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Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…

Data Structures and Algorithms · Computer Science 2017-06-28 Satyajith Amaran , Nikolaos V. Sahinidis , Bikram Sharda , Scott J. Bury

The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…

Optimization and Control · Mathematics 2016-11-30 Evgeni Nurminski

To reduce the x-ray dose in computerized tomography (CT), many constrained optimization approaches have been proposed aiming at minimizing a regularizing function that measures lack of consistency with some prior knowledge about the object…

Medical Physics · Physics 2017-04-05 Edgar Garduño , Gabor T. Herman

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

Many optimization problems admit a number of local optima, among which there is the global optimum. For these problems, various heuristic optimization methods have been proposed. Comparing the results of these solvers requires the…

Artificial Intelligence · Computer Science 2019-02-18 Gianfranco Chicco , Andrea Mazza

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

Machine Learning · Computer Science 2013-09-24 Anna Choromanska , Tony Jebara

We explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problems. The method, called extremal optimization, is inspired by self-organized criticality, a concept introduced to describe emergent…

Statistical Mechanics · Physics 2009-10-31 S. Boettcher , A. G. Percus

Accelerator physics relies on numerical algorithms to solve optimization problems in online accelerator control and tasks such as experimental design and model calibration in simulations. The effectiveness of optimization algorithms in…

Multicriteria optimization problems occur in many real life applications, for example in cancer radiotherapy treatment and in particular in intensity modulated radiation therapy (IMRT). In this work we focus on optimization problems with…

Optimization and Control · Mathematics 2017-04-05 Esther Bonacker , Aviv Gibali , Karl-Heinz Küfer , and Philipp Süss

Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not…

Optimization and Control · Mathematics 2017-04-05 Yair Censor

Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have…

Machine Learning · Computer Science 2020-11-11 Arnur Nigmetov , Aditi S. Krishnapriyan , Nicole Sanderson , Dmitriy Morozov

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Optimization aims at selecting a feasible set of parameters in an attempt to solve a particular problem, being applied in a wide range of applications, such as operations research, machine learning fine-tuning, and control engineering,…

Neural and Evolutionary Computing · Computer Science 2020-12-03 Gustavo H. de Rosa , Douglas Rodrigues , João P. Papa

Optimizations in a traditional compiler are applied sequentially, with each optimization destructively modifying the program to produce a transformed program that is then passed to the next optimization. We present a new approach for…

Programming Languages · Computer Science 2015-07-01 Ross Tate , Michael Stepp , Zachary Tatlock , Sorin Lerner

A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Stefan Boettcher , Allon G. Percus

Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward…

Optimization and Control · Mathematics 2016-12-22 Yair Censor , Yehuda Zur

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing…

Applications · Statistics 2018-08-24 Ran Rubin

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

The theory of majorizing measures, extensively developed by Fernique, Talagrand and many others, provides one of the most general frameworks for controlling the behavior of stochastic processes. In particular, it can be applied to derive…

Probability · Mathematics 2020-12-25 Sander Borst , Daniel Dadush , Neil Olver , Makrand Sinha