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Sampling a diverse set of high-quality solutions for hard optimization problems is of great practical relevance in many scientific disciplines and applications, such as artificial intelligence and operations research. One of the main open…

The logit transform is arguably the most widely-employed link function beyond linear settings. This transformation routinely appears in regression models for binary data and provides a central building-block in popular methods for both…

Machine Learning · Statistics 2025-11-13 Niccolò Anceschi , Cristian Castiglione , Tommaso Rigon , Giacomo Zanella , Daniele Durante

The ball-constrained weighted maximin dispersion problem $(\rm P_{ball})$ is to find a point in an $n$-dimensional Euclidean ball such that the minimum of the weighted Euclidean distance from given $m$ points is maximized. We propose a new…

Optimization and Control · Mathematics 2016-04-11 Shu Wang , Yong Xia

The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight function. Although MTM has gained great popularity owing to…

Methodology · Statistics 2022-10-17 Hyunwoong Chang , Changwoo J. Lee , Zhao Tang Luo , Huiyan Sang , Quan Zhou

Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the appealing feature of being amenable to parallel computing. At each iteration, it samples several candidates for the next state of the Markov chain and…

Computation · Statistics 2023-08-25 Philippe Gagnon , Florian Maire , Giacomo Zanella

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

For two collections of nonnegative and suitably normalised weights $\W=(\W_j)$ and $\V=(\V_{n,k})$, a probability distribution on the set of partitions of the set $\{1,...,n\}$ is defined by assigning to a generic partition $\{A_j, j\leq…

Probability · Mathematics 2007-05-23 Alexander Gnedin , Jim Pitman

The efficient optimization method for locally Lipschitz continuous multiobjective optimization problems from [1] is extended from finite-dimensional problems to general Hilbert spaces. The method iteratively computes Pareto critical points,…

Optimization and Control · Mathematics 2024-02-12 Konstantin Sonntag , Bennet Gebken , Georg Müller , Sebastian Peitz , Stefan Volkwein

For elliptic interface problems in two- and three-dimensions with a possible very low regularity, this paper establishes a priori error estimates for the Raviart-Thomas and Brezzi-Douglas-Marini mixed finite element approximations. These…

Numerical Analysis · Mathematics 2019-03-01 Shun Zhang

We study set selection problems where the weights are uncertain. Instead of its exact weight, only an uncertainty interval containing its true weight is available for each element. In some cases, some solutions are universally optimal;…

Data Structures and Algorithms · Computer Science 2024-04-29 Christoph Dürr , Arturo Merino , José A. Soto , José Verschae

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

The standard quadratic optimization problem (StQP), i.e. the problem of minimizing a quadratic form $\bold x^TQ\bold x$ on the standard simplex $\{\bold x\ge\bold 0: \bold x^T\bold e=1\}$, is studied. The StQP arises in numerous…

Probability · Mathematics 2018-02-27 Xin Chen , Boris Pittel

The article demonstrates rather general approach to problems of discrete geometry: treat them as global optimization problems to be solved by one of general purpose solver implementing branch-and-bound algorithm (B&B). This approach may be…

Optimization and Control · Mathematics 2018-12-18 Sergey A. Smirnov , Vladimir V. Voloshinov

We introduce and study a new optimization problem on digraphs, termed Maximum Weighted Digraph Partition (MWDP) problem. We prove three complexity dichotomies for MWDP: on arbitrary digraphs, on oriented digraphs, and on symmetric digraphs.…

Discrete Mathematics · Computer Science 2023-07-04 Argyrios Deligkas , Eduard Eiben , Gregory Gutin , Philip R. Neary , Anders Yeo

We devise a deterministic algorithm to efficiently sample high-quality solutions of certain spin-glass systems that encode hard optimization problems. We employ tensor networks to represent the Gibbs distribution of all possible…

Statistical Mechanics · Physics 2021-09-07 Marek M. Rams , Masoud Mohseni , Daniel Eppens , Konrad Jałowiecki , Bartłomiej Gardas

Projection methods are popular algorithms for iteratively solving feasibility problems in Euclidean or even Hilbert spaces. They employ (selections of) nearest point mappings to generate sequences that are designed to approximate a point in…

Optimization and Control · Mathematics 2019-01-25 Heinz H. Bauschke , Sylvain Gretchko , Walaa M. Moursi

Many multiagent tasks -- such as reviewer assignment, coalition formation, or fair resource allocation -- require selecting a group of agents such that collaboration remains effective even in the worst case. The \emph{weighted max-min…

Data Structures and Algorithms · Computer Science 2026-02-10 Sharareh Alipour

In this work we study weighted total least squares problems on infinite dimensional spaces. We show that in most cases this problem does not admit a solution (except in the trivial case) and then, we consider a regularization on the…

Functional Analysis · Mathematics 2021-05-26 Maximiliano Contino , Guillermina Fongi , Alejandra Maestripieri , Santiago Muro

Switching-constrained optimization problems form a difficult class of mathematical programs since their feasible set is almost disconnected while standard constraint qualifications are likely to fail at several feasible points. That is why…

Optimization and Control · Mathematics 2018-09-10 Christian Kanzow , Patrick Mehlitz , Daniel Steck

Our research deals with the optimization version of the set partition problem, where the objective is to minimize the absolute difference between the sums of the two disjoint partitions. Although this problem is known to be NP-hard and…

Data Structures and Algorithms · Computer Science 2023-03-16 Kaan Gokcesu , Hakan Gokcesu