In this paper, we apply a Threshold-Decreasing Algorithm to maximize $k$-submodular functions under a matroid constraint, which reduces the query complexity of the algorithm compared to the greedy algorithm with little loss in approximation ratio. We give a $(\frac{1}{2} - \epsilon)$-approximation algorithm for monotone $k$-submodular function maximization, and a $(\frac{1}{3} - \epsilon)$-approximation algorithm for non-monotone case, with complexity $O(\frac{n(k\cdot EO + IO)}{\epsilon} \log \frac{r}{\epsilon})$, where $r$ denotes the rank of the matroid, and $IO, EO$ denote the number of oracles to evaluate whether a subset is an independent set and to compute the function value of $f$, respectively. Since the constraint of total size can be looked as a special matroid, called uniform matroid, then we present the fast algorithm for maximizing $k$-submodular functions subject to a total size constraint as corollaries. corollaries.
In this paper, we combine the Smolyak technique for multi-dimensional interpolation with the Filon-Clenshaw-Curtis (FCC) rule for one-dimensional oscillatory integration, to obtain a new Filon-Clenshaw-Curtis-Smolyak (FCCS) rule for oscillatory integrals with linear phase over the $d-$dimensional cube $[-1,1]^d$. By combining stability and convergence estimates for the FCC rule with error estimates for the Smolyak interpolation operator, we obtain an error estimate for the FCCS rule, consisting of the product of a Smolyak-type error estimate multiplied by a term that decreases with $\mathcal{O}(k^{-\tilde{d}})$, where $k$ is the wavenumber and $\tilde{d}$ is the number of oscillatory dimensions. If all dimensions are oscillatory, a higher negative power of $k$ appears in the estimate. As an application, we consider the forward problem of uncertainty quantification (UQ) for a one-space-dimensional Helmholtz problem with wavenumber $k$ and a random heterogeneous refractive index, depending in an affine way on $d$ i.i.d. uniform random variables. After applying a classical hybrid numerical-asymptotic approximation, expectations of functionals of the solution of this problem can be formulated as a sum of oscillatory integrals over $[-1,1]^d$, which we compute using the FCCS rule. We give numerical results for the FCCS rule and the UQ algorithm showing that accuracy improves when both $k$ and the order of the rule increase. We also give results for dimension-adaptive sparse grid FCCS quadrature showing its efficiency as dimension increases.
This paper presents a reduced algorithm to the classical projection method for the solution of $d$-dimensional quasiperiodic problems, particularly Schr\"{o}dinger eigenvalue problems. Using the properties of the Schr\"{o}dinger operator in higher-dimensional space via a projection matrix of size $d\times n$, we rigorously prove that the generalized Fourier coefficients of the eigenfunctions decay exponentially along a fixed direction associated with the projection matrix. An efficient reduction strategy of the basis space is then proposed to reduce the degrees of freedom from $O(N^{n})$ to $O(N^{n-d}D^d)$, where $N$ is the number of Fourier grids in one dimension and the truncation coefficient $D$ is much less than $N$. Correspondingly, the computational complexity of the proposed algorithm for solving the first $k$ eigenpairs using the Krylov subspace method decreases from $O(kN^{2n})$ to $O(kN^{2(n-d)}D^{2d})$. Rigorous error estimates of the proposed reduced projection method are provided, indicating that a small $D$ is sufficient to achieve the same level of accuracy as the classical projection method. We present numerical examples of quasiperiodic Schr\"{o}dinger eigenvalue problems in one and two dimensions to demonstrate the accuracy and efficiency of our proposed method.
In this paper we present an abstract nonsmooth optimization problem for which we recall existence and uniqueness results. We show a numerical scheme to approximate its solution. The theory is later applied to a sample static contact problem describing an elastic body in frictional contact with a foundation. This problem leads to a hemivariational inequality which we solve numerically. Finally, we compare three computational methods of solving contact mechanical problems: direct optimization method, augmented Lagrangian method and primal-dual active set strategy.
In this paper, we study the problem of maximizing $k$-submodular functions subject to a knapsack constraint. For monotone objective functions, we present a $\frac{1}{2}(1-e^{-2})\approx 0.432$ greedy approximation algorithm. For the non-monotone case, we are the first to consider the knapsack problem and provide a greedy-type combinatorial algorithm with approximation ratio $\frac{1}{3}(1-e^{-3})\approx 0.317$.
