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Sketching, a dimensionality reduction technique, has received much attention in the statistics community. In this paper, we study sketching in the context of Newton's method for solving finite-sum optimization problems in which the number…

Optimization and Control · Mathematics 2019-06-03 Albert S. Berahas , Raghu Bollapragada , Jorge Nocedal

Large scale numerical experiments are commonplace today in theoretical physics. The high performance algorithms described herein are the most compact, efficient methods known for representing and analyzing systems modeled well by sets or…

General Relativity and Quantum Cosmology · Physics 2018-05-14 William J. Cunningham

Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…

Optimization and Control · Mathematics 2025-05-20 Andi Han , Pierre-Louis Poirion , Akiko Takeda

We consider {\em profit-maximization} problems for {\em combinatorial auctions} with {\em non-single minded valuation functions} and {\em limited supply}. We obtain fairly general results that relate the approximability of the…

Computer Science and Game Theory · Computer Science 2013-12-03 Khaled Elbassioni , Mahmoud Fouz , Chaitanya Swamy

The problem of {\em efficiently} finding the best match for a query in a given set with respect to the Euclidean distance or the cosine similarity has been extensively studied in literature. However, a closely related problem of efficiently…

Computational Geometry · Computer Science 2021-06-24 Parikshit Ram , Alexander G. Gray

This work presents a novel method for task optimization in industrial plants using quantum-inspired tensor network technology. This method obtains the best possible combination of tasks on a set of machines with directed constraints while…

The uniqueness of an optimal solution to a combinatorial optimization problem attracts many fields of researchers' attention because it has a wide range of applications, it is related to important classes in computational complexity, and an…

Data Structures and Algorithms · Computer Science 2023-12-19 Takashi Horiyama , Yasuaki Kobayashi , Hirotaka Ono , Kazuhisa Seto , Ryu Suzuki

High dimensional integration is essential to many areas of science, ranging from particle physics to Bayesian inference. Approximating these integrals is hard, due in part to the difficulty of locating and sampling from regions of the…

Machine Learning · Statistics 2020-05-25 Thomas Foster , Chon Lok Lei , Martin Robinson , David Gavaghan , Ben Lambert

We introduce and study four optimization problems that generalize the well-known subset sum problem. Given a node-weighted digraph, select a subset of vertices whose total weight does not exceed a given budget. Some additional constraints…

Computational Complexity · Computer Science 2016-09-06 Laurent Gourvès , Jérôme Monnot , Lydia Tlilane

Many approaches for addressing Global Optimization problems typically rely on relaxations of nonlinear constraints over specific mathematical primitives. This is restricting in applications with constraints that are black-box, implicit or…

Optimization and Control · Mathematics 2025-01-03 Dimitris Bertsimas , Georgios Margaritis

We propose a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organizing processes often found in nature. The method, called Extremal Optimization, successively eliminates extremely…

Statistical Mechanics · Physics 2018-07-06 S. Boettcher , A. Percus

One of the challenges in optimization of high dimensional problems is finding appropriate solutions in a way that are as close as possible to the global optima. In this regard, one of the most common phenomena that occurs is the curse of…

Optimization and Control · Mathematics 2021-12-22 Somayeh Seifi Shalamzari , Mojtaba Banifakhr

Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization and cardinality regularized optimization as special cases. This paper proposes…

Optimization and Control · Mathematics 2016-12-08 Ganzhao Yuan , Wei-Shi Zheng , Bernard Ghanem

In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…

Optimization and Control · Mathematics 2020-11-03 Caroline Geiersbach , Estefania Loayza-Romero , Kathrin Welker

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

Machine Learning · Computer Science 2025-11-19 Varun Babbar , Hayden McTavish , Cynthia Rudin , Margo Seltzer

We present four novel approximation algorithms for finding triangulation of minimum treewidth. Two of the algorithms improve on the running times of algorithms by Robertson and Seymour, and Becker and Geiger that approximate the optimum by…

Data Structures and Algorithms · Computer Science 2013-01-14 Eyal Amir

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

We present a bounded-error quantum algorithm for evaluating Min-Max trees. For a tree of size N our algorithm makes N^{1/2+o(1)} comparison queries, which is close to the optimal complexity for this problem.

Quantum Physics · Physics 2022-03-29 Richard Cleve , Dmytro Gavinsky , David L. Yonge-Mallo

As most robust combinatorial min-max and min-max regret problems with discrete uncertainty sets are NP-hard, research into approximation algorithm and approximability bounds has been a fruitful area of recent work. A simple and well-known…

Data Structures and Algorithms · Computer Science 2016-11-30 Marc Goerigk , André Chassein

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang
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