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Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Constraint programming is used for a variety of real-world optimisation problems, such as planning, scheduling and resource allocation problems. At the same time, one continuously gathers vast amounts of data about these problems. Current…

This Survey provides an overview of techniques in termination analysis for programs with numerical variables and transitions defined by linear constraints. This subarea of program analysis is challenging due to the existence of undecidable…

Programming Languages · Computer Science 2026-01-27 Amir M. Ben-Amram , Samir Genaim , Joël Ouaknine , James Worrell

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

Implicit variables of a mathematical program are variables which do not need to be optimized but are used to model feasibility conditions. They frequently appear in several different problem classes of optimization theory comprising bilevel…

Optimization and Control · Mathematics 2023-06-22 Matúš Benko , Patrick Mehlitz

We explore the idea of using finite automata to implement new constraints for local search (this is already a successful technique in constraint-based global search). We show how it is possible to maintain incrementally the violations of a…

Artificial Intelligence · Computer Science 2009-10-08 Jun He , Pierre Flener , Justin Pearson

To solve complex real-world problems, heuristics and concept-based approaches can be used in order to incorporate information into the problem. In this study, a concept-based approach called variable functioning Fx is introduced to reduce…

Computational Engineering, Finance, and Science · Computer Science 2022-05-17 Amir H Gandomi , Kalyanmoy Deb , Ronald C Averill , Shahryar Rahnamayan , Mohammad Nabi Omidvar

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

LECTURE GIVEN AT TH2002. Given a set of Boolean variables, and some constraints between them, is it possible to find a configuration of the variables which satisfies all constraints? This problem, which is at the heart of combinatorial…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marc Mezard

Variable division and optimization (D\&O) is a frequently utilized algorithm design paradigm in Evolutionary Algorithms (EAs). A D\&O EA divides a variable into partial variables and then optimize them respectively. A complicated problem is…

Neural and Evolutionary Computing · Computer Science 2021-01-22 Yi Chen , Aimin Zhou

Constraint programming (CP) is a powerful technique for solving constraint satisfaction and optimization problems. In CP solvers, the variable ordering strategy used to select which variable to explore first in the solving process has a…

Artificial Intelligence · Computer Science 2023-04-13 Yuan Sun , Su Nguyen , Dhananjay Thiruvady , Xiaodong Li , Andreas T. Ernst , Uwe Aickelin

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…

Optimization and Control · Mathematics 2021-03-12 Burak Kocuk

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

Optimization and Control · Mathematics 2022-05-31 Laurent Lessard

To optimize efficiently over discrete data and with only few available target observations is a challenge in Bayesian optimization. We propose a continuous relaxation of the objective function and show that inference and optimization can be…

Value iteration (VI) is a ubiquitous algorithm for optimal control, planning, and reinforcement learning schemes. Under the right assumptions, VI is a vital tool to generate inputs with desirable properties for the controlled system, like…

Optimization and Control · Mathematics 2020-11-23 Mathieu Granzotto , Romain Postoyan , Dragan Nešić , Lucian Buşoniu , Jamal Daafouz

Resource constrained job scheduling is a hard combinatorial optimisation problem that originates in the mining industry. Off-the-shelf solvers cannot solve this problem satisfactorily in reasonable timeframes, while other solution methods…

Neural and Evolutionary Computing · Computer Science 2024-07-23 Su Nguyen , Dhananjay Thiruvady , Yuan Sun , Mengjie Zhang

The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

Constraint solvers are complex pieces of software which require many design decisions to be made by the implementer based on limited information. These decisions affect the performance of the finished solver significantly. Once a design…

Artificial Intelligence · Computer Science 2010-08-26 Ian Gent , Lars Kotthoff , Ian Miguel , Peter Nightingale

Devising efficient algorithms that track the optimizers of continuously varying convex optimization problems is key in many applications. A possible strategy is to sample the time-varying problem at constant rate and solve the resulting…

Optimization and Control · Mathematics 2017-11-28 Andrea Simonetto
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