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Particle swarm optimisation is a metaheuristic algorithm which finds reasonable solutions in a wide range of applied problems if suitable parameters are used. We study the properties of the algorithm in the framework of random dynamical…

Neural and Evolutionary Computing · Computer Science 2015-11-20 J. Michael Herrmann , Adam Erskine , Thomas Joyce

The protection of cyber Intellectual Property (IP) such as web content is an increasingly critical concern. The rise of large language models (LLMs) with online retrieval capabilities enables convenient access to information but often…

Cryptography and Security · Computer Science 2025-06-09 Yisheng Zhong , Yizhu Wen , Junfeng Guo , Mehran Kafai , Heng Huang , Hanqing Guo , Zhuangdi Zhu

A common way of doing algorithm selection is to train a machine learning model and predict the best algorithm from a portfolio to solve a particular problem. While this method has been highly successful, choosing only a single algorithm has…

Artificial Intelligence · Computer Science 2013-11-19 Lars Kotthoff

A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…

Machine Learning · Statistics 2016-06-01 Mario Lucic , Olivier Bachem , Morteza Zadimoghaddam , Andreas Krause

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We…

Numerical Analysis · Mathematics 2021-07-06 Richard P. Brent

In this paper we consider multiple constrained resource allocation problems, where the constraints can be specified by formulating activity dependency restrictions or by using game-theoretic models. All the problems are focused on generic…

Data Structures and Algorithms · Computer Science 2009-06-19 Mugurel Ionut Andreica , Madalina Ecaterina Andreica , Costel Visan

In this paper, we study reinforcement learning (RL) algorithms to solve real-world decision problems with the objective of maximizing the long-term reward as well as satisfying cumulative constraints. We propose a novel first-order policy…

Machine Learning · Computer Science 2019-10-23 Yongshuai Liu , Jiaxin Ding , Xin Liu

Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web of market interactions often impedes…

Portfolio Management · Quantitative Finance 2009-08-06 Andreas Martin Lisewski

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

Machine Learning · Computer Science 2023-04-25 Zebang Shen , Hui Qian , Tongzhou Mu , Chao Zhang

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

Overlay networks present an interesting challenge for fault-tolerant computing. Many overlay networks operate in dynamic environments (e.g. the Internet), where faults are frequent and widespread, and the number of processes in a system may…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-06-05 Andrew Berns

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Numerical Analysis · Mathematics 2025-06-05 Dakang Cen , Wenlong Zhang , Junbin Zhong

We study the design of interactive clustering algorithms for data sets satisfying natural stability assumptions. Our algorithms start with any initial clustering and only make local changes in each step; both are desirable features in many…

Data Structures and Algorithms · Computer Science 2015-03-23 Pranjal Awasthi , Maria-Florina Balcan , Konstantin Voevodski

Iterative algorithms solve problems by taking steps until a solution is reached. Models in the form of Deep Thinking (DT) networks have been demonstrated to learn iterative algorithms in a way that can scale to different sized problems at…

Machine Learning · Computer Science 2024-11-01 Jay Bear , Adam Prügel-Bennett , Jonathon Hare

Cybersecurity demands rigorous and scalable techniques to ensure system correctness, robustness, and resilience against evolving threats. Automated reasoning, encompassing formal logic, theorem proving, model checking, and symbolic…

Cryptography and Security · Computer Science 2025-05-14 Sarah Veronica

{\em Reoptimization} is a setting in which we are given an (near) optimal solution of a problem instance and a local modification that slightly changes the instance. The main goal is that of finding an (near) optimal solution of the…

Data Structures and Algorithms · Computer Science 2018-05-01 Davide Bilò

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

This paper introduces and examines numerical approximation schemes for computing risk budgeting portfolios associated to positive homogeneous and sub-additive risk measures. We employ Mirror Descent algorithms to determine the optimal risk…

Portfolio Management · Quantitative Finance 2024-11-20 Martin Arnaiz Iglesias , Adil Rengim Cetingoz , Noufel Frikha

We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…

Optimization and Control · Mathematics 2020-07-29 Nan Chen , Xiang Ma , Yanchu Liu , Wei Yu
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