Related papers: Exact Dynamic Programming for Solow--Polasky Diver…
This paper focuses on exploring the sparsity of the inverse covariance matrix $\bSigma^{-1}$, or the precision matrix. We form blocks of parameters based on each off-diagonal band of the Cholesky factor from its modified Cholesky…
This paper investigates discrete-time Markov decision processes with recursive utilities (or payoffs) defined by the classic CES aggregator and the Kreps-Porteus certainty equivalent operator. According to the classification introduced by…
We uncover the gradient structure to investigate the convergence of solutions in nonlocal nonlinear dynamical systems. Mainly but not exclusively, we use the Lojasiewicz inequality to prove convergence results in various spaces with…
In this study, we consider the subset selection problems with submodular or monotone discrete objective functions under partition matroid constraints where the thresholds are dynamic. We focus on POMC, a simple Pareto optimization approach…
We consider alternating gradient descent (AGD) with fixed step size applied to the asymmetric matrix factorization objective. We show that, for a rank-$r$ matrix $\mathbf{A} \in \mathbb{R}^{m \times n}$, $T = C…
We consider the optimization of a smooth and strongly convex objective using constant step-size stochastic gradient descent (SGD) and study its properties through the prism of Markov chains. We show that, for unbiased gradient estimates…
This paper explores the enhancement of solution diversity in evolutionary algorithms (EAs) for the maximum matching problem, concentrating on complete bipartite graphs and paths. We adopt binary string encoding for matchings and use Hamming…
We describe an approximate dynamic programming approach to compute lower bounds on the optimal value function for a discrete time, continuous space, infinite horizon setting. The approach iteratively constructs a family of lower bounding…
We present a mass lumping approach based on an isogeometric Petrov-Galerkin method that preserves higher-order spatial accuracy in explicit dynamics calculations irrespective of the polynomial degree of the spline approximation. To…
Let $K$ be a non-archimedean local field and $\varphi : \mathbb{P}^1 \to \mathbb{P}^1$ a rational endomorphism of degree $d \geq 2$ over $K$. In the tame case ($p \nmid d$), we show that strict good reduction is equivalent to the existence…
Algorithms come with multiple variants which are obtained by changing the mathematical approach from which the algorithm is derived. These variants offer a wide spectrum of performance when implemented on a multicore platform and we seek to…
This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…
In this paper we study the behavior of finite dimensional fixed point iterations, induced by discretization of a continuous fixed point iteration defined within a Banach space setting. We show that the difference between the discrete…
Indicator-based (multiobjective) diversity optimization aims at finding a set of near (Pareto-)optimal solutions that maximizes a diversity indicator, where diversity is typically interpreted as the number of essentially different…
We study geometric variations of the discriminating code problem. In the \emph{discrete version} of the problem, a finite set of points $P$ and a finite set of objects $S$ are given in $\mathbb{R}^d$. The objective is to choose a subset…
In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…
This paper is partly an exposition, and partly an extension of our work [1] to the multiparameter case. We consider certain classes of parametrized dynamically defined measures. These are push-forwards, under the natural projection, of…
We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…
Estimation of the covariance matrix for high-dimensional multivariate datasets is a challenging and important problem in modern statistics. In this paper, we focus on high-dimensional Gaussian DAG models where sparsity is induced on the…
Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…