Related papers: Discussion on the paper: Hypotheses testing by con…
This chapter collects several probabilistic tools that proved to be useful in the analysis of randomized search heuristics. This includes classic material like Markov, Chebyshev and Chernoff inequalities, but also lesser known topics like…
We develop a hypothesis testing framework for the formulation of the problems of 1) the validation of a simulation model and 2) using modeling to certify the performance of a physical system. These results are used to solve the…
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is…
We propose a novel, flexible algorithm for combining together metaheuristicoptimizers for non-convex optimization problems. Our approach treatsthe constituent optimizers as a team of complex agents that communicateinformation amongst each…
The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…
Recent work of Brlek \textit{et al.} gives a characterization of digitally convex polyominoes using combinatorics on words. From this work, we derive a combinatorial symbolic description of digitally convex polyominoes and use it to analyze…
We initiate a formal study of reproducibility in optimization. We define a quantitative measure of reproducibility of optimization procedures in the face of noisy or error-prone operations such as inexact or stochastic gradient computations…
Piecewise linear vector optimization problems in a locally convex Hausdorff topological vector spaces setting are considered in this paper. The efficient solution set of these problems are shown to be the unions of finitely many semi-closed…
This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block…
In [G. Bianchi, R. J. Gardner and P. Gronchi, Symmetrization in Geometry, Adv. Math., vol. 306 (2017), 51-88], a systematic study of symmetrization operators on convex sets and their properties is conducted. In the end of their article, the…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…
Discussion of "Multivariate Bayesian Logistic Regression for Analysis of Clinical Trial Safety Issues" by W. DuMouchel [arXiv:1210.0385].
Discussion of "Multivariate Bayesian Logistic Regression for Analysis of Clinical Trial Safety Issues" by W. DuMouchel [arXiv:1210.0385].
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
These are lecture notes focusing on recent progress towards Bourgain's slicing problem and the isoperimetric conjecture proposed by Kannan, Lovasz and Simonovits (KLS).
The purpose of this note is to highlight and address inaccuracies in the convergence guarantees of SCvx, a nonconvex trajectory optimization algorithm proposed by Mao et al. (arXiv:1804.06539), and make connections to relevant prior work.…
Invited discussion on the paper "Hybrid Semiparametric Bayesian Networks" by David Atienza, Pedro Larranaga and Concha Bielza (TEST, 2022).
In this article, we survey the primary research on polyhedral computing methods for constrained linear control systems. Our focus is on the modeling power of convex optimization, featured to design set-based robust and optimal controllers.…
This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…