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This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

Computational Complexity · Computer Science 2025-09-01 Mrinalkanti Ghosh

A constraint satisfaction problem (CSP) is a computational problem where the input consists of a finite set of variables and a finite set of constraints, and where the task is to decide whether there exists a satisfying assignment of values…

Computational Complexity · Computer Science 2019-04-23 Manuel Bodirsky

Algorithm portfolios represent a strategy of composing multiple heuristic algorithms, each suited to a different class of problems, within a single general solver that will choose the best suited algorithm for each input. This approach…

Artificial Intelligence · Computer Science 2014-05-16 Petr Baudiš

A constraint satisfaction problem (CSP), $\textsf{Max-CSP}(\mathcal{F})$, is specified by a finite set of constraints $\mathcal{F} \subseteq \{[q]^k \to \{0,1\}\}$ for positive integers $q$ and $k$. An instance of the problem on $n$…

Computational Complexity · Computer Science 2024-02-27 Chi-Ning Chou , Alexander Golovnev , Madhu Sudan , Santhoshini Velusamy

Minesweeper is a popular spatial-based decision-making game that works with incomplete information. As an exemplary NP-complete problem, it is a major area of research employing various artificial intelligence paradigms. The present work…

Artificial Intelligence · Computer Science 2021-05-11 Yash Pratyush Sinha , Pranshu Malviya , Rupaj Kumar Nayak

Given a fixed arity $k \geq 2$, Min-$k$-CSP on complete instances involves a set of $n$ variables $V$ and one nontrivial constraint for every $k$-subset of variables (so there are $\binom{n}{k}$ constraints). The goal is to find an…

Data Structures and Algorithms · Computer Science 2024-10-28 Aditya Anand , Euiwoong Lee , Amatya Sharma

We report new results on the complexity of the valued constraint satisfaction problem (VCSP). Under the unique games conjecture, the approximability of finite-valued VCSP is fairly well-understood. However, there is yet no characterisation…

Computational Complexity · Computer Science 2011-04-29 Peter Jonsson , Fredrik Kuivinen , Johan Thapper

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

Optimization and Control · Mathematics 2021-01-01 Yuchen Xie , Raghu Bollapragada , Richard Byrd , Jorge Nocedal

We study a cardinality-constrained optimization problem with nonnegative variables in this paper. This problem is often encountered in practice. Firstly we study some properties on the optimal solutions of this optimization problem under…

Optimization and Control · Mathematics 2019-06-04 Zhongyi Jiang , Baiyi Wu , Qiying Hu

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Machine Learning · Computer Science 2025-07-29 Zhengpeng Xie , Qiang Zhang , Fan Yang , Marco Hutter , Renjing Xu

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

Artificial Intelligence · Computer Science 2011-10-12 J. Culberson , Y. Gao

Traditional approaches to portfolio optimization, often rooted in Modern Portfolio Theory and solved via quadratic programming or evolutionary algorithms, struggle with scalability or flexibility, especially in scenarios involving complex…

Computational Engineering, Finance, and Science · Computer Science 2025-07-23 Christian Oliva , Pedro R. Ventura , Luis F. Lago-Fernández

Several real-world applications could be modeled as Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, remote sensing technology, and so on. Most of the models for these…

Computational Engineering, Finance, and Science · Computer Science 2021-01-22 Yi Chen , Aimin Zhou , Swagatam Das

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

Noisy optimization is the optimization of objective functions corrupted by noise. A portfolio of solvers is a set of solvers equipped with an algorithm selection tool for distributing the computational power among them. Portfolios are…

Optimization and Control · Mathematics 2015-11-05 Marie-Liesse Cauwet , Jialin Liu , Rozière Baptiste , Olivier Teytaud

In this paper we present an evolutionary optimization approach to solve the risk parity portfolio selection problem. While there exist convex optimization approaches to solve this problem when long-only portfolios are considered, the…

Portfolio Management · Quantitative Finance 2015-04-14 Ronald Hochreiter

Functional constraints and bi-functional constraints are an important constraint class in Constraint Programming (CP) systems, in particular for Constraint Logic Programming (CLP) systems. CP systems with finite domain constraints usually…

Artificial Intelligence · Computer Science 2010-06-17 Yuanlin Zhang , Roland H. C. Yap

This paper describes an extension to the constraint satisfaction problem (CSP) called MUSE CSP (MUltiply SEgmented Constraint Satisfaction Problem). This extension is especially useful for those problems which segment into multiple sets of…

Artificial Intelligence · Computer Science 2014-11-17 R. A Helzerman , M. P. Harper

The Constraint-satisfaction problem (CSP) is fundamental in mathematics, physics, and theoretical computer science. Continuous local search (CLS) solvers, as recent advancements, can achieve highly competitive results on certain classes of…

Artificial Intelligence · Computer Science 2026-01-29 Yunuo Cen , Zixuan Wang , Jintao Zhang , Zhiwei Zhang , Xuanyao Fong

This paper proposes a robust approximation method for solving chance constrained optimization (CCO) of polynomials. Assume the CCO is defined with an individual chance constraint that is affine in the decision variables. We construct a…

Optimization and Control · Mathematics 2024-08-27 Bo Rao , Liu Yang , Suhan Zhong , Guangming Zhou