5 Search Results for "Feng, Qi"


Document
Solving the Optimal Experiment Design Problem with Mixed-Integer Convex Methods

Authors: Deborah Hendrych, Mathieu Besançon, and Sebastian Pokutta

Published in: LIPIcs, Volume 301, 22nd International Symposium on Experimental Algorithms (SEA 2024)


Abstract
We tackle the Optimal Experiment Design Problem, which consists of choosing experiments to run or observations to select from a finite set to estimate the parameters of a system. The objective is to maximize some measure of information gained about the system from the observations, leading to a convex integer optimization problem. We leverage Boscia.jl, a recent algorithmic framework, which is based on a nonlinear branch-and-bound algorithm with node relaxations solved to approximate optimality using Frank-Wolfe algorithms. One particular advantage of the method is its efficient utilization of the polytope formed by the original constraints which is preserved by the method, unlike alternative methods relying on epigraph-based formulations. We assess our method against both generic and specialized convex mixed-integer approaches. Computational results highlight the performance of our proposed method, especially on large and challenging instances.

Cite as

Deborah Hendrych, Mathieu Besançon, and Sebastian Pokutta. Solving the Optimal Experiment Design Problem with Mixed-Integer Convex Methods. In 22nd International Symposium on Experimental Algorithms (SEA 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 301, pp. 16:1-16:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@InProceedings{hendrych_et_al:LIPIcs.SEA.2024.16,
  author =	{Hendrych, Deborah and Besan\c{c}on, Mathieu and Pokutta, Sebastian},
  title =	{{Solving the Optimal Experiment Design Problem with Mixed-Integer Convex Methods}},
  booktitle =	{22nd International Symposium on Experimental Algorithms (SEA 2024)},
  pages =	{16:1--16:22},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-325-6},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{301},
  editor =	{Liberti, Leo},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.SEA.2024.16},
  URN =		{urn:nbn:de:0030-drops-203810},
  doi =		{10.4230/LIPIcs.SEA.2024.16},
  annote =	{Keywords: Mixed-Integer Non-Linear Optimization, Optimal Experiment Design, Frank-Wolfe, Boscia}
}
Document
Track A: Algorithms, Complexity and Games
A Note on Approximating Weighted Nash Social Welfare with Additive Valuations

Authors: Yuda Feng and Shi Li

Published in: LIPIcs, Volume 297, 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)


Abstract
We give the first O(1)-approximation for the weighted Nash Social Welfare problem with additive valuations. The approximation ratio we obtain is e^{1/e} + ε ≈ 1.445 + ε, which matches the best known approximation ratio for the unweighted case [Barman et al., 2018]. Both our algorithm and analysis are simple. We solve a natural configuration LP for the problem, and obtain the allocation of items to agents using a randomized version of the Shmoys-Tardos rounding algorithm developed for unrelated machine scheduling problems [Shmoys and Tardos, 1993]. In the analysis, we show that the approximation ratio of the algorithm is at most the worst gap between the Nash social welfare of the optimum allocation and that of an EF1 allocation, for an unweighted Nash Social Welfare instance with identical additive valuations. This was shown to be at most e^{1/e} ≈ 1.445 by Barman et al. [Barman et al., 2018], leading to our approximation ratio.

Cite as

Yuda Feng and Shi Li. A Note on Approximating Weighted Nash Social Welfare with Additive Valuations. In 51st International Colloquium on Automata, Languages, and Programming (ICALP 2024). Leibniz International Proceedings in Informatics (LIPIcs), Volume 297, pp. 63:1-63:9, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@InProceedings{feng_et_al:LIPIcs.ICALP.2024.63,
  author =	{Feng, Yuda and Li, Shi},
  title =	{{A Note on Approximating Weighted Nash Social Welfare with Additive Valuations}},
  booktitle =	{51st International Colloquium on Automata, Languages, and Programming (ICALP 2024)},
  pages =	{63:1--63:9},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-322-5},
  ISSN =	{1868-8969},
  year =	{2024},
  volume =	{297},
  editor =	{Bringmann, Karl and Grohe, Martin and Puppis, Gabriele and Svensson, Ola},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2024.63},
  URN =		{urn:nbn:de:0030-drops-202068},
  doi =		{10.4230/LIPIcs.ICALP.2024.63},
  annote =	{Keywords: Nash Social Welfare, Configuration LP, Approximation Algorithms}
}
Document
Position
Grounding Stream Reasoning Research

