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We consider bi-objective ranking and selection problems, where the goal is to correctly identify the Pareto optimal solutions among a finite set of candidates for which the two objective outcomes have been observed with uncertainty (e.g.,…

Machine Learning · Statistics 2024-03-29 Sebastian Rojas Gonzalez , Juergen Branke , Inneke van Nieuwenhuyse

Several fundamental problems in science and engineering consist of global optimization tasks involving unknown high-dimensional (black-box) functions that map a set of controllable variables to the outcomes of an expensive experiment.…

Machine Learning · Computer Science 2023-09-15 Mohamed Aziz Bhouri , Michael Joly , Robert Yu , Soumalya Sarkar , Paris Perdikaris

The problem of learning the structure of Bayesian networks from complete discrete data with a limit on parent set size is considered. Learning is cast explicitly as an optimisation problem where the goal is to find a BN structure which…

Artificial Intelligence · Computer Science 2012-02-20 James Cussens

A multiple objective simulation optimization algorithm named Multiple Objective Probabilistic Branch and Bound with Single Observation (MOPBnB(so)) is presented for approximating the Pareto optimal set and the associated efficient frontier…

Optimization and Control · Mathematics 2025-06-06 Hao Huang , Zelda B. Zabinsky

In this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential privacy (DP). We propose two algorithms: Noisy Stochastic…

Optimization and Control · Mathematics 2022-04-04 Digvijay Boob , Cristóbal Guzmán

Traveling salesman problem is a NP-hard problem. Until now, researchers have not found a polynomial time algorithm for traveling salesman problem. Among the existing algorithms, dynamic programming algorithm can solve the problem in time…

Data Structures and Algorithms · Computer Science 2015-10-16 Yunpeng Li

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

Tiedemann, et al. [Proc. of WALCOM, LNCS 8973, 2015, pp.210-221] defined multi-objective online problems (as an online version of multi-objective optimization problems) and the competitive analysis for multi-objective online problems and…

Data Structures and Algorithms · Computer Science 2016-05-02 Shun Hasegawa , Toshiya Itoh

Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Juergen Branke

This study investigates the application of Bayesian Optimization (BO) for the hyperparameter tuning of neural networks, specifically targeting the enhancement of Convolutional Neural Networks (CNN) for image classification tasks. Bayesian…

Machine Learning · Computer Science 2024-10-30 Gabriele Onorato

The Travelling Salesman Problem (TSP) is a classical combinatorial optimisation problem. Deep learning has been successfully extended to meta-learning, where previous solving efforts assist in learning how to optimise future optimisation…

Machine Learning · Computer Science 2020-11-04 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

Hard optimization problems are often approached by finding approximate solutions. Here, we highlight the concept of proportional sampling and discuss how it can be used to improve the performance of stochastic algorithms for optimization.…

Quantum Physics · Physics 2018-08-01 Juan Miguel Arrazola , Thomas R. Bromley , Patrick Rebentrost

The Bin Packing Problem involves efficiently packing items into a limited number of bins without exceeding their capacity. In this paper, we try to answer a specific question in this field. Mathematically the combinatorial optimization…

General Mathematics · Mathematics 2025-08-25 Angshuman Robin Goswami

Goal-oriented Reinforcement Learning, where the agent needs to reach the goal state while simultaneously minimizing the cost, has received significant attention in real-world applications. Its theoretical formulation, stochastic shortest…

Machine Learning · Computer Science 2022-06-13 Ming Yin , Wenjing Chen , Mengdi Wang , Yu-Xiang Wang

Bin packing is an algorithmic problem that arises in diverse applications such as remnant inventory systems, shipping logistics, and appointment scheduling. In its simplest variant, a sequence of $T$ items (e.g., orders for raw material,…

Data Structures and Algorithms · Computer Science 2022-03-15 Varun Gupta , Ana Radovanovic

Partial set cover problem and set multi-cover problem are two generalizations of set cover problem. In this paper, we consider the partial set multi-cover problem which is a combination of them: given an element set $E$, a collection of…

Discrete Mathematics · Computer Science 2019-07-05 Yishuo Shi , Yingli Ran , Zhao Zhang , James Willson , Guangmo Tong , Ding-Zhu Du

In many submodular optimization applications, datasets are naturally partitioned into disjoint subsets. These scenarios give rise to submodular optimization problems with partition-based constraints, where the desired solution set should be…

Data Structures and Algorithms · Computer Science 2026-01-21 Wenjing Chen , Yixin Chen , Victoria G. Crawford

In many high-throughput experimental design settings, such as those common in biochemical engineering, batched queries are more cost effective than one-by-one sequential queries. Furthermore, it is often not possible to directly choose…

Machine Learning · Computer Science 2019-04-18 Kevin K. Yang , Yuxin Chen , Alycia Lee , Yisong Yue

Graph-structured data are central to many scientific and industrial applications where the goal is to optimize expensive black-box objectives defined over graph structures or node configurations -- as seen in molecular design, supply…

Optimization and Control · Mathematics 2026-04-22 Yilin Xie , Shiqiang Zhang , Jixiang Qing , Ruth Misener , Calvin Tsay