Related papers: A new algorithm for constraint satisfaction proble…
This technical note proposes the decentralized-partial-consensus optimization with inequality constraints, and a continuous-time algorithm based on multiple interconnected recurrent neural networks (RNNs) is derived to solve the obtained…
In this paper, the problem of load uncertainty in compliance problems is addressed where the uncertainty is described in the form of a set of finitely many loading scenarios. Computationally more efficient methods are proposed to exactly…
This manuscript develops a new framework to analyze and design iterative optimization algorithms built on the notion of Integral Quadratic Constraints (IQC) from robust control theory. IQCs provide sufficient conditions for the stability of…
This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…
In this paper, we investigate the possibility of improvement of the widely-used filtering algorithm for the linear constraints in constraint satisfaction problems in the presence of the alldifferent constraints. In many cases, the fact that…
We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…
This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…
This paper considers data-driven chance-constrained stochastic optimization problems in a Bayesian framework. Bayesian posteriors afford a principled mechanism to incorporate data and prior knowledge into stochastic optimization problems.…
We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…
We study here a natural situation when constraint programming can be entirely reduced to rule-based programming. To this end we explain first how one can compute on constraint satisfaction problems using rules represented by simple…
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less…
We investigate the connections between compression learning and scenario based optimization. We first show how to strengthen, or relax the consistency assumption at the basis of compression learning and study the learning and generalization…
In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…
We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
The ability to generate test data is often a necessary prerequisite for automated software testing. For the generated data to be fit for its intended purpose, the data usually has to satisfy various logical constraints. When testing is…
In this paper, we propose a novel multi-task learning (MTL) framework, called Self-Paced Multi-Task Learning (SPMTL). Different from previous works treating all tasks and instances equally when training, SPMTL attempts to jointly learn the…
Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…