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The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

We are developing a general framework for using learned Bayesian models for decision-theoretic control of search and reasoningalgorithms. We illustrate the approach on the specific task of controlling both general and domain-specific…

Artificial Intelligence · Computer Science 2013-01-14 Eric J. Horvitz , Yongshao Ruan , Carla P. Gomes , Henry Kautz , Bart Selman , David Maxwell Chickering

Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…

Information Theory · Computer Science 2014-04-29 Dennis Amelunxen , Martin Lotz , Michael B. McCoy , Joel A. Tropp

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev

Many physical systems have underlying safety considerations that require that the policy employed ensures the satisfaction of a set of constraints. The analytical formulation usually takes the form of a Constrained Markov Decision Process…

Machine Learning · Computer Science 2021-03-03 Aria HasanzadeZonuzy , Archana Bura , Dileep Kalathil , Srinivas Shakkottai

The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging…

Optimization and Control · Mathematics 2014-08-28 Dmitrii A. Serkov

Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…

Statistics Theory · Mathematics 2026-03-10 Guido Imbens , Lorenzo Masoero , Alexander Rakhlin , Thomas S. Richardson , Suhas Vijaykumar

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…

Systems and Control · Electrical Eng. & Systems 2021-02-26 David L. McPherson , Kaylene C. Stocking , S. Shankar Sastry

We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…

Optimization and Control · Mathematics 2018-09-11 Cláudio Gomes , Raphaël M. Jungers , Benoît Legat , Hans Vangheluwe

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

Raghavendra (STOC 2008) gave an elegant and surprising result: if Khot's Unique Games Conjecture (STOC 2002) is true, then for every constraint satisfaction problem (CSP), the best approximation ratio is attained by a certain simple…

Data Structures and Algorithms · Computer Science 2010-11-01 Yuichi Yoshida

Upper limits and confidence intervals are a convenient way to present experimental results. With modern experiments producing more and more data, it is often necessary to reduce the volume of the results for convenient distribution. A…

General Relativity and Quantum Cosmology · Physics 2024-10-02 Vladimir Dergachev

It is well established that formulating an effective constraint model of a problem of interest is crucial to the efficiency with which it can subsequently be solved. Following from the observation that it is difficult, if not impossible, to…

Artificial Intelligence · Computer Science 2023-11-21 Ian Miguel , András Z. Salamon , Christopher Stone

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

Optimization and Control · Mathematics 2024-11-21 Ziyue Chen , Qi Zhang

At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The…

Optimization and Control · Mathematics 2023-04-28 E. G. Birgin , J. M. Martínez

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

Periodically-driven systems are ubiquitous in science and technology. In quantum dynamics, even a small number of periodically-driven spins leads to complicated dynamics. Hence, it is of interest to understand what constraints such dynamics…

Quantum Physics · Physics 2022-04-20 Tanmoy Pandit , Alaina M. Green , C. Huerta Alderete , Norbert M. Linke , Raam Uzdin

This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…

Computer Science and Game Theory · Computer Science 2023-09-13 Omar Boufous , Rachid El-Azouzi , Mikaël Touati , Eitan Altman , Mustapha Bouhtou