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cs.DC2023
Efficient parallel implementation of the multiplicative weight update method for graph-based linear programs
Caleb Ju, Serif Yesil, Mengyuan Sun +2
Positive linear programs (LPs) model many graph and operations research problems. One can solve for a -approximation for positive LPs, for any selected , in polylogarithm…
math.OC2023★ 2 cited
Dual dynamic programming for stochastic programs over an infinite horizon
Caleb Ju, Guanghui Lan
We consider solving stochastic programs over an infinite horizon. By leveraging the stationarity of the problem, we develop a novel continually-exploring infinite-horizon explorati…