相关论文: A Note on the Approximability of Deepest-Descent C…
The circuits of a polyhedron are a superset of its edge directions. Circuit walks, a sequence of steps along circuits, generalize edge walks and are "short" if they have few steps or small total length. Both interpretations of short are…
In this paper, a new algorithm to solve the discrete logarithm problem is presented which is similar to the usual baby-step giant-step algorithm. Our algorithm exploits the order of the discrete logarithm in the multiplicative group of a…
This paper studies multistep methods for the integration of reversible dynamical systems, with particular emphasis on the planar Kepler problem. It has previously been shown by Cano & Sanz-Serna that reversible linear multisteps for…
Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…
We study the computational complexity of two hard problems on determinantal point processes (DPPs). One is maximum a posteriori (MAP) inference, i.e., to find a principal submatrix having the maximum determinant. The other is probabilistic…
We examine directed spanners through flow-based linear programming relaxations. We design an $\~O(n^{2/3})$-approximation algorithm for the directed $k$-spanner problem that works for all $k\geq 1$, which is the first sublinear…
This paper deals with the algorithmic aspects of solving feasibility problems of semidefinite programming (SDP), aka linear matrix inequalities (LMI). Since in some SDP instances all feasible solutions have irrational entries, numerical…
A review of the most popular Linear Multistep (LM) Methods for solving Ordinary Differential Equations numerically is presented. These methods are first derived from first principles, and are discussed in terms of their order, consistency,…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
In the classical Node-Disjoint Paths (NDP) problem, the input consists of an undirected $n$-vertex graph $G$, and a collection $\mathcal{M}=\{(s_1,t_1),\ldots,(s_k,t_k)\}$ of pairs of its vertices, called source-destination, or demand,…
Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…
We present PDLP, a practical first-order method for linear programming (LP) that can solve to the high levels of accuracy that are expected in traditional LP applications. In addition, it can scale to very large problems because its core…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
In this paper we show how the complexity of Linear Programming (LP) decoder can decrease. We use the degree 3 check equation to model all variation check degrees. The complexity of LP decoding is directed relative to the number of…
Indirect trajectory optimization methods such as Differential Dynamic Programming (DDP) have found considerable success when only planning under dynamic feasibility constraints. Meanwhile, nonlinear programming (NLP) has been the…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…
Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…
This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…
In the classical Node-Disjoint Paths (NDP) problem, we are given an $n$-vertex graph $G=(V,E)$, and a collection $M=\{(s_1,t_1),\ldots,(s_k,t_k)\}$ of pairs of its vertices, called source-destination, or demand pairs. The goal is to route…