In this paper, we present a polynomial-time algorithm for the maximum clique problem, which implies P = NP. Our algorithm is based on a continuous game-theoretic representation of this problem and at its heart lies a discrete-time dynamical system. The rule of our dynamical system depends on a parameter such that if this parameter is equal to the maximum-clique size, the iterates of our dynamical system are guaranteed to converge to a maximum clique.

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让 iOS 8 和 OS X Yosemite 无缝切换的一个新特性。 > Apple products have always been designed to work together beautifully. But now they may really surprise you. With iOS 8 and OS X Yosemite, you’ll be able to do more wonderful things than ever before.

Source: Apple - iOS 8

Combinatorial optimization is regarded as a potentially promising application of near and long-term quantum computers. The best-known heuristic quantum algorithm for combinatorial optimization on gate-based devices, the Quantum Approximate Optimization Algorithm (QAOA), has been the subject of many theoretical and empirical studies. Unfortunately, its application to specific combinatorial optimization problems poses several difficulties: among these, few performance guarantees are known, and the variational nature of the algorithm makes it necessary to classically optimize a number of parameters. In this work, we partially address these issues for a specific combinatorial optimization problem: diluted spin models, with MAX-CUT as a notable special case. Specifically, generalizing the analysis of the Sherrington-Kirkpatrick model by Farhi et al., we establish an explicit algorithm to evaluate the performance of QAOA on MAX-CUT applied to random Erdos-Renyi graphs of expected degree $d$ for an arbitrary constant number of layers $p$ and as the problem size tends to infinity. This analysis yields an explicit mapping between QAOA parameters for MAX-CUT on Erdos-Renyi graphs of expected degree $d$, in the limit $d \to \infty$, and the Sherrington-Kirkpatrick model, and gives good QAOA variational parameters for MAX-CUT applied to Erdos-Renyi graphs. We then partially generalize the latter analysis to graphs with a degree distribution rather than a single degree $d$, and finally to diluted spin-models with $D$-body interactions ($D \geq 3$). We validate our results with numerical experiments suggesting they may have a larger reach than rigorously established; among other things, our algorithms provided good initial, if not nearly optimal, variational parameters for very small problem instances where the infinite-size limit assumption is clearly violated.

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This paper considers the numerical treatment of the time-dependent Gross-Pitaevskii equation. In order to conserve the time invariants of the equation as accurately as possible, we propose a Crank-Nicolson-type time discretization that is combined with a suitable generalized finite element discretization in space. The space discretization is based on the technique of Localized Orthogonal Decompositions (LOD) and allows to capture the time invariants with an accuracy of order $\mathcal{O}(H^6)$ with respect to the chosen mesh size $H$. This accuracy is preserved due to the conservation properties of the time stepping method. Furthermore, we prove that the resulting scheme approximates the exact solution in the $L^{\infty}(L^2)$-norm with order $\mathcal{O}(\tau^2 + H^4)$, where $\tau$ denotes the step size. The computational efficiency of the method is demonstrated in numerical experiments for a benchmark problem with known exact solution.

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We introduce a new algorithm for expected log-likelihood maximization in situations where the objective function is multi-modal and/or has saddle points, that we term G-PFSO. The key idea underpinning G-PFSO is to define a sequence of probability distributions which (a) is shown to concentrate on the target parameter value and (b) can be efficiently estimated by means of a standard particle filter algorithm. These distributions depends on a learning rate, where the faster the learning rate is the faster is the rate at which they concentrate on the desired parameter value but the lesser is the ability of G-PFSO to escape from a local optimum of the objective function. To conciliate ability to escape from a local optimum and fast convergence rate, the proposed estimator exploits the acceleration property of averaging, well-known in the stochastic gradient literature. Based on challenging estimation problems, our numerical experiments suggest that the estimator introduced in this paper converges at the optimal rate, and illustrate the practical usefulness of G-PFSO for parameter inference in large datasets. If the focus of this work is expected log-likelihood maximization the proposed approach and its theory apply more generally for optimizing a function defined through an expectation.

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Bayesian optimization (BO) is an effective approach to optimize expensive black-box functions, that seeks to trade-off between exploitation (selecting parameters where the maximum is likely) and exploration (selecting parameters where we are uncertain about the objective function). In many real-world situations, direct measurements of the objective function are not possible, and only binary measurements such as success/failure or pairwise comparisons are available. To perform efficient exploration in this setting, we show that it is important for BO algorithms to distinguish between different types of uncertainty: epistemic uncertainty, about the unknown objective function, and aleatoric uncertainty, which comes from noisy observations and cannot be reduced. In effect, only the former is important for efficient exploration. Based on this, we propose several new acquisition functions that outperform state-of-the-art heuristics in binary and preferential BO, while being fast to compute and easy to implement. We then generalize these acquisition rules to batch learning, where multiple queries are performed simultaneously.

