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Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

Many recent problems in signal processing and machine learning such as compressed sensing, image restoration, matrix/tensor recovery, and non-negative matrix factorization can be cast as constrained optimization. Projected gradient descent…

Optimization and Control · Mathematics 2022-09-07 Trung Vu , Raviv Raich

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

This paper deals with robust regression and subspace estimation and more precisely with the problem of minimizing a saturated loss function. In particular, we focus on computational complexity issues and show that an exact algorithm with…

Machine Learning · Computer Science 2019-04-22 Fabien Lauer

Time series forecasting presents unique challenges that limit the effectiveness of traditional machine learning algorithms. To address these limitations, various approaches have incorporated linear constraints into learning algorithms, such…

Machine Learning · Statistics 2025-02-18 Nathan Doumèche , Francis Bach , Éloi Bedek , Gérard Biau , Claire Boyer , Yannig Goude

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

In this paper, we consider the problem of scheduling an application on a parallel computational platform. The application is a particular task graph, either a linear chain of tasks, or a set of independent tasks. The platform is made of…

Data Structures and Algorithms · Computer Science 2012-10-18 Guillaume Aupy , Anne Benoit

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

This paper describes a data-driven framework for approximate global optimization in which precomputed solutions to a sample of problems are retrieved and adapted during online use to solve novel problems. This approach has promise for…

Robotics · Computer Science 2016-05-17 Kris Hauser

Many Machine Learning algorithms are formulated as regularized optimization problems, but their performance hinges on a regularization parameter that needs to be calibrated to each application at hand. In this paper, we propose a general…

Machine Learning · Statistics 2021-03-31 Mike Laszkiewicz , Asja Fischer , Johannes Lederer

We give an algorithm for prediction on a quantum computer which is based on a linear regression model with least squares optimisation. Opposed to related previous contributions suffering from the problem of reading out the optimal…

Quantum Physics · Physics 2016-09-07 Maria Schuld , Ilya Sinayskiy , Francesco Petruccione

Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

Optimization and Control · Mathematics 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

We consider several problems in the field of distributed optimization and hypothesis testing. We show how to obtain convergence times for these problems that scale linearly with the total number of nodes in the network by using a recent…

Optimization and Control · Mathematics 2017-05-24 Alex Olshevsky

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Recently, message-passing graph neural networks (MPNNs) have shown potential for solving combinatorial and continuous optimization problems due to their ability to capture variable-constraint interactions. While existing approaches leverage…

Artificial Intelligence · Computer Science 2025-02-05 Chendi Qian , Christopher Morris

Numerous approximation algorithms for problems on unit disk graphs have been proposed in the literature, exhibiting a sharp trade-off between running times and approximation ratios. We introduce a variation of the known shifting strategy…

Data Structures and Algorithms · Computer Science 2016-11-08 Guilherme D. da Fonseca , Vinícius G. Pereira de Sá , Celina M. H. de Figueiredo