相关论文: LP-based Approximations for Disjoint Bilinear and …

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

In the present article we propose a mixed-integer approximation of adjustable-robust optimization (ARO) problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to…

We present an improved $(\epsilon, \delta)$-jointly differentially private algorithm for packing problems. Our algorithm gives a feasible output that is approximately optimal up to an $\alpha n$ additive factor as long as the supply of each…

We consider various {\em multi-vehicle versions of the minimum latency problem}. There is a fleet of $k$ vehicles located at one or more depot nodes, and we seek a collection of routes for these vehicles that visit all nodes so as to…

In this paper, we establish hardness and approximation results for various $L_p$-ball constrained homogeneous polynomial optimization problems, where $p \in [2,\infty]$. Specifically, we prove that for any given $d \ge 3$ and $p \in…

In this paper the minimum spanning tree problem with uncertain edge costs is discussed. In order to model the uncertainty a discrete scenario set is specified and a robust framework is adopted to choose a solution. The min-max, min-max…

We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…

We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…

Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…

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…

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

This paper addresses the bilinearly coupled minimax optimization problem: $\min_{x \in \mathbb{R}^{d_x}}\max_{y \in \mathbb{R}^{d_y}} \ f_1(x) + f_2(x) + y^{\top} Bx - g_1(y) - g_2(y)$, where $f_1$ and $g_1$ are smooth convex functions,…

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented…

We study the bilinearly coupled minimax problem: $\min_{x} \max_{y} f(x) + y^\top A x - h(y)$, where $f$ and $h$ are both strongly convex smooth functions and admit first-order gradient oracles. Surprisingly, no known first-order algorithms…

This paper studies, for the first time, a bilevel polynomial program whose constraints involve uncertain linear constraints and another uncertain linear optimization problem. In the case of box data uncertainty, we present a sum of squares…

Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…