Results 1 - 10
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126
A column approximate minimum degree ordering algorithm
, 2000
"... Sparse Gaussian elimination with partial pivoting computes the factorization PAQ = LU of a sparse matrix A, where the row ordering P is selected during factorization using standard partial pivoting with row interchanges. The goal is to select a column preordering, Q, based solely on the nonzero patt ..."
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Cited by 202 (40 self)
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Sparse Gaussian elimination with partial pivoting computes the factorization PAQ = LU of a sparse matrix A, where the row ordering P is selected during factorization using standard partial pivoting with row interchanges. The goal is to select a column preordering, Q, based solely on the nonzero pattern of A such that the factorization remains as sparse as possible, regardless of the subsequent choice of P. The choice of Q can have a dramatic impact on the number of nonzeros in L and U. One scheme for determining a good column ordering for A is to compute a symmetric ordering that reduces fill-in in the Cholesky factorization of ATA. This approach, which requires the sparsity structure of ATA to be computed, can be expensive both in
Reasoning about Systems with Many Processes
- Journal of the ACM
, 1992
"... Abstract. Methods are given for automatically verifying temporal properties of concurrent systems containing an arbitrary number of finite-state processes that communicate using CCS actions. Two models of systems are considered. Systems in the first model consist of a unique contro [ process and an ..."
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Cited by 115 (2 self)
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Abstract. Methods are given for automatically verifying temporal properties of concurrent systems containing an arbitrary number of finite-state processes that communicate using CCS actions. Two models of systems are considered. Systems in the first model consist of a unique contro [ process and an arbitrary number of user processes with identical det-lnitions, For this model, a decision procedure to check whether all the executions of a process satisfy a given specification is presented. This algorithm runs in time double exponential mthe sizes of the control andthe user process definitions. It is also proven that it is decidable whether all the fair executions of a process satisfy a gwen specification. The second model is a special case of the first. In this model, all the processes have identical definitions. For this model, an efficient decision procedure is presented that checks if every execution of a process satisfies a given temporal logic specification. This algorithm runs in time polynomial inthesize of the process definition. Itisshown howtoverify certamglobal properties such as mutual exchrslon and absence of deadlocks. Finally, it is shown how these decision procedures can beusedto reason about certain systems with a communication network,
On the complexity of solving Markov decision problems
- IN PROC. OF THE ELEVENTH INTERNATIONAL CONFERENCE ON UNCERTAINTY IN ARTIFICIAL INTELLIGENCE
, 1995
"... Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving MDPs and the running time of MDP solution algorithms. We argu ..."
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Cited by 114 (9 self)
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Markov decision problems (MDPs) provide the foundations for a number of problems of interest to AI researchers studying automated planning and reinforcement learning. In this paper, we summarize results regarding the complexity of solving MDPs and the running time of MDP solution algorithms. We argue that, although MDPs can be solved efficiently in theory, more study is needed to reveal practical algorithms for solving large problems quickly. To encourage future research, we sketch some alternative methods of analysis that rely on the structure of MDPs.
Smoothed analysis of algorithms: why the simplex algorithm usually takes polynomial time
, 2003
"... We introduce the smoothed analysis of algorithms, which continuously interpolates between the worst-case and average-case analyses of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small random perturbations of that input. We me ..."
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Cited by 108 (9 self)
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We introduce the smoothed analysis of algorithms, which continuously interpolates between the worst-case and average-case analyses of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small random perturbations of that input. We measure this performance in terms of both the input size and the magnitude of the perturbations. We show that the simplex algorithm has smoothed complexity polynomial in the input size and the standard deviation of
The Mathematics Of Eigenvalue Optimization
, 2003
"... Optimization problems involving the eigenvalues of symmetric and nonsymmetric matrices present a fascinating mathematical challenge. Such problems arise often in theory and practice, particularly in engineering design, and are amenable to a rich blend of classical mathematical techniques and contemp ..."
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Cited by 76 (11 self)
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Optimization problems involving the eigenvalues of symmetric and nonsymmetric matrices present a fascinating mathematical challenge. Such problems arise often in theory and practice, particularly in engineering design, and are amenable to a rich blend of classical mathematical techniques and contemporary optimization theory. This essay presents a personal choice of some central mathematical ideas, outlined for the broad optimization community. I discuss the convex analysis of spectral functions and invariant matrix norms, touching briey on semide nite representability, and then outlining two broader algebraic viewpoints based on hyperbolic polynomials and Lie algebra. Analogous nonconvex notions lead into eigenvalue perturbation theory. The last third of the article concerns stability, for polynomials, matrices, and associated dynamical systems, ending with a section on robustness. The powerful and elegant language of nonsmooth analysis appears throughout, as a unifying narrative thread.
Robust Trainability of Single Neurons
, 1995
"... It is well known that (McCulloch-Pitts) neurons are efficiently trainable to learn an unknown halfspace from examples, using linear-programming methods. We want to analyze how the learning performance degrades when the representational power of the neuron is overstrained, i.e., if more complex conce ..."
