Related papers: Objective Scaling Ensemble Approach for Integer Li…
Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…
Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…
Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…
The Big Data phenomenon has spawned large-scale linear programming problems. In many cases, these problems are non-stationary. In this paper, we describe a new scalable algorithm called NSLP for solving high-dimensional, non-stationary…
Ensembling is a simple and popular technique for boosting evaluation performance by training multiple models (e.g., with different initializations) and aggregating their predictions. This approach is commonly reserved for the largest…
We propose an exact algorithm for solving biobjective integer programming problems, which arise in various applications of operations research. The algorithm is based on solving Pascoletti-Serafini scalarizations to search specified regions…
A powerful way to improve performance in machine learning is to construct an ensemble that combines the predictions of multiple models. Ensemble methods are often much more accurate and lower variance than the individual classifiers that…
We consider so-called squaring the square-puzzles where a given square (or rectangle) should be dissected into smaller squares. For a specific instance of such problems we demonstrate that a mathematically rigorous solution can be quite…
Multi-objective integer optimization problems are hard to solve, mainly because the number of nondominated images is often extremely large. We present the first exact algorithm, called PEA, that fully utilizes the multicore architecture of…
We suggest an adaptive version of a partial linearization method for composite optimization problems. The goal function is the sum of a smooth function and a non necessary smooth convex separable function, whereas the feasible set is the…
In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…
In this set of papers we formulate a stand alone method to derive maximal number of linearizing transformations for nonlinear ordinary differential equations (ODEs) of any order including coupled ones from a knowledge of fewer number of…
We present a method for calibrating the Ensemble of Exemplar SVMs model. Unlike the standard approach, which calibrates each SVM independently, our method optimizes their joint performance as an ensemble. We formulate joint calibration as a…
Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…
Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations…
We address unsupervised dependency parsing by building an ensemble of diverse existing models through post hoc aggregation of their output dependency parse structures. We observe that these ensembles often suffer from low robustness against…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…
Ensemble learning improves classification performance by combining multiple base classifiers. While increasing the number of classifiers generally enhances accuracy, excessively large ensembles can lead to computational inefficiency and…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…