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We propose a new reduced order modeling strategy for tackling parametrized Partial Differential Equations (PDEs) with linear constraints, in particular Darcy flow systems in which the constraint is given by mass conservation. Our approach…

Numerical Analysis · Mathematics 2023-11-27 Wietse M. Boon , Nicola R. Franco , Alessio Fumagalli , Paolo Zunino

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…

Optimization and Control · Mathematics 2025-10-27 Evan Markou , Thalaiyasingam Ajanthan , Stephen Gould

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…

Optimization and Control · Mathematics 2025-06-25 Irina Wang , Bart Van Parys , Bartolomeo Stellato

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

This dissertation is a study on the design and analysis of novel, optimal routing and rate control algorithms in wireless, mobile communication networks. Congestion control and routing algorithms upto now have been designed and optimized…

Networking and Internet Architecture · Computer Science 2012-01-20 Jung Ryu

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…

Optimization and Control · Mathematics 2020-08-28 Filip Hanzely

In the last years decision-focused learning framework, also known as predict-and-optimize, have received increasing attention. In this setting, the predictions of a machine learning model are used as estimated cost coefficients in the…

Machine Learning · Computer Science 2022-06-20 Jayanta Mandi , Víctor Bucarey , Maxime Mulamba , Tias Guns

Ranking is one of the most fundamental problems in machine learning with applications in many branches of computer science such as: information retrieval systems, recommendation systems, machine translation and computational biology.…

Data Structures and Algorithms · Computer Science 2015-04-07 Krzysztof Choromanski

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Optimization and Control · Mathematics 2025-02-27 Rajmadan Lakshmanan , Alois Pichler , Miloš Kopa

Lattice-like structures can provide a combination of high stiffness with light weight that is useful in many applications, but a resolved finite element mesh of such structures results in a computationally expensive discretization. This…

Numerical Analysis · Mathematics 2022-09-07 Sean McBane , Youngsoo Choi , Karen Willcox

In this paper we present a random shuffling scheme to apply with adaptive sorting algorithms. Adaptive sorting algorithms utilize the presortedness present in a given sequence. We have probabilistically increased the amount of presortedness…

Data Structures and Algorithms · Computer Science 2016-08-31 Md. Enamul Karim , Abdun Naser Mahmood

Finding a \emph{single} best solution is the most common objective in combinatorial optimization problems. However, such a single solution may not be applicable to real-world problems as objective functions and constraints are only…

Data Structures and Algorithms · Computer Science 2022-01-25 Tesshu Hanaka , Masashi Kiyomi , Yasuaki Kobayashi , Yusuke Kobayashi , Kazuhiro Kurita , Yota Otachi

The 0-1 knapsack problem is a well-known combinatorial optimisation problem. Approximation algorithms have been designed for solving it and they return provably good solutions within polynomial time. On the other hand, genetic algorithms…

Neural and Evolutionary Computing · Computer Science 2014-04-04 Jun He , Feidun He , Hongbin Dong

It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…

Optimization and Control · Mathematics 2026-03-20 Dan Garber

We introduce a new combinatorial structure: the superselector. We show that superselectors subsume several important combinatorial structures used in the past few years to solve problems in group testing, compressed sensing, multi-channel…

Data Structures and Algorithms · Computer Science 2010-10-07 Ferdinando Cicalese , Ugo Vaccaro

This study proposes a new constraint handling technique for assisting metaheuristic optimization algorithms to solve constrained optimization problems more effectively and efficiently. Given any two solutions of any constrained optimization…

Optimization and Control · Mathematics 2023-10-23 Ting Huang , Qiang Zhang , Witold Pedrycz , Shanlin Yang

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa
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