Related papers: Active Set Algorithm for Large-Scale Continuous Kn…
An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…
We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…
We consider the chance-constrained binary knapsack problem (CKP), where the item weights are independent and normally distributed. We introduce a continuous relaxation for the CKP, represented as a non-convex optimization problem, which we…
In this paper, we study the following knapsack problem: Given a list of squares with profits, we are requested to pack a sublist of them into a rectangular bin (not a unit square bin) to make profits in the bin as large as possible. We…
The Knapsack problem is one of the most fundamental NP-complete problems at the intersection of computer science, optimization, and operations research. A recent line of research worked towards understanding the complexity of…
We introduce the subset assignment problem in which items of varying sizes are placed in a set of bins with limited capacity. Items can be replicated and placed in any subset of the bins. Each (item, subset) pair has an associated cost. Not…
In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…
Sparse optimization problems are ubiquitous in many fields such as statistics, signal/image processing and machine learning. This has led to the birth of many iterative algorithms to solve them. A powerful strategy to boost the performance…
This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…
Orthogonality constraints naturally appear in many machine learning problems, from principal component analysis to robust neural network training. They are usually solved using Riemannian optimization algorithms, which minimize the…
We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem.…
We describe an effective landscape introduced in [1] for the analysis of Constraint Satisfaction problems, such as Sphere Packing, K-SAT and Graph Coloring. This geometric construction reexpresses these problems in the more familiar terms…
This paper presents a numerical function optimization framework designed for constrained optimization problems in robotics. The tool is designed with real-time considerations and is suitable for online trajectory and control input…
Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…
This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…
We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, $1 - 1/e - \epsilon$ approximation, using…
In the bottleneck multiple knapsack problem, we are given a set of items and a set of knapsacks, where each item has a profit and a weight, and each knapsack has a capacity. Our goal is to assign items to knapsacks so as to maximize the…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
This paper presents an efficient 51 lines Matlab code to solve topology optimization problems. By the fact that the presented code is based on an hard 0-1 optimization method that handles the integer part of the optimization in a simple…
0-1 knapsack is of fundamental importance in computer science, business, operations research, etc. In this paper, we present a deep learning technique-based method to solve large-scale 0-1 knapsack problems where the number of products…