Related papers: Parallel and Interacting Stochastic Approximation …
Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…
We consider the Adaptive Antoulas-Anderson (AAA) rational interpolation algorithm recently developed by Trefethen and co-authors, which can be viewed as a type of moment-matching technique for system realization and approximation. We…
This research concerns design optimization problems involving numerous design parameters and large computational models. These problems generally consist in non-convex constrained optimization problems in large and sometimes complex search…
Population-based search algorithms (PBSAs), including swarm intelligence algorithms (SIAs) and evolutionary algorithms (EAs), are competitive alternatives for solving complex optimization problems and they have been widely applied to…
We present the particle stochastic approximation EM (PSAEM) algorithm for learning of dynamical systems. The method builds on the EM algorithm, an iterative procedure for maximum likelihood inference in latent variable models. By combining…
The topic we address in this paper concerns the minimization of a Hamiltonian function for an Ising model through the application of simulated annealing algorithms based on (single-site) Glauber dynamics and stochastic cellular automata…
Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…
We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…
Analog quantum algorithms are formulated in terms of Hamiltonians rather than unitary gates and include quantum adiabatic computing, quantum annealing, and the quantum approximate optimization algorithm (QAOA). These algorithms are…
When measuring the value of a function to be minimized is not only expensive but also with noise, the popular simultaneous perturbation stochastic approximation (SPSA) algorithm requires only two function values in each iteration. In this…
Evaluating expectations on an Ising model (or Boltzmann machine) is essential for various applications, including statistical machine learning. However, in general, the evaluation is computationally difficult because it involves intractable…
A version of the time-parallel algorithm parareal is analyzed and applied to stochastic models in chemical kinetics. A fast predictor at the macroscopic scale (evaluated in serial) is available in the form of the usual reaction rate…
In this article a fast and parallelizable algorithm for rational approximation is presented. The method, called (P)QR-AAA, is a (parallel) set-valued variant of the AAA algorithm for scalar functions. It builds on the set-valued AAA…
A great deal of research has been conducted in the consideration of meta-heuristic optimisation methods that are able to find global optima in settings that gradient based optimisers have traditionally struggled. Of these, so-called…
This paper proposes a novel highly scalable non-myopic planning algorithm for multi-robot Active Information Acquisition (AIA) tasks. AIA scenarios include target localization and tracking, active SLAM, surveillance, environmental…
Simulated Annealing (SA) is a widely used stochastic optimization algorithm, yet much of its theoretical understanding is limited to asymptotic convergence guarantees or general spectral bounds. In this paper, we develop a finite-time…
Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an…
In this paper, a new metaheuristic optimization algorithm, called Path Construction Imitation Algorithm (PCIA), is proposed. PCIA is inspired by how humans construct new paths and use them. Typically, humans prefer popular transportation…
In the dynamic field of materials science, the quest to find optimal structures with low potential energy is of great significance. Over the past two decades, the minima hopping algorithm has emerged as a successful tool in this pursuit. We…
We propose the $S$-leaping algorithm for the acceleration of Gillespie's stochastic simulation algorithm that combines the advantages of the two main accelerated methods; the $\tau$-leaping and $R$-leaping algorithms. These algorithms are…