Related papers: Randomized Rounding without Solving the Linear Pro…
Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…
We give a general method for rounding linear programs that combines the commonly used iterated rounding and randomized rounding techniques. In particular, we show that whenever iterated rounding can be applied to a problem with some slack,…
We develop new techniques for rounding packing integer programs using iterative randomized rounding. It is based on a novel application of multidimensional Brownian motion in $\mathbb{R}^n$. Let $\overset{\sim}{x} \in {[0,1]}^n$ be a…
We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…
Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…
A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…
Coded computing is a distributed paradigm that uses coding theory to introduce \textit{redundancy} and overcome bottlenecks in large-scale systems. In the same vein, randomized numerical linear algebra employs probabilistic methods to…
Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower…
Following previous theoretical work by Srinivasan (FOCS 2001) and the first author (STACS 2006) and a first experimental evaluation on random instances (ALENEX 2009), we investigate how the recently developed different approaches to…
Randomized numerical linear algebra - RandNLA, for short - concerns the use of randomization as a resource to develop improved algorithms for large-scale linear algebra computations. The origins of contemporary RandNLA lay in theoretical…
Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…
Rounding linear programs using techniques from discrepancy is a recent approach that has been very successful in certain settings. However this method also has some limitations when compared to approaches such as randomized and iterative…
Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…
The Randomized Kaczmarz Algorithm is a randomized method which aims at solving a consistent system of over determined linear equations. This note discusses how to find an optimized randomization scheme for this algorithm, which is related…
We show that under mild assumptions for a problem whose solutions admit a dynamic programming-like recurrence relation, we can still find a solution under additional packing constraints, which need to be satisfied approximately. The number…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
We shall investigate randomized algorithms for solving large-scale linear inverse problems with general regularizations. We first present some techniques to transform inverse problems of general form into the ones of standard form, then…
Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…