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Cited by 75 (0 self)
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It is well known that (McCulloch-Pitts) neurons are efficiently trainable to learn an unknown halfspace from examples, using linear-programming methods. We want to analyze how the learning performance degrades when the representational power of the neuron is overstrained, i.e., if more complex concepts than just halfspaces are allowed. We show that the problem of learning a probably almost optimal weight vector for a neuron is so difficult that the minimum error cannot even be approximated to within a constant factor in polynomial time (unless RP = NP); we obtain the same hardness result for several variants of this problem. We considerably strengthen these negative results for neurons with binary weights 0 or 1. We also show that neither heuristical learning nor learning by sigmoidal neurons with a constant reject rate is efficiently possible (unless RP = NP).
Interior Methods for Constrained Optimization
- Acta Numerica
, 1992
"... Interior methods for optimization were widely used in the 1960s, primarily in the form of barrier methods. However, they were not seriously applied to linear programming because of the dominance of the simplex method. Barrier methods fell from favour during the 1970s for a variety of reasons, includ ..."
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Cited by 72 (3 self)
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Interior methods for optimization were widely used in the 1960s, primarily in the form of barrier methods. However, they were not seriously applied to linear programming because of the dominance of the simplex method. Barrier methods fell from favour during the 1970s for a variety of reasons, including their apparent inefficiency compared with the best available alternatives. In 1984, Karmarkar's announcement of a fast polynomial-time interior method for linear programming caused tremendous excitement in the field of optimization. A formal connection can be shown between his method and classical barrier methods, which have consequently undergone a renaissance in interest and popularity. Most papers published since 1984 have concentrated on issues of computational complexity in interior methods for linear programming. During the same period, implementations of interior methods have displayed great efficiency in solving many large linear programs of ever-increasing size. Interior methods...
The Complexity and Approximability of Finding Maximum Feasible Subsystems of Linear Relations
- Theoretical Computer Science
, 1993
"... We study the combinatorial problem which consists, given a system of linear relations, of finding a maximum feasible subsystem, that is a solution satisfying as many relations as possible. The computational complexity of this general problem, named Max FLS, is investigated for the four types of rela ..."
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Cited by 71 (12 self)
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We study the combinatorial problem which consists, given a system of linear relations, of finding a maximum feasible subsystem, that is a solution satisfying as many relations as possible. The computational complexity of this general problem, named Max FLS, is investigated for the four types of relations =, , ? and 6=. Various constrained versions of Max FLS, where a subset of relations must be satisfied or where the variables take bounded discrete values, are also considered. We establish the complexity of solving these problems optimally and, whenever they are intractable, we determine their degree of approximability. Max FLS with =, or ? relations is NP-hard even when restricted to homogeneous systems with bipolar coefficients, whereas it can be solved in polynomial time for 6= relations with real coefficients. The various NP-hard versions of Max FLS belong to different approximability classes depending on the type of relations and the additional constraints. We show that the ran...
Pattern Recognition Via Linear Programming: Theory And Application To Medical Diagnosis
, 1990
"... . A decision problem associated with a fundamental nonconvex model for linearly inseparable pattern sets is shown to be NP-complete. Another nonconvex model that employs an 1\Gamma norm instead of the 2-norm, can be solved in polynomial time by solving 2n linear programs, where n is the (usually sm ..."
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Cited by 64 (13 self)
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. A decision problem associated with a fundamental nonconvex model for linearly inseparable pattern sets is shown to be NP-complete. Another nonconvex model that employs an 1\Gamma norm instead of the 2-norm, can be solved in polynomial time by solving 2n linear programs, where n is the (usually small) dimensionality of the pattern space. An effective LP-based finite algorithm is proposed for solving the latter model. The algorithm is employed to obtain a nonconvex piecewise-linear function for separating points representing measurements made on fine needle aspirates taken from benign and malignant human breasts. A computer program trained on 369 samples has correctly diagnosed each of 45 new samples encountered and is currently in use at the University of Wisconsin Hospitals. 1. Introduction. The fundamental problem we wish to address is that of distinguishing between elements of two distinct pattern sets. Mathematically we can formulate the problem as follows. Given two disjoint fin...
Numerical Analysis of Superposed GSPNs
- IEEE Transactions on Software Engineering
"... The numerical analysis of various modeling formalisms profits from a structured representation for the generator matrix Q of the underlying continuous time Markov chain, where Q is described by a sum of tensor (Kronecker) products of much smaller matrices. In this paper we describe such a representa ..."
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Cited by 57 (9 self)
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The numerical analysis of various modeling formalisms profits from a structured representation for the generator matrix Q of the underlying continuous time Markov chain, where Q is described by a sum of tensor (Kronecker) products of much smaller matrices. In this paper we describe such a representation for the class of superposed generalized stochastic Petri nets (SGSPNs), which is less restrictive than in previous work. Furthermore a new iterative analysis algorithm is proposed. It pays special attention to a memory efficient representation of iteration vectors as well as to a memory efficient structured representation of Q. In consequence the new algorithm is able to solve models which have state spaces with several millions of states, where other exact numerical methods become impracticable on a common workstation.

