Results 1 to 10 of about 14,047 (111)

The value iteration algorithm is not strongly polynomial for discounted dynamic programming [PDF]

open access: yesOperations Research Letters, 2014
This note provides a simple example demonstrating that, if exact computations are allowed, the number of iterations required for the value iteration algorithm to find an optimal policy for discounted dynamic programming problems may grow arbitrarily quickly with the size of the problem.
Eugene A Feinberg, Jefferson Huang
exaly   +3 more sources

A Combinatorial Algorithm Minimizing Submodular Functions in Strongly Polynomial Time

open access: yesJournal of Combinatorial Theory Series B, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
exaly   +6 more sources

A Strongly Polynomial Algorithm for Controlled Queues [PDF]

open access: yesMathematics of Operations Research, 2009
We consider the problem of computing optimal policies of finite-state finite-action Markov decision processes (MDPs). A reduction to a continuum of constrained MDPs (CMDPs) is presented such that the optimal policies for these CMDPs constitute a path in a graph defined over the deterministic policies.
Alexander Zadorojniy   +2 more
openaire   +1 more source

A strongly polynomial algorithm for linear exchange markets [PDF]

open access: yesProceedings of the 51st Annual ACM SIGACT Symposium on Theory of Computing, 2019
We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly polynomial Duan–Mehlhorn (DM) algorithm. We use the DM algorithm as a subroutine to identify revealed edges—that is, pairs of agents and goods that must correspond to the best
Jugal Garg, László A. Végh
openaire   +2 more sources

Efficient Strongly Polynomial Algorithms for Quantile Regression

open access: yesCoRR, 2023
Linear Regression is a seminal technique in statistics and machine learning, where the objective is to build linear predictive models between a response (i.e., dependent) variable and one or more predictor (i.e., independent) variables. In this paper, we revisit the classical technique of Quantile Regression (QR), which is statistically a more robust ...
Suraj Shetiya   +3 more
openaire   +2 more sources

A Strongly Polynomial Algorithm for Generalized Flow Maximization [PDF]

open access: yesMathematics of Operations Research, 2014
A strongly polynomial algorithm is given for the generalized flow maximization problem. It uses a new variant of the scaling technique called continuous scaling. The main measure of progress is that within a strongly polynomial number of steps, an arc can be identified that must be tight in every dual optimal solution and thus can be contracted.
openaire   +4 more sources

Strongly Polynomial Algorithm for the Intersection of a Line with a Polymatroid [PDF]

open access: yes, 2008
We present a new algorithm for the problem of determining the intersection of a half-line \(\Delta_{u}=\{x\in \mathbb{R}^{N}\:|\:x=\lambda u\;\mathrm {for}\;\lambda \geq 0\}\) with a polymatroid. We then propose a second algorithm which generalizes the first algorithm and solves a parametric linear program.
Fonlupt, Jean, Skoda, Alexandre
openaire   +3 more sources

A Simpler and Faster Strongly Polynomial Algorithm for Generalized Flow Maximization [PDF]

open access: yesJournal of the ACM, 2017
We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [34]. For the uncapacitated problem formulation, the complexity bound O ( mn ( m + n
Neil Olver, László A. Végh
openaire   +4 more sources

Strongly polynomial simplex algorithm for bipartite vertex packing

open access: yesDiscrete Applied Mathematics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ronald D. Armstrong, Zhiying Jin
openaire   +2 more sources

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