Let $C$ be a two and three-weight ternary code. Furthermore, we assume that $C_\ell$ are $t$-designs for all $\ell$ by the Assmus--Mattson theorem. We show that $t \leq 5$. As a corollary, we provide a new characterization of the (extended) ternary Golay code.
Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes. Specifically, we allow for unobserved confounding that introduces statistical biases between interventions and outcomes as well as exacerbates the heterogeneity across units. Modeling the conditional distribution of the outcomes as an exponential family, we reduce learning the unit-level counterfactual distributions to learning $n$ exponential family distributions with heterogeneous parameters and only one sample per distribution. We introduce a convex objective that pools all $n$ samples to jointly learn all $n$ parameter vectors, and provide a unit-wise mean squared error bound that scales linearly with the metric entropy of the parameter space. For example, when the parameters are $s$-sparse linear combination of $k$ known vectors, the error is $O(s\log k/p)$. En route, we derive sufficient conditions for compactly supported distributions to satisfy the logarithmic Sobolev inequality. As an application of the framework, our results enable consistent imputation of sparsely missing covariates.
Although the applications of Non-Homogeneous Poisson Processes to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an efficient and automatic diagnostic technique to establish the location of the change-points, which, when taken into account, make the estimated model fit poorly in regards of the information contained in the real model. For this reason, we propose a new method to solve the segmentation uncertainty of the time series of measurements, where the emission distribution of exceedances of a specific threshold is the focus of investigation. One of the great contributions of the present algorithm is that all the days that overflowed are candidates to be a change-point, so all the possible configurations of overflow days are the possible chromosomes, which will unite to have offspring. Under the heuristics of a genetic algorithm, the solution to the problem of finding such change points will be guaranteed to be non-local and the best possible one, reducing wasted machine time evaluating the least likely chromosomes to be a solution to the problem. The analytical evaluation technique will be by means of the Minimum Description Length (\textit{MDL}) as the objective function, which is the joint posterior distribution function of the parameters of each regime and the change points that determines them and which account as well for the influence of the presence of said times.
The sequential composition of propositional logic programs has been recently introduced. This paper studies the sequential {\em decomposition} of programs by studying Green's relations $\mathcal{L,R,J}$ -- well-known in semigroup theory -- between programs. In a broader sense, this paper is a further step towards an algebraic theory of logic programming.
In the Activation Edge-Multicover problem we are given a multigraph $G=(V,E)$ with activation costs $\{c_{e}^u,c_{e}^v\}$ for every edge $e=uv \in E$, and degree requirements $r=\{r_v:v \in V\}$. The goal is to find an edge subset $J \subseteq E$ of minimum activation cost $\sum_{v \in V}\max\{c_{uv}^v:uv \in J\}$,such that every $v \in V$ has at least $r_v$ neighbors in the graph $(V,J)$. Let $k= \max_{v \in V} r_v$ be the maximum requirement and let $\theta=\max_{e=uv \in E} \frac{\max\{c_e^u,c_e^v\}}{\min\{c_e^u,c_e^v\}}$ be the maximum quotient between the two costs of an edge. For $\theta=1$ the problem admits approximation ratio $O(\log k)$. For $k=1$ it generalizes the Set Cover problem (when $\theta=\infty$), and admits a tight approximation ratio $O(\log n)$. This implies approximation ratio $O(k \log n)$ for general $k$ and $\theta$, and no better approximation ratio was known. We obtain the first logarithmic approximation ratio $O(\log k +\log\min\{\theta,n\})$, that bridges between the two known ratios -- $O(\log k)$ for $\theta=1$ and $O(\log n)$ for $k=1$. This implies approximation ratio $O\left(\log k +\log\min\{\theta,n\}\right) +\beta \cdot (\theta+1)$ for the Activation $k$-Connected Subgraph problem, where $\beta$ is the best known approximation ratio for the ordinary min-cost version of the problem.
We define a family of $C^1$ functions which we call "nowhere coexpanding functions" that is closed under composition and includes all $C^3$ functions with non-positive Schwarzian derivative. We establish results on the number and nature of the fixed points of these functions, including a generalisation of a classic result of Singer.