Related papers: Minimum Entropy Combinatorial Optimization Problem…
We study a family of combinatorial optimization problems defined by a parameter $p\in[0,1]$, which involves spectral functions applied to positive semidefinite matrices, and has some application in the theory of optimal experimental design.…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
We state an open problem in the theory of diversities: what is the worst case minimal distortion embedding of a diversity on $n$ points in $\ell_1$. This problem is the diversity analogue of a famous problem in metric geometry: what is the…
We examine a new optimization problem formulated in the tropical mathematics setting as a further extension of certain known problems. The problem is to minimize a nonlinear objective function, which is defined on vectors over an idempotent…
We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…
The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…
We consider rather a general class of multi-level optimization problems, where a convex objective function is to be minimized subject to constraints of optimality of nested convex optimization problems. As a special case, we consider a…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
Many applications, including natural language processing, sensor networks, collaborative filtering, and federated learning, call for estimating discrete distributions from data collected in batches, some of which may be untrustworthy,…
In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the…
Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…
This paper studies the notion of computational entropy. Using techniques from convex optimization, we investigate the following problems: (a) Can we derandomize the computational entropy? More precisely, for the computational entropy, what…
We propose a model-based, automated, bottom-up approach for design, which is applicable to various physical domains, but in this work we focus on the electrical domain. This bottom-up approach is based on a meta-topology in which each link…
This paper is devoted to the study of approximate solutions for a multiobjective interval-valued optimization problem based on an interval order. We establish new existence theorems of approximate solutions for such a problem under some…
Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…
One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictions on the constraint set. Dual equalities and…
We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…
We introduce a new class of inverse optimization problems in which an input solution is given together with $k$ linear weight functions, and the goal is to modify the weights by the same deviation vector $p$ so that the input solution…