In this paper, a probabilistic algorithm based on the deep cut ellipsoid method is proposed to solve a linear optimization problem subject to an uncertain linear matrix inequality (LMI). First, a deep cut ellipsoid al...
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In this paper, a probabilistic algorithm based on the deep cut ellipsoid method is proposed to solve a linear optimization problem subject to an uncertain linear matrix inequality (LMI). First, a deep cut ellipsoid algorithm is introduced to address probabilistic feasibility of the uncertain LMI. Objective cuts are then defined to search for the optimal solution. The final probabilistic ellipsoid algorithm is a combination of feasibility cuts and objective cuts. It is shown that in a finite number of iterations, the ellipsoid algorithm either returns a suboptimal probabilistically feasible solution with a high confidence level or finds the problem infeasible. Furthermore, the bounds of the suboptimal value are provided with probabilistic guarantees. (C) 2014 Elsevier Ltd. All rights reserved.
We present a new approach to the minimum-cost integral flow problem for small values of the flow. It reduces the problem to the tests of simple multivariate polynomials over a finite field of characteristic two for no...
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We present a new approach to the minimum-cost integral flow problem for small values of the flow. It reduces the problem to the tests of simple multivariate polynomials over a finite field of characteristic two for non-identity with zero. In effect, we show that a minimum-cost flow of value k in a network with n vertices, a sink and a source, integral edge capacities and positive integral edge costs polynomially bounded in n can be found by a randomized PRAM, with errors of exponentially small probability in n, running in O(klog(kn)+log(2)(kn)) time and using 2 (k) (kn) (O(1)) processors. Thus, in particular, for the minimum-cost flow of value O(logn), we obtain an RNC2 algorithm, improving upon time complexity of earlier NC and RNC algorithms.
Unambiguous hierarchies [1-3] are defined similarly to the polynomial hierarchy;however, all witnesses must be unique. These hierarchies have subtle differences in the mode of using oracles. We consider a "loose&...
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Unambiguous hierarchies [1-3] are defined similarly to the polynomial hierarchy;however, all witnesses must be unique. These hierarchies have subtle differences in the mode of using oracles. We consider a "loose" unambiguous hierarchy prUH. with relaxed definition of oracle access to promise problems. Namely, we allow to make queries that miss the promise set;however, the oracle answer in this case can be arbitrary (a similar definition of oracle access has been used in [4]). In this short note we prove that the first part of Toda's theorem PH subset of BP . circle plus DP subset of P-PP can be strengthened to PH = BP . prUH., that is, the closure of our hierarchy under Schoning's BP operator equals the polynomial hierarchy. It is easily seen that BP . prUH. subset of BP . circle plus P. The proof follows the same lines as Toda's proof, so the main contribution of the present note is a new definition that allows to characterize PH as a probabilistic closure of unambiguous computations. (C) 2015 Elsevier B.V. All rights reserved.
Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials...
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Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials to exactly compute the probability distribution of fitness values of a binary string undergoing uniform bit-flip mutation. We prove that this probability distribution can be expressed as a polynomial in p, the probability of flipping each bit. We analyze these polynomials and provide closed-form expressions for an easy linear problem (Onemax), and an NP-hard problem, MAX-SAT. We also discuss a connection of the results with runtime analysis.
This work considers the joint problem of content placement and service scheduling in femtocell caching networks, to maximize the traffic volume served from the cache. The problem is modeled as a Markov decision proces...
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ISBN:
(纸本)9781509013296
This work considers the joint problem of content placement and service scheduling in femtocell caching networks, to maximize the traffic volume served from the cache. The problem is modeled as a Markov decision process. We combine the Edmonds-Karp algorithm and the marginal allocation algorithm to develop an efficient centralized policy called Infinite CAche-filling (ICA), which can get arbitrarily close to optimal asymptotically as the estimation time window increases. We also design a randomized algorithm called Infinite CAche-filling with Probabilistic scheduling (ICAP) that takes into consideration the femtocells service capability due to interference or multiplexing techniques. We derive a lower bound on the expected discounted hit count of ICAP. We also derive an upper bound on the probability that the performance of ICAP degrades from this expected value. Numerical results show that ICAP scales well and converges relatively fast in response to request pattern changes.
Let H be a set of n non-vertical planes in three dimensions, and let r < n be a parameter. We give a simple alternative proof of the existence of a O(1/r)-cutting of the first n/r levels of A(H), which consists of ...
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ISBN:
(纸本)9781510819672
Let H be a set of n non-vertical planes in three dimensions, and let r < n be a parameter. We give a simple alternative proof of the existence of a O(1/r)-cutting of the first n/r levels of A(H), which consists of O(r) semi-unbounded vertical triangular prisms. The same construction yields an approximation of the (n/r)-level by a terrain consisting of O(r/ε~3) triangular faces, which lies entirely between the levels (1 ± ε)n/r. The proof does not use sampling, and exploits techniques based on planar separators and various structural properties of levels in three-dimensional arrangements and of planar maps. The proof is constructive, and leads to a simple randomized algorithm, that computes the terrain in O(n + r~2ε~(-6) log~3 r) expected time. An application of this technique allows us to mimic Matousek's construction of cuttings in the plane [36], to obtain a similar construction of "layered" (1/r)-cutting of the entire arrangement A(H), of optimal size O(r~3). Another application is a simplified optimal approximate range counting algorithm in three dimensions, competing with that of Afshani and Chan [1].
