96,755 research outputs found
A mixed regularization approach for sparse simultaneous approximation of parameterized PDEs
We present and analyze a novel sparse polynomial technique for the
simultaneous approximation of parameterized partial differential equations
(PDEs) with deterministic and stochastic inputs. Our approach treats the
numerical solution as a jointly sparse reconstruction problem through the
reformulation of the standard basis pursuit denoising, where the set of jointly
sparse vectors is infinite. To achieve global reconstruction of sparse
solutions to parameterized elliptic PDEs over both physical and parametric
domains, we combine the standard measurement scheme developed for compressed
sensing in the context of bounded orthonormal systems with a novel mixed-norm
based regularization method that exploits both energy and sparsity. In
addition, we are able to prove that, with minimal sample complexity, error
estimates comparable to the best -term and quasi-optimal approximations are
achievable, while requiring only a priori bounds on polynomial truncation error
with respect to the energy norm. Finally, we perform extensive numerical
experiments on several high-dimensional parameterized elliptic PDE models to
demonstrate the superior recovery properties of the proposed approach.Comment: 23 pages, 4 figure
Budget-Feasible Mechanism Design for Non-Monotone Submodular Objectives: Offline and Online
The framework of budget-feasible mechanism design studies procurement
auctions where the auctioneer (buyer) aims to maximize his valuation function
subject to a hard budget constraint. We study the problem of designing truthful
mechanisms that have good approximation guarantees and never pay the
participating agents (sellers) more than the budget. We focus on the case of
general (non-monotone) submodular valuation functions and derive the first
truthful, budget-feasible and -approximate mechanisms that run in
polynomial time in the value query model, for both offline and online auctions.
Prior to our work, the only -approximation mechanism known for
non-monotone submodular objectives required an exponential number of value
queries.
At the heart of our approach lies a novel greedy algorithm for non-monotone
submodular maximization under a knapsack constraint. Our algorithm builds two
candidate solutions simultaneously (to achieve a good approximation), yet
ensures that agents cannot jump from one solution to the other (to implicitly
enforce truthfulness). Ours is the first mechanism for the problem
where---crucially---the agents are not ordered with respect to their marginal
value per cost. This allows us to appropriately adapt these ideas to the online
setting as well.
To further illustrate the applicability of our approach, we also consider the
case where additional feasibility constraints are present. We obtain
-approximation mechanisms for both monotone and non-monotone submodular
objectives, when the feasible solutions are independent sets of a -system.
With the exception of additive valuation functions, no mechanisms were known
for this setting prior to our work. Finally, we provide lower bounds suggesting
that, when one cares about non-trivial approximation guarantees in polynomial
time, our results are asymptotically best possible.Comment: Accepted to EC 201
Decomposition by Partial Linearization: Parallel Optimization of Multi-Agent Systems
We propose a novel decomposition framework for the distributed optimization
of general nonconvex sum-utility functions arising naturally in the system
design of wireless multiuser interfering systems. Our main contributions are:
i) the development of the first class of (inexact) Jacobi best-response
algorithms with provable convergence, where all the users simultaneously and
iteratively solve a suitably convexified version of the original sum-utility
optimization problem; ii) the derivation of a general dynamic pricing mechanism
that provides a unified view of existing pricing schemes that are based,
instead, on heuristics; and iii) a framework that can be easily particularized
to well-known applications, giving rise to very efficient practical (Jacobi or
Gauss-Seidel) algorithms that outperform existing adhoc methods proposed for
very specific problems. Interestingly, our framework contains as special cases
well-known gradient algorithms for nonconvex sum-utility problems, and many
blockcoordinate descent schemes for convex functions.Comment: submitted to IEEE Transactions on Signal Processin
From the Quantum Approximate Optimization Algorithm to a Quantum Alternating Operator Ansatz
The next few years will be exciting as prototype universal quantum processors
emerge, enabling implementation of a wider variety of algorithms. Of particular
interest are quantum heuristics, which require experimentation on quantum
hardware for their evaluation, and which have the potential to significantly
expand the breadth of quantum computing applications. A leading candidate is
Farhi et al.'s Quantum Approximate Optimization Algorithm, which alternates
between applying a cost-function-based Hamiltonian and a mixing Hamiltonian.
Here, we extend this framework to allow alternation between more general
families of operators. The essence of this extension, the Quantum Alternating
Operator Ansatz, is the consideration of general parametrized families of
unitaries rather than only those corresponding to the time-evolution under a
fixed local Hamiltonian for a time specified by the parameter. This ansatz
supports the representation of a larger, and potentially more useful, set of
states than the original formulation, with potential long-term impact on a
broad array of application areas. For cases that call for mixing only within a
desired subspace, refocusing on unitaries rather than Hamiltonians enables more
efficiently implementable mixers than was possible in the original framework.
