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We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

CUR and low-rank approximations are among most fundamental subjects of numerical linear algebra, with a wide range of applications to a variety of highly important areas of modern computing, which range from the machine learning theory and…

数值分析 · 数学 2016-12-20 Victor Y. Pan

Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a…

机器学习 · 计算机科学 2020-03-05 Guojun Zhang , Yaoliang Yu

Let a polyhedral convex set be given by a finite number of linear inequalities and consider the problem to project this set onto a subspace. This problem, called polyhedral projection problem, is shown to be equivalent to multiple objective…

最优化与控制 · 数学 2024-01-26 Andreas Löhne , Benjamin Weißing

Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time…

We investigate sublinear classical and quantum algorithms for matrix games, a fundamental problem in optimization and machine learning, with provable guarantees. Given a matrix $A\in\mathbb{R}^{n\times d}$, sublinear algorithms for the…

量子物理 · 物理学 2020-12-14 Tongyang Li , Chunhao Wang , Shouvanik Chakrabarti , Xiaodi Wu

Using semi-tensor product of matrices, the structures of several kinds of symmetric games are investigated via the linear representation of symmetric group in the structure vector of games as its representation space. First of all, the…

计算机科学与博弈论 · 计算机科学 2017-03-09 Daizhan Cheng , Ting Liu

This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of…

最优化与控制 · 数学 2015-07-31 Richard Bödi , Katrin Herr , Michael Joswig

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

机器学习 · 计算机科学 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

We consider some well-known families of two-player, zero-sum, perfect information games that can be viewed as special cases of Shapley's stochastic games. We show that the following tasks are polynomial time equivalent: - Solving simple…

计算机科学与博弈论 · 计算机科学 2008-12-03 Vladimir Gurvich , Peter Bro Miltersen

Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not…

最优化与控制 · 数学 2017-04-05 Yair Censor

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…

最优化与控制 · 数学 2017-02-22 Peyman Mohajerin Esfahani , Tobias Sutter , Daniel Kuhn , John Lygeros

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

数值分析 · 计算机科学 2019-09-05 Dimitri P. Bertsekas

We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures. The optimal value, optimal points, and minimal points of these CILPs can be…

最优化与控制 · 数学 2020-12-02 Juan Kuntz , Philipp Thomas , Guy-Bart Stan , Mauricio Barahona

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

最优化与控制 · 数学 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

Basic programming and algorithm learning is one of the compulsory subjects required for students majoring in computers. As this lesson is knowledge base, it is very important and essential that before learn programmings languages students…

计算机与社会 · 计算机科学 2020-05-28 Wirawan Istiono , Hijrah , Nur Nawaningtyas. P

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

最优化与控制 · 数学 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

One of the grand challenges of Mathematics instruction is to provide students with problems that are both accessible and have a reasonably elegant solution. Instructors commonly resort to resources like course textbooks, online-learning…

历史与综述 · 数学 2024-02-13 Ryan H. Allaire , Margaret Reynolds , Andrew C. Lee

Lagrange coded computation (LCC) is essential to solving problems about matrix polynomials in a coded distributed fashion; nevertheless, it can only solve the problems that are representable as matrix polynomials. In this paper, we propose…

We introduce the task of algorithm class prediction for programming word problems. A programming word problem is a problem written in natural language, which can be solved using an algorithm or a program. We define classes of various…

计算与语言 · 计算机科学 2019-04-05 Vinayak Athavale , Aayush Naik , Rajas Vanjape , Manish Shrivastava