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Johnson-Lindenstrauss embeddings are widely used to reduce the dimension and thus the processing time of data. To reduce the total complexity, also fast algorithms for applying these embeddings are necessary. To date, such fast algorithms…

We present a new and more efficient technique for computing the route that maximizes the probability of on-time arrival in stochastic networks, also known as the path-based stochastic on-time arrival (SOTA) problem. Our primary contribution…

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Recent work by Zymnis et al. proposes an efficient primal-dual interior-point method, using a truncated Newton method, for solving the network utility maximization (NUM) problem. This method has shown superior performance relative to the…

Routing is a widespread approach to transfer information from a source node to a destination node in many deployed wireless ad-hoc networks. Today's implemented routing algorithms seek to efficiently find the path/route with the largest…

We formulate and study the thinnest path problem in wireless ad hoc networks. The objective is to find a path from a source to its destination that results in the minimum number of nodes overhearing the message by a judicious choice of…

Graph-based nearest neighbor search methods have seen a surge of popularity in recent years, offering state-of-the-art performance across a wide variety of applications. Central to these methods is the task of constructing a sparse…

The distributed optimization problem is set up in a collection of nodes interconnected via a communication network. The goal is to find the minimizer of a global objective function formed by the addition of partial functions locally known…

This paper addresses the problem of finding the closest generalized essential matrix from a given $6\times 6$ matrix, with respect to the Frobenius norm. To the best of our knowledge, this nonlinear constrained optimization problem has not…

In this paper, we address the minimum-cost node-capacitated multiflow problem in an undirected network. For this problem, Babenko and Karzanov (2012) showed strongly polynomial-time solvability via the ellipsoid method. Our result is the…

We study a delay-sensitive information flow problem where a source streams information to a sink over a directed graph G(V,E) at a fixed rate R possibly using multiple paths to minimize the maximum end-to-end delay, denoted as the…

We propose stochastic optimization algorithms that can find local minima faster than existing algorithms for nonconvex optimization problems, by exploiting the third-order smoothness to escape non-degenerate saddle points more efficiently.…

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

The rapid deployment of robotics technologies requires dedicated optimization algorithms to manage large fleets of autonomous agents. This paper supports robotic parts-to-picker operations in warehousing by optimizing order-workstation…

The concave utility in the Network Utility Maximization (NUM) problem is only suitable for elastic flows. However, the networks with the multiclass traffic, the utility of inelastic traffic is usually represented by the sigmoidal function…

We study the classical problem of minimizing the total weighted completion time on a fixed set of $m$ identical machines working in parallel, the $Pm||\sum w_jC_j$ problem in the standard three field notation for scheduling problems. This…

In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…

We propose a real-time decision framework for multimodal freight dispatch through a system of hierarchical hubs, using a probabilistic model for transit times. Instead of assigning a fixed time to each transit, we advocate using historical…

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

In this paper, we propose an accelerated version for the Sinkhorn algorithm, which is the reference method for computing the solution to Entropic Optimal Transport. Its main draw-back is the exponential slow-down of convergence as the…