Such mixers are particularly useful for optimization problems with hard
constraints that must always be satisfied, defining a feasible subspace, and
soft constraints whose violation we wish to minimize. More efficient
implementation enables earlier experimental exploration of an alternating
operator approach to a wide variety of approximate optimization, exact
optimization, and sampling problems. Here, we introduce the Quantum Alternating
Operator Ansatz, lay out design criteria for mixing operators, detail mappings
for eight problems, and provide brief descriptions of mappings for diverse
problems.Comment: 51 pages, 2 figures. Revised to match journal pape
On Simultaneous Two-player Combinatorial Auctions
We consider the following communication problem: Alice and Bob each have some
valuation functions and over subsets of items,
and their goal is to partition the items into in a way that
maximizes the welfare, . We study both the allocation
problem, which asks for a welfare-maximizing partition and the decision
problem, which asks whether or not there exists a partition guaranteeing
certain welfare, for binary XOS valuations. For interactive protocols with
communication, a tight 3/4-approximation is known for both
[Fei06,DS06].
For interactive protocols, the allocation problem is provably harder than the
decision problem: any solution to the allocation problem implies a solution to
the decision problem with one additional round and additional bits of
communication via a trivial reduction. Surprisingly, the allocation problem is
provably easier for simultaneous protocols. Specifically, we show:
1) There exists a simultaneous, randomized protocol with polynomial
communication that selects a partition whose expected welfare is at least
of the optimum. This matches the guarantee of the best interactive, randomized
protocol with polynomial communication.
2) For all , any simultaneous, randomized protocol that
decides whether the welfare of the optimal partition is or correctly with probability requires
exponential communication. This provides a separation between the attainable
approximation guarantees via interactive () versus simultaneous () protocols with polynomial communication.
In other words, this trivial reduction from decision to allocation problems
provably requires the extra round of communication
Simultaneously Sparse Solutions to Linear Inverse Problems with Multiple System Matrices and a Single Observation Vector
A linear inverse problem is proposed that requires the determination of
multiple unknown signal vectors. Each unknown vector passes through a different
system matrix and the results are added to yield a single observation vector.
Given the matrices and lone observation, the objective is to find a
simultaneously sparse set of unknown vectors that solves the system. We will
refer to this as the multiple-system single-output (MSSO) simultaneous sparsity
problem. This manuscript contrasts the MSSO problem with other simultaneous
sparsity problems and conducts a thorough initial exploration of algorithms
with which to solve it. Seven algorithms are formulated that approximately
solve this NP-Hard problem. Three greedy techniques are developed (matching
pursuit, orthogonal matching pursuit, and least squares matching pursuit) along
with four methods based on a convex relaxation (iteratively reweighted least
squares, two forms of iterative shrinkage, and formulation as a second-order
cone program). The algorithms are evaluated across three experiments: the first
and second involve sparsity profile recovery in noiseless and noisy scenarios,
respectively, while the third deals with magnetic resonance imaging
radio-frequency excitation pulse design.Comment: 36 pages; manuscript unchanged from July 21, 2008, except for updated
references; content appears in September 2008 PhD thesi
Computing Stable Coalitions: Approximation Algorithms for Reward Sharing
Consider a setting where selfish agents are to be assigned to coalitions or
projects from a fixed set P. Each project k is characterized by a valuation
function; v_k(S) is the value generated by a set S of agents working on project
k. We study the following classic problem in this setting: "how should the
agents divide the value that they collectively create?". One traditional
approach in cooperative game theory is to study core stability with the
implicit assumption that there are infinite copies of one project, and agents
can partition themselves into any number of coalitions. In contrast, we
consider a model with a finite number of non-identical projects; this makes
computing both high-welfare solutions and core payments highly non-trivial.
The main contribution of this paper is a black-box mechanism that reduces the
problem of computing a near-optimal core stable solution to the purely
algorithmic problem of welfare maximization; we apply this to compute an
approximately core stable solution that extracts one-fourth of the optimal
social welfare for the class of subadditive valuations. We also show much
stronger results for several popular sub-classes: anonymous, fractionally
subadditive, and submodular valuations, as well as provide new approximation
algorithms for welfare maximization with anonymous functions. Finally, we
establish a connection between our setting and the well-studied simultaneous
auctions with item bidding; we adapt our results to compute approximate pure
Nash equilibria for these auctions.Comment: Under Revie
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