Authors: Pieter Bonte, Jean-Paul Calbimonte, Daniel de Leng, Daniele Dell'Aglio, Emanuele Della Valle, Thomas Eiter, Federico Giannini, Fredrik Heintz, Konstantin Schekotihin, Danh Le-Phuoc, Alessandra Mileo, Patrik Schneider, Riccardo Tommasini, Jacopo Urbani, and Giacomo Ziffer

Published in: TGDK, Volume 2, Issue 1 (2024): Special Issue on Trends in Graph Data and Knowledge - Part 2. Transactions on Graph Data and Knowledge, Volume 2, Issue 1


Abstract
In the last decade, there has been a growing interest in applying AI technologies to implement complex data analytics over data streams. To this end, researchers in various fields have been organising a yearly event called the "Stream Reasoning Workshop" to share perspectives, challenges, and experiences around this topic. In this paper, the previous organisers of the workshops and other community members provide a summary of the main research results that have been discussed during the first six editions of the event. These results can be categorised into four main research areas: The first is concerned with the technological challenges related to handling large data streams. The second area aims at adapting and extending existing semantic technologies to data streams. The third and fourth areas focus on how to implement reasoning techniques, either considering deductive or inductive techniques, to extract new and valuable knowledge from the data in the stream. This summary is written not only to provide a crystallisation of the field, but also to point out distinctive traits of the stream reasoning community. Moreover, it also provides a foundation for future research by enumerating a list of use cases and open challenges, to stimulate others to join this exciting research area.

Cite as

Pieter Bonte, Jean-Paul Calbimonte, Daniel de Leng, Daniele Dell'Aglio, Emanuele Della Valle, Thomas Eiter, Federico Giannini, Fredrik Heintz, Konstantin Schekotihin, Danh Le-Phuoc, Alessandra Mileo, Patrik Schneider, Riccardo Tommasini, Jacopo Urbani, and Giacomo Ziffer. Grounding Stream Reasoning Research. In Special Issue on Trends in Graph Data and Knowledge - Part 2. Transactions on Graph Data and Knowledge (TGDK), Volume 2, Issue 1, pp. 2:1-2:47, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2024)


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@Article{bonte_et_al:TGDK.2.1.2,
  author =	{Bonte, Pieter and Calbimonte, Jean-Paul and de Leng, Daniel and Dell'Aglio, Daniele and Della Valle, Emanuele and Eiter, Thomas and Giannini, Federico and Heintz, Fredrik and Schekotihin, Konstantin and Le-Phuoc, Danh and Mileo, Alessandra and Schneider, Patrik and Tommasini, Riccardo and Urbani, Jacopo and Ziffer, Giacomo},
  title =	{{Grounding Stream Reasoning Research}},
  journal =	{Transactions on Graph Data and Knowledge},
  pages =	{2:1--2:47},
  ISSN =	{2942-7517},
  year =	{2024},
  volume =	{2},
  number =	{1},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/TGDK.2.1.2},
  URN =		{urn:nbn:de:0030-drops-198597},
  doi =		{10.4230/TGDK.2.1.2},
  annote =	{Keywords: Stream Reasoning, Stream Processing, RDF streams, Streaming Linked Data, Continuous query processing, Temporal Logics, High-performance computing, Databases}
}
Document
Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges

Authors: Bhaskar Krishnamachari, Qi Feng, and Eugenio Grippo

Published in: OASIcs, Volume 92, 4th International Symposium on Foundations and Applications of Blockchain 2021 (FAB 2021)


