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We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…

Machine Learning · Computer Science 2020-11-05 Andrés Muñoz Medina , Umar Syed , Sergei Vassilvitskii , Ellen Vitercik

The Quantum Approximate Optimisation Algorithm (QAOA) is a widely studied quantum-classical iterative heuristic for combinatorial optimisation. While QAOA targets problems in complexity class NP, the classical optimisation procedure…

Quantum Physics · Physics 2025-11-12 Tom Krüger , Wolfgang Mauerer

The NP-hard problem of task scheduling with communication delays (P|prec,c_{ij}|C_{\mathrm{max}}) is often tackled using approximate methods, but guarantees on the quality of these heuristic solutions are hard to come by. Optimal schedules…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-23 Michael Orr , Oliver Sinnen

Interval scheduling is a basic problem in the theory of algorithms and a classical task in combinatorial optimization. We develop a set of techniques for partitioning and grouping jobs based on their starting and ending times, that enable…

Data Structures and Algorithms · Computer Science 2023-02-27 Spencer Compton , Slobodan Mitrović , Ronitt Rubinfeld

Despite the growing interest in designing truly interactive hyperparameter optimization (HPO) methods, to date, only a few allow to include human feedback. Existing interactive Bayesian optimization (BO) methods incorporate human beliefs by…

Machine Learning · Computer Science 2025-05-26 Jonas Seng , Fabrizio Ventola , Zhongjie Yu , Kristian Kersting

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find…

Ranking and selection (R&S) aims to select the best alternative with the largest mean performance from a finite set of alternatives. Recently, considerable attention has turned towards the large-scale R&S problem which involves a large…

Methodology · Statistics 2025-09-09 Zaile Li , Weiwei Fan , L. Jeff Hong

We present an algorithm for multi-objective optimization of computationally expensive problems. The proposed algorithm is based on solving a set of surrogate problems defined by models of the real one, so that only solutions estimated to be…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Santiago Cuervo , Miguel Melgarejo , Angie Blanco-Cañon , Laura Reyes-Fajardo , Sergio Rojas-Galeano

Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…

Optimization and Control · Mathematics 2024-04-09 Kai Tu , Zhi Chen , Man-Chung Yue

For obtaining optimal first-order convergence guarantee for stochastic optimization, it is necessary to use a recurrent data sampling algorithm that samples every data point with sufficient frequency. Most commonly used data sampling…

Optimization and Control · Mathematics 2024-07-23 William G. Powell , Hanbaek Lyu

Leveraging quantum computers for optimization problems holds promise across various application domains. Nevertheless, utilizing respective quantum computing solvers requires describing the optimization problem according to the Quadratic…

Quantum Physics · Physics 2025-10-15 Deborah Volpe , Nils Quetschlich , Mariagrazia Graziano , Giovanna Turvani , Robert Wille

The quantum approximate optimization algorithm (QAOA) is a promising quantum algorithm that can be used to approximately solve combinatorial optimization problems. The usual QAOA ansatz consists of an alternating application of the cost and…

Quantum Physics · Physics 2024-11-01 Anthony Wilkie , Igor Gaidai , James Ostrowski , Rebekah Herrman

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

The Quantum Approximate Optimization Algorithm (QAOA) is a promising candidate algorithm for demonstrating quantum advantage in optimization using near-term quantum computers. However, QAOA has high requirements on gate fidelity due to the…

Quantum Physics · Physics 2023-03-20 Xiaoyuan Liu , Ruslan Shaydulin , Ilya Safro

We introduce PEPO (Pessimistic Ensemble based Preference Optimization), a single-step Direct Preference Optimization (DPO)-like algorithm to mitigate the well-known over-optimization issue in preference learning without requiring the…

Machine Learning · Computer Science 2026-05-18 Adam Barla , Emanuele Nevali , Luca Viano , Volkan Cevher

The Quantum Approximate Optimization Algorithm (QAOA) was originally developed to solve combinatorial optimization problems, but has become a standard for assessing the performance of quantum computers. Fully descriptive benchmarking…

Quantum Physics · Physics 2024-02-29 Anthony M. Polloreno , Graeme Smith

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Computational Complexity · Computer Science 2025-06-27 Vanessa Kosoy , Alexander Appel

Many data analytics systems store and process large datasets in partitions containing millions of rows. By mapping rows to partitions in an optimized way, it is possible to improve query performance by skipping over large numbers of…

Databases · Computer Science 2024-05-09 Kexin Rong , Paul Liu , Sarah Ashok Sonje , Moses Charikar

In this work we are concerned with the design of efficient mechanisms while eliciting limited information from the agents. First, we study the performance of sampling approximations in facility location games. Our key result is to show that…

Computer Science and Game Theory · Computer Science 2022-08-26 Ioannis Anagnostides , Dimitris Fotakis , Panagiotis Patsilinakos
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