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We examine online safe multi-agent reinforcement learning using constrained Markov games in which agents compete by maximizing their expected total rewards under a constraint on expected total utilities. Our focus is confined to an episodic…

Machine Learning · Computer Science 2023-06-02 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…

Data Structures and Algorithms · Computer Science 2021-07-13 Arun Jambulapati , Yin Tat Lee , Jerry Li , Swati Padmanabhan , Kevin Tian

We study a new model-free algorithm to compute $\varepsilon$-optimal policies for average reward Markov decision processes, in the weakly communicating case. Given a generative model, our procedure combines a recursive sampling technique…

Optimization and Control · Mathematics 2025-06-16 Jongmin Lee , Mario Bravo , Roberto Cominetti

Switching-constrained optimization problems form a difficult class of mathematical programs since their feasible set is almost disconnected while standard constraint qualifications are likely to fail at several feasible points. That is why…

Optimization and Control · Mathematics 2018-09-10 Christian Kanzow , Patrick Mehlitz , Daniel Steck

We consider packing LP's with $m$ rows where all constraint coefficients are normalized to be in the unit interval. The n columns arrive in random order and the goal is to set the corresponding decision variables irrevocably when they…

Data Structures and Algorithms · Computer Science 2012-04-27 Marco Molinaro , R. Ravi

Markov decision processes (MDPs) and simple stochastic games (SSGs) provide a rich mathematical framework to study many important problems related to probabilistic systems. MDPs and SSGs with finite-horizon objectives, where the goal is to…

Computer Science and Game Theory · Computer Science 2012-09-18 Krishnendu Chatterjee , Rasmus Ibsen-Jensen

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…

Data Structures and Algorithms · Computer Science 2015-03-06 Yin Tat Lee , Aaron Sidford

We present a new primal-dual algorithm for computing the value of the Lagrangian dual of a stochastic mixed-integer program (SMIP) formed by relaxing its nonanticipativity constraints. This dual is widely used in decomposition methods for…

Optimization and Control · Mathematics 2017-02-06 Natashia Boland , Jeffrey Christiansen , Brian Dandurand , Andrew Eberhard , Jeff Linderoth , James Luedtke

Recently, Arjevani et al. [1] established a lower bound of iteration complexity for the first-order optimization under an $L$-smooth condition and a bounded noise variance assumption. However, a thorough review of existing literature on…

Machine Learning · Computer Science 2023-10-30 Bohan Wang , Jingwen Fu , Huishuai Zhang , Nanning Zheng , Wei Chen

We present an approximation scheme for minimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. This framework includes well known graph problems such as Minimum…

Data Structures and Algorithms · Computer Science 2013-12-12 Venkatesan Guruswami , Ali Kemal Sinop

We give an approximation algorithm for packing and covering linear programs (linear programs with non-negative coefficients). Given a constraint matrix with n non-zeros, r rows, and c columns, the algorithm computes feasible primal and dual…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

In this paper we propose an improved approximation scheme for the Vector Bin Packing problem (VBP), based on the combination of (near-)optimal solution of the Linear Programming (LP) relaxation and a greedy (modified first-fit) heuristic.…

Data Structures and Algorithms · Computer Science 2010-07-09 Chetan S Rao , Jeffrey John Geevarghese , Karthik Rajan

We prove new upper and lower bounds on the number of iterations the $k$-dimensional Weisfeiler-Leman algorithm ($k$-WL) requires until stabilization. For $k \geq 3$, we show that $k$-WL stabilizes after at most $O(kn^{k-1}\log n)$…

Data Structures and Algorithms · Computer Science 2025-04-21 Martin Grohe , Moritz Lichter , Daniel Neuen

Asymptotically tight lower bounds are derived for the I/O complexity of a general class of hybrid algorithms computing the product of $n \times n$ square matrices combining ``\emph{Strassen-like}'' fast matrix multiplication approach with…

Data Structures and Algorithms · Computer Science 2019-04-30 Lorenzo De Stefani

In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…

Machine Learning · Statistics 2020-06-18 Lijun Ding , Yudong Chen

We study approximation algorithms for the following geometric version of the maximum coverage problem: Let $\mathcal{P}$ be a set of $n$ weighted points in the plane. Let $D$ represent a planar object, such as a rectangle, or a disk. We…

Computational Geometry · Computer Science 2017-12-08 Kai Jin , Jian Li , Haitao Wang , Bowei Zhang , Ningye Zhang

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

We perform a smoothed analysis of the termination phase of an interior-point method. By combining this analysis with the smoothed analysis of Renegar's interior-point algorithm by Dunagan, Spielman and Teng, we show that the smoothed…

Data Structures and Algorithms · Computer Science 2007-05-23 Daniel A. Spielman , Shang-Hua Teng

We study approximation algorithms for the following geometric version of the maximum coverage problem: Let P be a set of n weighted points in the plane. We want to place m a * b rectangles such that the sum of the weights of the points in P…

Computational Geometry · Computer Science 2015-05-12 Jian Li , Haitao Wang , Bowei Zhang , Ningye Zhang