Abstract
One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange protocols such as Uniswap, Curve and other types of Automated Market Makers (AMMs) maintain a liquidity pool (LP) of two or more assets constrained to maintain at all times a mathematical relation to each other, defined by a given function or curve. Examples of such functions are the constant-sum and constant-product AMMs. Existing systems however suffer from several challenges. They require external arbitrageurs to restore the price of tokens in the pool to match the market price. Such activities can potentially drain resources from the liquidity pool. In particular dramatic market price changes can result in low liquidity with respect to one or more of the assets and reduce the total value of the LP. We propose in this work a new approach to constructing the AMM by proposing the idea of dynamic curves. It utilizes input from a market price oracle to modify the mathematical relationship between the assets so that the pool price continuously and automatically adjusts to be identical to the market price. This approach eliminates arbitrage opportunities and, as we show through simulations, maintains liquidity in the LP for all assets and the total value of the LP over a wide range of market prices.

Cite as

Bhaskar Krishnamachari, Qi Feng, and Eugenio Grippo. Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges. In 4th International Symposium on Foundations and Applications of Blockchain 2021 (FAB 2021). Open Access Series in Informatics (OASIcs), Volume 92, pp. 5:1-5:14, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021)


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@InProceedings{krishnamachari_et_al:OASIcs.FAB.2021.5,
  author =	{Krishnamachari, Bhaskar and Feng, Qi and Grippo, Eugenio},
  title =	{{Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges}},
  booktitle =	{4th International Symposium on Foundations and Applications of Blockchain 2021 (FAB 2021)},
  pages =	{5:1--5:14},
  series =	{Open Access Series in Informatics (OASIcs)},
  ISBN =	{978-3-95977-196-2},
  ISSN =	{2190-6807},
  year =	{2021},
  volume =	{92},
  editor =	{Gramoli, Vincent and Sadoghi, Mohammad},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/OASIcs.FAB.2021.5},
  URN =		{urn:nbn:de:0030-drops-139911},
  doi =		{10.4230/OASIcs.FAB.2021.5},
  annote =	{Keywords: Decentralized Exchange, Automated Market Maker, Decentralized Finance, Dynamic Curves}
}
Document
Understanding PPA-Completeness

Authors: Xiaotie Deng, Jack R. Edmonds, Zhe Feng, Zhengyang Liu, Qi Qi, and Zeying Xu

Published in: LIPIcs, Volume 50, 31st Conference on Computational Complexity (CCC 2016)


Abstract
We consider the problem of finding a fully colored base triangle on the 2-dimensional Möbius band under the standard boundary condition, proving it to be PPA-complete. The proof is based on a construction for the DPZP problem, that of finding a zero point under a discrete version of continuity condition. It further derives PPA-completeness for versions on the Möbius band of other related discrete fixed point type problems, and a special version of the Tucker problem, finding an edge such that if the value of one end vertex is x, the other is -x, given a special anti-symmetry boundary condition. More generally, this applies to other non-orientable spaces, including the projective plane and the Klein bottle. However, since those models have a closed boundary, we rely on a version of the PPA that states it as to find another fixed point giving a fixed point. This model also makes it presentationally simple for an extension to a high dimensional discrete fixed point problem on a non-orientable (nearly) hyper-grid with a constant side length.

Cite as

Xiaotie Deng, Jack R. Edmonds, Zhe Feng, Zhengyang Liu, Qi Qi, and Zeying Xu. Understanding PPA-Completeness. In 31st Conference on Computational Complexity (CCC 2016). Leibniz International Proceedings in Informatics (LIPIcs), Volume 50, pp. 23:1-23:25, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2016)


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@InProceedings{deng_et_al:LIPIcs.CCC.2016.23,
  author =	{Deng, Xiaotie and Edmonds, Jack R. and Feng, Zhe and Liu, Zhengyang and Qi, Qi and Xu, Zeying},
  title =	{{Understanding PPA-Completeness}},
  booktitle =	{31st Conference on Computational Complexity (CCC 2016)},
  pages =	{23:1--23:25},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-008-8},
  ISSN =	{1868-8969},
  year =	{2016},
  volume =	{50},
  editor =	{Raz, Ran},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.CCC.2016.23},
  URN =		{urn:nbn:de:0030-drops-58310},
  doi =		{10.4230/LIPIcs.CCC.2016.23},
  annote =	{Keywords: Fixed Point Computation, PPA-Completeness}
}
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