of finding the least data types for numerical values such that the result of the computation satisfies some accuracy requirement. State of the art…

Programming Languages · Computer Science 2021-03-10 Assalé Adjé , Dorra Ben Khalifa , Matthieu Martel

This paper addresses biquadratic polynomial programming (BPP), an NP-hard optimization problem closely related to biquadratic tensors. We first establish several necessary and sufficient conditions for the positive semi-definiteness and…

Optimization and Control · Mathematics 2026-01-22 Haibin Chen , Yixuan Chen , Liqun Qi

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

Artificial Intelligence · Computer Science 2012-10-19 Dhruv Batra

We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…

Optimization and Control · Mathematics 2023-03-08 Yifei Wang , Kangkang Deng , Haoyang Liu , Zaiwen Wen

We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct:…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe

This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…

Optimization and Control · Mathematics 2026-03-23 Ikhlef Bechar

The rate vs. distance problem is a long-standing open problem in coding theory. Recent papers have suggested a new way to tackle this problem by appealing to a new hierarchy of linear programs. If one can find good dual solutions to these…

Information Theory · Computer Science 2022-11-24 Elyassaf Loyfer , Nati Linial

We present a new method for the constraint-based synthesis of termination arguments for linear loop programs based on linear ranking templates. Linear ranking templates are parametrized, well-founded relations such that an assignment to the…

Logic in Computer Science · Computer Science 2014-01-22 Jan Leike , Matthias Heizmann

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

A typical workflow for solving a linear programming problem is to first write a linear program parametrized by the data in a language such as Math GNU Prog or AMPL then call the solver on this program while providing the data. When the data…

Databases · Computer Science 2019-07-22 Florent Capelli , Nicolas Crosetti , Joachim Niehren , Jan Ramon

We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…

Optimization and Control · Mathematics 2019-05-29 Vivek S. Borkar , Vladimir Gaitsgory , Ilya Shvartsman

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger