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In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Yiqi Zhao , Xinyi Yu , Matteo Sesia , Jyotirmoy V. Deshmukh , Lars Lindemann

Answer Set Programming (ASP) has become, the paradigm of choice in the field of logic programming and non-monotonic reasoning. Thanks to the availability of efficient solvers, ASP has been successfully employed in a large number of…

Artificial Intelligence · Computer Science 2019-09-05 Agostino Dovier , Andrea Formisano , Flavio Vella

The combinatorial pricing problem (CPP) is a bilevel problem in which the leader maximizes their revenue by imposing tolls on certain items that they can control. Based on the tolls set by the leader, the follower selects a subset of items…

Optimization and Control · Mathematics 2025-06-10 Quang Minh Bui , Margarida Carvalho , José Neto

Exactly solving multi-objective integer programming (MOIP) problems is often a very time consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such…

Optimization and Control · Mathematics 2018-11-02 William Pettersson , Melih Ozlen

Scaling up model sizes can lead to fundamentally new capabilities in many machine learning (ML) tasks. However, training big models requires strong distributed system expertise to carefully design model-parallel execution strategies that…

Machine Learning · Computer Science 2022-10-17 Dacheng Li , Hongyi Wang , Eric Xing , Hao Zhang

This paper focuses on automated synthesis of divide-and-conquer parallelism, which is a common parallel programming skeleton supported by many cross-platform multithreaded libraries. The challenges of producing (manually or automatically) a…

Programming Languages · Computer Science 2017-01-31 Azadeh Farzan , Victor Nicolet

Individual investors are now massively using online brokers to trade stocks with convenient interfaces and low fees, albeit losing the advice and personalization traditionally provided by full-service brokers. We frame the problem faced by…

Artificial Intelligence · Computer Science 2021-03-16 Robin Swezey , Bruno Charron

Cooperative pathfinding is a multi-agent path planning problem where a group of vehicles searches for a corresponding set of non-conflicting space-time trajectories. Many of the practical methods for centralized solving of cooperative…

Artificial Intelligence · Computer Science 2012-10-26 Michal Čáp , Peter Novák , Jiří Vokřínek , Michal Pěchouček

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Parallel dataflow systems have become a standard technology for large-scale data analytics. Complex data analysis programs in areas such as machine learning and graph analytics often involve control flow, i.e., iterations and branching.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-16 Gábor E. Gévay , Tilmann Rabl , Sebastian Breß , Loránd Madai-Tahy , Volker Markl

The portfolio optimization problem is a basic problem of financial analysis. In the study, an optimization model for constructing an options portfolio with a certain payoff function has been proposed. The model is formulated as an integer…

Pricing of Securities · Quantitative Finance 2017-07-10 Margarita E. Fatyanova , Mikhail E. Semenov

To appear in Theory and Practice of Logic Programming (TPLP). Building on the award-winning, portfolio-based ASP solver claspfolio, we present claspfolio 2, a modular and open solver architecture that integrates several different…

Artificial Intelligence · Computer Science 2014-05-08 Holger Hoos , Marius Lindauer , Torsten Schaub

As it has become common to use many computer cores in routine applications, finding good ways to parallelize popular algorithms has become increasingly important. In this paper, we present a parallelization scheme for Markov chain Monte…

Methodology · Statistics 2016-06-01 Guillaume W. Basse , Natesh S. Pillai , Aaron Smith

Nowadays, we are to find out solutions to huge computing problems very rapidly. It brings the idea of parallel computing in which several machines or processors work cooperatively for computational tasks. In the past decades, there are a…

Programming Languages · Computer Science 2014-02-07 Brijender Kahanwal

Prior work on Automatically Scalable Computation (ASC) suggests that it is possible to parallelize sequential computation by building a model of whole-program execution, using that model to predict future computations, and then…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-21 Peter Kraft , Amos Waterland , Daniel Y Fu , Anitha Gollamudi , Shai Szulanski , Margo Seltzer

Satisfiability-based verification techniques, leveraging modern Boolean satisfiability (SAT) and Satisfiability Modulo Theories (SMT) solvers, have demonstrated efficacy in addressing practical problem instances within program analysis.…

Logic in Computer Science · Computer Science 2025-09-23 Markus Krahl , Matthias Güdemann , Stefan Wallentowitz

We present two adaptive schemes for dynamically choosing the number of parallel instances in parallel evolutionary algorithms. This includes the choice of the offspring population size in a (1+$\lambda$) EA as a special case. Our schemes…

Data Structures and Algorithms · Computer Science 2011-03-03 Jörg Lässig , Dirk Sudholt

The rapid rise in demand for training large neural network architectures has brought into focus the need for partitioning strategies, for example by using data, model, or pipeline parallelism. Implementing these methods is increasingly…

We present Matrix Distributed Processing, a C++ library for fast development of efficient parallel algorithms. MDP is based on MPI and consists of a collection of C++ classes and functions such as lattice, site and field. Once an algorithm…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Massimo Di Pierro