This paper proposes a hybrid approach for solving the multidepot vehicle routing problem (MDVRP) with a limited number of identical vehicles per depot. Our approach, which only uses a few parameters, combines biased r...
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This paper proposes a hybrid approach for solving the multidepot vehicle routing problem (MDVRP) with a limited number of identical vehicles per depot. Our approach, which only uses a few parameters, combines biased randomizationuse of nonsymmetric probability distributions to generate randomnesswith the iterated local search (ILS) metaheuristic. Two biased-randomized processes are employed at different stages of the ILS framework in order to (a) assign customers to depots following a randomized priority criterionthis allows for fast generation of alternative allocation maps and (b) improving routing solutions associated with a promising allocation mapthis is done by randomizing the classical savings heuristic. These biased-randomized processes rely on the use of the geometric probability distribution, which is characterized by a single and bounded parameter. Being an approach with few parameters, our algorithm does not require troublesome fine-tuning processes, which tend to be time consuming. Using standard benchmarks, the computational experiments show the efficiency of the proposed algorithm. Despite its hybrid nature, our approach is relatively easy to implement and can be parallelized in a very natural way, which makes it an interesting alternative for practical applications of the MDVRP.
We give an improved analysis of the simple D-2-sampling based PTAS for the k-means clustering problem given by Jaiswal et al. [3]. The improvement on the running time is from O (nd . 2((O) over tilde) ((k2/epsilon))) ...
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We give an improved analysis of the simple D-2-sampling based PTAS for the k-means clustering problem given by Jaiswal et al. [3]. The improvement on the running time is from O (nd . 2((O) over tilde) ((k2/epsilon))) to O (nd . 2((O) over tilde) ((k/epsilon))). (C) 2014 Elsevier B.V. All rights reserved.
We study the problem of detecting outlier pairs of strongly correlated variables among a collection of n variables with otherwise weak pairwise correlations. After normalization, this task amounts to the geometric tas...
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ISBN:
(纸本)9781510819672
We study the problem of detecting outlier pairs of strongly correlated variables among a collection of n variables with otherwise weak pairwise correlations. After normalization, this task amounts to the geometric task where we are given as input a set of n vectors with unit Euclidean norm and dimension d, and we are asked to find all the outlier pairs of vectors whose inner product is at least ρ in absolute value, subject to the promise that all but at most q pairs of vectors have inner product at most τ in absolute value for some constants 0 < τ < ρ < 1. Improving on an algorithm of G. Valiant [FOCS 2012; *** 2015], we present a randomized algorithm that for Boolean inputs ({-1, 1}-valued data normalized to unit Euclidean length) runs in time O(n~(max {1-γ+M(Δγ,γ), M(1-γ,2Δγ)}) + qdn~(2γ)), where 0 < γ < 1 is a constant tradeoff parameter and M(μ, ν) is the exponent to multiply an [n~μ] × [n~ν] matrix with an [n~ν] × [n~μ] matrix and Δ = 1/(1 - log_τ ρ). As corollaries we obtain randomized algorithms that run in time O(n(2ω)/(3-log_τ ρ) + qdn(2(1-log_τ ρ))/(3-log_τ ρ)) and in time O(n4/(2+α(1 - log_τ ρ)) + qdn(2α(1 - log_τ ρ))/(2+α(1 - log_τ ρ))), where 2 ≤ ω < 2.38 is the exponent for square matrix multiplication and 0.3 < α ≤ 1 is the exponent for rectangular matrix multiplication. We present further corollaries for the light bulb problem and for learning sparse Boolean functions. (The notation O (·) hides polylogarithmic factors in n and d whose degree may depend on ρ and τ.)
This paper considers stochastic algorithms for efficiently solving a class of large scale nonlinear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomi...
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This paper considers stochastic algorithms for efficiently solving a class of large scale nonlinear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where the uncertainties in the major stochastic steps are quantified. Such stochastic steps involve approximating the NLS objective function using Monte Carlo methods, and this is equivalent to the estimation of the trace of corresponding symmetric positive semidefinite matrices. For the latter, we prove tight necessary and sufficient conditions on the sample size (which translates to cost) to satisfy the prescribed probabilistic accuracy. We show that these conditions are practically computable and yield small sample sizes. They are then incorporated in our stochastic algorithm to quantify the uncertainty in each randomized step. The bounds we use are applications of more general results regarding extremal tail probabilities of linear combinations of gamma distributed random variables. We derive and prove new results concerning the maximal and minimal tail probabilities of such linear combinations, which can be considered independently of the rest of this paper.
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