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We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy a two-sided Lipschitz condition with respect to a weighted $\ell^2$-norm and the norm of the image space. We show that in this setting approximation rates of arbitrarily high H\"older-type order in the regularization parameter can be achieved, and we characterize maximal subspaces of sequences on which these rates are attained. On these subspaces the method also converges with optimal rates in terms of the noise level with the discrepancy principle as parameter choice rule. Our analysis includes the case that the penalty term is not finite at the exact solution ('oversmoothing'). As a standard example we discuss wavelet regularization in Besov spaces $B^r_{1,1}$. In this setting we demonstrate in numerical simulations for a parameter identification problem in a differential equation that our theoretical results correctly predict improved rates of convergence for piecewise smooth unknown coefficients.

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We consider the termination problem for triangular weakly non-linear loops (twn-loops) over some ring $\mathcal{S}$ like $\mathbb{Z}$, $\mathbb{Q}$, or $\mathbb{R}$. Essentially, the guard of such a loop is an arbitrary quantifier-free Boolean formula over (possibly non-linear) polynomial inequations, and the body is a single assignment of the form $(x_1, \ldots, x_d) \longleftarrow (c_1 \cdot x_1 + p_1, \ldots, c_d \cdot x_d + p_d)$ where each $x_i$ is a variable, $c_i \in \mathcal{S}$, and each $p_i$ is a (possibly non-linear) polynomial over $\mathcal{S}$ and the variables $x_{i+1},\ldots,x_{d}$. We show that the question of termination can be reduced to the existential fragment of the first-order theory of $\mathcal{S}$ and $\mathbb{R}$. For loops over $\mathbb{R}$, our reduction implies decidability of termination. For loops over $\mathbb{Z}$ and $\mathbb{Q}$, it proves semi-decidability of non-termination. Furthermore, we present a transformation to convert certain non-twn-loops into twn-form. Then the original loop terminates iff the transformed loop terminates over a specific subset of $\mathbb{R}$, which can also be checked via our reduction. Moreover, we formalize a technique to linearize twn-loops in our setting and analyze its complexity. Based on these results, we prove complexity bounds for the termination problem of twn-loops as well as tight bounds for two important classes of loops which can always be transformed into twn-loops. Finally, we show that there is an important class of linear loops where our decision procedure results in an efficient procedure for termination analysis, i.e., where the parameterized complexity of deciding termination is polynomial.

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We provide an algorithm requiring only $O(N^2)$ time to compute the maximum weight independent set of interval filament graphs. This also implies an $O(N^4)$ algorithm to compute the maximum weight induced matching of interval filament graphs. Both algorithms significantly improve upon the previous best complexities for these problems. Previously, the maximum weight independent set and maximum weight induced matching problems required $O(N^3)$ and $O(N^6)$ time respectively.

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We develop an inference method for a (sub)vector of parameters identified by conditional moment restrictions, which are implied by economic models such as rational behavior and Euler equations. Building on Bierens (1990), we propose penalized maximum statistics and combine bootstrap inference with model selection. Our method is optimized to be powerful against a set of local alternatives of interest by solving a data-dependent max-min problem for tuning parameter selection. We demonstrate the efficacy of our method by a proof of concept using two empirical examples: rational unbiased reporting of ability status and the elasticity of intertemporal substitution.

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Portfolio optimization is a key challenge in finance with the aim of creating portfolios matching the investors' preference. The target distribution approach relying on the Kullback-Leibler or the $f$-divergence represents one of the most effective forms of achieving this goal. In this paper, we propose to use kernel and optimal transport (KOT) based divergences to tackle the task, which relax the assumptions and the optimization constraints of the previous approaches. In case of the kernel-based maximum mean discrepancy (MMD) we (i) prove the analytic computability of the underlying mean embedding for various target distribution-kernel pairs, (ii) show that such analytic knowledge can lead to faster convergence of MMD estimators, and (iii) extend the results to the unbounded exponential kernel with minimax lower bounds. Numerical experiments demonstrate the improved performance of our KOT estimators both on synthetic and real-world examples.

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In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and "complexity" in the context of general mathematical optimization, avoiding context dependent definitions which is one of the sources of difference in the treatment of complexity within continuous and discrete optimization. In the second part of the paper, we employ the language developed in the first part to study information theoretic and algorithmic complexity of {\em mixed-integer convex optimization}, which contains as a special case continuous convex optimization on the one hand and pure integer optimization on the other. We strive for the maximum possible generality in our exposition. We hope that this paper contains material that both continuous optimizers and discrete optimizers find new and interesting, even though almost all of the material presented is common knowledge in one or the other community. We see the main merit of this paper as bringing together all of this information under one unifying umbrella with the hope that this will act as yet another catalyst for more interaction across the continuous-discrete divide. In fact, our motivation behind Part I of the paper is to provide a common language for both communities.

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