亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

In this paper, both semidiscrete and fully discrete finite element methods are analyzed for the penalized two-dimensional unsteady Navier-Stokes equations with nonsmooth initial data. First order backward Euler method is applied for the time discretization, whereas conforming finite element method is used for the spatial discretization. Optimal $L^2$ error estimates for the semidiscrete as well as the fully discrete approximations of the velocity and of the pressure are derived for realistically assumed conditions on the data. The main ingredient in the proof is the appropriate exploitation of the inverse of the penalized Stokes operator, negative norm estimates and time weighted estimates. Numerical examples are discussed at the end which conform our theoretical results.

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the objective function on sets of size two. We begin with a negative result that no algorithm using only $k$-wise information can guarantee performance better than $k/n$. We present two algorithms that utilize only pairwise information about the function and characterize their performance relative to the optimal, which depends on the curvature of the submodular function. Additionally, if the submodular function possess a property called supermodularity of conditioning, then we can provide a method to bound the performance based purely on pairwise information. The proposed algorithms offer significant computational speedups over a traditional greedy strategy. A by-product of our study is the introduction of two new notions of curvature, the $k$-Marginal Curvature and the $k$-Cardinality Curvature. Finally, we present experiments highlighting the performance of our proposed algorithms in terms of approximation and time complexity.

For graphs $G$ and $H$, we say that $G$ is $H$-free if it does not contain $H$ as an induced subgraph. Already in the early 1980s Alekseev observed that if $H$ is connected, then the \textsc{Max Weight Independent Set} problem (MWIS) remains \textsc{NP}-hard in $H$-free graphs, unless $H$ is a path or a subdivided claw, i.e., a graph obtained from the three-leaf star by subdividing each edge some number of times (possibly zero). Since then determining the complexity of MWIS in these remaining cases is one of the most important problems in algorithmic graph theory. A general belief is that the problem is polynomial-time solvable, which is witnessed by algorithmic results for graphs excluding some small paths or subdivided claws. A more conclusive evidence was given by the recent breakthrough result by Gartland and Lokshtanov [FOCS 2020]: They proved that MWIS can be solved in quasipolynomial time in $H$-free graphs, where $H$ is any fixed path. If $H$ is an arbitrary subdivided claw, we know much less: The problem admits a QPTAS and a subexponential-time algorithm [Chudnovsky et al., SODA 2019]. In this paper we make an important step towards solving the problem by showing that for any subdivided claw $H$, MWIS is polynomial-time solvable in $H$-free graphs of bounded degree.

The main problem in the area of property testing is to understand which graph properties are \emph{testable}, which means that with constantly many queries to any input graph $G$, a tester can decide with good probability whether $G$ satisfies the property, or is far from satisfying the property. Testable properties are well understood in the dense model and in the bounded degree model, but little is known in sparse graph classes when graphs are allowed to have unbounded degree. This is the setting of the \emph{sparse model}. We prove that for any proper minor-closed class $\mathcal{G}$, any monotone property (i.e., any property that is closed under taking subgraphs) is testable for graphs from $\mathcal{G}$ in the sparse model. This extends a result of Czumaj and Sohler (FOCS'19), who proved it for monotone properties with finitely many obstructions. Our result implies for instance that for any integers $k$ and $t$, $k$-colorability of $K_t$-minor free graphs is testable in the sparse model. Elek recently proved that monotone properties of bounded degree graphs from minor-closed classes that are closed under disjoint union can be verified by an approximate proof labeling scheme in constant time. We show again that the assumption of bounded degree can be omitted in his result.

Over the last two decades, submodular function maximization has been the workhorse of many discrete optimization problems in machine learning applications. Traditionally, the study of submodular functions was based on binary function properties. However, such properties have an inherit weakness, namely, if an algorithm assumes functions that have a particular property, then it provides no guarantee for functions that violate this property, even when the violation is very slight. Therefore, recent works began to consider continuous versions of function properties. Probably the most significant among these (so far) are the submodularity ratio and the curvature, which were studied extensively together and separately. The monotonicity property of set functions plays a central role in submodular maximization. Nevertheless, and despite all the above works, no continuous version of this property has been suggested to date (as far as we know). This is unfortunate since submoduar functions that are almost monotone often arise in machine learning applications. In this work we fill this gap by defining the monotonicity ratio, which is a continues version of the monotonicity property. We then show that for many standard submodular maximization algorithms one can prove new approximation guarantees that depend on the monotonicity ratio; leading to improved approximation ratios for the common machine learning applications of movie recommendation, quadratic programming and image summarization.

This paper concerns a convex, stochastic zeroth-order optimization (S-ZOO) problem. The objective is to minimize the expectation of a cost function whose gradient is not directly accessible. For this problem, traditional optimization algorithms mostly yield query complexities that grow polynomially with dimensionality (the number of decision variables). Consequently, these methods may not perform well in solving massive-dimensional problems arising in many modern applications. Although more recent methods can be provably dimension-insensitive, almost all of them require arguably more stringent conditions such as everywhere sparse or compressible gradient. In this paper, we propose a sparsity-inducing stochastic gradient-free (SI-SGF) algorithm, which provably yields a dimension-free (up to a logarithmic term) query complexity in both convex and strongly convex cases. Such insensitivity to the dimensionality growth is proven, for the first time, to be achievable when neither gradient sparsity nor gradient compressibility is satisfied. Our numerical results demonstrate a consistency between our theoretical prediction and the empirical performance.

In this paper, I consider a fine-grained dichotomy of Boolean counting constraint satisfaction problem (#CSP), under the exponential time hypothesis of counting version (#ETH). Suppose $\mathscr{F}$ is a finite set of algebraic complex-valued functions defined on Boolean domain. When $\mathscr{F}$ is a subset of either two special function sets, I prove that #CSP($\mathscr{F}$) is polynomial-time solvable, otherwise it can not be computed in sub-exponential time unless #ETH fails. I also improve the result by proving the same dichotomy holds for #CSP with bounded degree (every variable appears at most constant constraints), even for #R$_3$-CSP. An important preparation before proving the result is to argue that pinning (two special unary functions $[1,0]$ and $[0,1]$ are used to reduce arity) can also keep the sub-exponential lower bound of a Boolean #CSP problem. I discuss this issue by utilizing some common methods in proving #P-hardness of counting problems. The proof illustrates the internal correlation among these commonly used methods.

The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the coefficient functions and the nonlinearity are globally Lipschitz continuous and the nonlinearity is gradient-independent. In this article we extend this result to locally monotone coefficient functions. Our results cover a range of semilinear PDEs with polynomial coefficient functions.

We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.