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In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…

Optimization and Control · Mathematics 2009-09-22 Denis Belomestny

We develop a sound, complete and practically implementable tableaux-based decision method for constructive satisfiability testing and model synthesis in the fragment ATL+ of the full Alternating time temporal logic ATL*. The method extends…

Logic in Computer Science · Computer Science 2015-05-28 Serenella Cerrito , Amélie David , Valentin Goranko

We study piecewise affine policies for multi-stage adjustable robust optimization (ARO) problems with non-negative right-hand side uncertainty. First, we construct new dominating uncertainty sets and show how a multi-stage ARO problem can…

Optimization and Control · Mathematics 2024-02-06 Simon Thomä , Grit Walther , Maximilian Schiffer

We consider the problem of scheduling multiprocessor jobs to minimize the total completion time under the given energy budget. Each multiprocessor job requires more than one processor at the same moment of time. Processors may operate at…

Optimization and Control · Mathematics 2021-07-22 Alexander Kononov , Yulia Kovalenko

Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide…

Machine Learning · Computer Science 2020-03-02 Amir-Hossein Karimi , Gilles Barthe , Borja Balle , Isabel Valera

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…

Machine Learning · Computer Science 2014-02-26 Tom Schaul , Ioannis Antonoglou , David Silver

Sequential test-time scaling is a promising training-free method to improve large reasoning model accuracy, but as currently implemented, significant limitations have been observed. Inducing models to think for longer can increase their…

Artificial Intelligence · Computer Science 2026-01-16 Michael R. Metel , Yufei Cui , Boxing Chen , Prasanna Parthasarathi

This paper investigates two related optimal input selection problems for fixed (non-switched) and switched structured systems. More precisely, we consider selecting the minimum cost of inputs from a prior set of inputs, and selecting the…

Systems and Control · Electrical Eng. & Systems 2022-10-20 Yuan Zhang , Yuanqing Xia , Shenyu Liu , Zhongqi Sun

Large Reasoning Models (LRMs) often suffer from computational inefficiency due to overthinking, where a fixed reasoning budget fails to match the varying complexity of tasks. To address this issue, we propose Adaptive Overclocking, a method…

Machine Learning · Computer Science 2025-09-23 Shuhao Jiang , Songbo Wang , Yang Qiao , Chun Xu , Chaoyang Zheng , Shengyi Zhou , Huanjun Wang , Fangming Li , Cong Zhang , Jiyu Wang

In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…

Optimization and Control · Mathematics 2012-06-28 Jin-Bao Jian , Chuan-Hao Guo , Chun-Ming Tang , Yan-Qin Bai

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

We consider the problem of learning a loss function which, when minimized over a training dataset, yields a model that approximately minimizes a validation error metric. Though learning an optimal loss function is NP-hard, we present an…

Machine Learning · Computer Science 2019-07-02 Matthew Streeter

Many functional logic languages are based on narrowing, a unification-based goal-solving mechanism which subsumes the reduction mechanism of functional languages and the resolution principle of logic languages. Needed narrowing is an…

Programming Languages · Computer Science 2007-05-23 Maria Alpuente , Michael Hanus , Salvador Lucas , German Vidal

Despite the rich existing literature about minimax optimization in continuous settings, only very partial results of this kind have been obtained for combinatorial settings. In this paper, we fill this gap by providing a characterization of…

Machine Learning · Computer Science 2023-05-29 Loay Mualem , Ethan R. Elenberg , Moran Feldman , Amin Karbasi

quest for processing speed potential. In fact, we always get a fraction of the technically available computing power (so-called {\em theoretical peak}), and the gap is likely to go hand-to-hand with the hardware complexity of the target…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-23 Claude Tadonki

A common challenge in real-time operations is deciding whether to re-solve an optimization problem or continue using an existing solution. While modern data platforms may collect information at high frequencies, many real-time operations…

Machine Learning · Computer Science 2025-09-30 Rui Ai , Hugo De Oliveira Barbalho , Sirui Li , Alexei Robsky , David Simchi-Levi , Ishai Menache
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