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We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

This paper addresses the structurally-constrained sparse decomposition of multi-dimensional signals onto overcomplete families of vectors, called dictionaries. The contribution of the paper is threefold. Firstly, a generic spatio-temporal…

Data Structures and Algorithms · Computer Science 2016-10-03 Yoann Isaac , Quentin Barthélemy , Cédric Gouy-Pailler , Michèle Sebag , Jamal Atif

We propose a new iterative procedure to optimize the restart for meta-heuristic algorithms to solve combinatorial optimization, which uses independent algorithm executions. The new procedure consists of either adding new executions or…

Optimization and Control · Mathematics 2017-09-20 Davide Palmigiani , Giovanni Sebastiani

In this paper, we propose a neural network learning algorithm for solving eigenvalue problems and boundary value problems (BVPs) for elliptic operators and initial BVPs (IBVPs) of quasi-linear parabolic equations in high dimensions as well…

Numerical Analysis · Mathematics 2023-08-25 Wei Cai

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process)…

Computational Finance · Quantitative Finance 2016-10-27 Michael Ludkovski

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

Head MRI pre-processing involves converting raw images to an intensity-normalized, skull-stripped brain in a standard coordinate space. In this paper, we propose an end-to-end weakly supervised learning approach, called Neural…

Image and Video Processing · Electrical Eng. & Systems 2023-03-23 Xinzi He , Alan Wang , Mert R. Sabuncu

We propose a sequential design method aiming at the estimation of an extreme quantile based on a sample of dichotomic data corresponding to peaks over a given threshold. This study is motivated by an industrial challenge in material…

Methodology · Statistics 2020-04-06 Michel Broniatowski , Emilie Miranda

A novel energy reduction strategy to maximally exploit the dynamic workload variation is proposed for the offline voltage scheduling of preemptive systems. The idea is to construct a fully-preemptive schedule that leads to minimum energy…

Other Computer Science · Computer Science 2011-11-09 Lap-Fai Leung , Chi-Ying Tsui , Xiaobo Sharon Hu

We propose a numerical method to approximate the value function for the optimal stopping problem of a piecewise deterministic Markov process (PDMP). Our approach is based on quantization of the post jump location---inter-arrival time Markov…

Probability · Mathematics 2016-08-14 Benoîte de Saporta , François Dufour , Karen Gonzalez

Optimal planning with respect to learned neural network (NN) models in continuous action and state spaces using mixed-integer linear programming (MILP) is a challenging task for branch-and-bound solvers due to the poor linear relaxation of…

Artificial Intelligence · Computer Science 2019-07-29 Buser Say , Scott Sanner , Sylvie Thiébaux

Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…

Methodology · Statistics 2026-05-29 Chen Cheng , Xun Huan

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

Most clinical prediction studies are developed from retrospective cohorts and reported as if all patient information were observed at once. In practice, clinicians face a more consequential question: \emph{when is there already enough…

Methodology · Statistics 2026-04-27 Hui-Mean Foo , Yuan-chin Ivan Chang

In this paper we present a new discretization strategy for the boundary element formulation of the Electroencephalography (EEG) forward problem. Boundary integral formulations, classically solved with the Boundary Element Method (BEM), are…

Medical Physics · Physics 2016-03-22 Lyes Rahmouni , Simon Adrian , Kristof Cools , Francesco P. Andriulli

We propose a Boolean Linear Programming model for the preemptive single machine scheduling problem with equal processing times, arbitrary release dates and weights(priorities) minimizing the total weighted completion time. Almost always an…

Optimization and Control · Mathematics 2020-12-16 Artem Fomin , Boris Goldengorin

We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

This paper proposes a fully distributed termination method for distributed optimization algorithms solved by multiple agents. The proposed method guarantees terminating a distributed optimization algorithm after satisfying the global…

Optimization and Control · Mathematics 2024-01-31 Mohannad Alkhraijah , Daniel K. Molzahn

The benefits of a recently proposed method to approximate hard optimization problems are demonstrated on the graph partitioning problem. The performance of this new method, called Extremal Optimization, is compared to Simulated Annealing in…

Statistical Mechanics · Physics 2009-10-31 S. Boettcher

Transcranial direct current stimulation is a non-invasive brain stimulation technique which modifies neural excitability by providing weak currents through scalp electrodes. The aim of this study is to introduce and analyze a novel…

Optimization and Control · Mathematics 2016-09-27 Sven Wagner , Martin Burger , Carsten H. Wolters