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Combinatorial optimization is a broadly attractive area for potential quantum advantage, but no quantum algorithm has yet made the leap. Noise in quantum hardware remains a challenge, and more sophisticated quantum-classical algorithms are…
This paper formulates the problem of Extremum Seeking for optimization of cost functions defined on Riemannian manifolds. We extend the conventional extremum seeking algorithms for optimization problems in Euclidean spaces to optimization…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
In simulations of some infinite range spin glass systems with finite connectivity, it is found that for any resonable computational time, the saturatedenergy per spin that is achieved by a cluster algorithm is lowered in comparison to that…
We introduce an algorithm to generate (not solve) spin-glass instances with planted solutions of arbitrary size and structure. First, a set of small problem patches with open boundaries is solved either exactly or with a heuristic, and then…
We make three different types of contributions to cost-sharing: First, we identify several new classes of combinatorial cost functions that admit incentive-compatible mechanisms achieving both a constant-factor approximation of…
We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and…
We propose an exact iterative algorithm for minimization of a class of continuous cell-wise linear convex functions on a hyperplane arrangement. Our particular setup is motivated by evaluation of so-called rank estimators used in robust…
Several recent works have aimed to design algorithms for optimizing the Hamiltonians of spin glass models from statistical physics. While Montanari (2018) eventually gave a sophisticated message-passing algorithm to do this nearly optimally…
We study the spacial and temporal multiscale properties of complex systems. We present accelerated algorithms for dilute spin glasses and display explicitly their relation to the effective dynamics of specific collective degrees of freedom…
The problem of binary minimization of a quadratic functional in the configuration space is discussed. In order to increase the efficiency of the random-search algorithm it is proposed to change the energy functional by raising to a power…
We study mechanisms that use greedy allocation rules and pay-your-bid pricing to allocate resources subject to a matroid constraint. We show that all such mechanisms obtain a constant fraction of the optimal welfare at any equilibrium of…
An agent choosing between various actions tends to take the one with the lowest cost. But this choice is arguably too rigid (not adaptive) to be useful in complex situations, e.g., where exploration-exploitation trade-off is relevant in…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
We consider the optimal coverage problem where a multi-agent network is deployed in an environment with obstacles to maximize a joint event detection probability. The objective function of this problem is non-convex and no global optimum is…
Sensor systems are constrained by design and finding top sensor channel(s) for a given computational task is an important but hard problem. We define an optimization framework and mathematically formulate the minimum-cost channel selection…
Due to an extremely rugged structure of the free energy landscape, the determination of spin-glass ground states is among the hardest known optimization problems, found to be NP-hard in the most general case. Owing to the specific structure…
We consider the problem of Cost-Aware Learning, where sampling different component functions of a finite-sum objective incurs different costs. The objective is to reach a target error while minimizing the total cost. First, we propose the…
We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions of high-order optimization methods based on q-order Taylor models (with q >= 1) that have been recently…
The complex dynamics of an increasing number of systems is attributed to the emergence of a rugged energy landscape with an exponential number of metastable states. To develop this picture into a predictive dynamical theory I discuss how to…