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The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…

Optimization and Control · Mathematics 2022-01-04 Warren B Powell , Saeed Ghadimi

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

Probability · Mathematics 2007-10-04 David J. Aldous , Charles Bordenave , Marc Lelarge

While reachability analysis is one of the most promising approaches for formal verification of dynamic systems, a major disadvantage preventing a more widespread application is the requirement to manually tune algorithm parameters such as…

Logic in Computer Science · Computer Science 2024-04-09 Niklas Kochdumper , Stanley Bak

Scientific software applications are increasingly developed by large interdiscplinary teams operating on functional modules organized around a common software framework, which is capable of integrating new functional capabilities without…

Performance · Computer Science 2013-09-10 Azamat Mametjanov , Boyana Norris

This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…

Optimization and Control · Mathematics 2019-11-26 Masaki Ogura , Masako Kishida , James Lam

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

Numerical Analysis · Mathematics 2017-04-04 Markus Bachmayr , Albert Cohen , Wolfgang Dahmen

We study the set of solutions to a parameterized, strongly convex optimization problem whose cost depends on uncertain, bounded parameters. We compute a certified outer approximation of the corresponding set of optimizers, using convergence…

Optimization and Control · Mathematics 2026-05-01 Brendan Gould , Chih-Yuan Chiu , Antoine P. Leeman , Kyriakos G. Vamvoudakis , Samuel Coogan , Glen Chou

Approximate computing trades off accuracy of results for resources such as energy or computing time. There is a large and rapidly growing literature on approximate computing that has focused mostly on showing the benefits of approximation.…

Programming Languages · Computer Science 2017-06-05 Swarnendu Biswas , Yan Pei , Donald S. Fussell , Keshav Pingali

The best algorithm for a computational problem generally depends on the "relevant inputs," a concept that depends on the application domain and often defies formal articulation. While there is a large literature on empirical approaches to…

Machine Learning · Computer Science 2016-09-06 Rishi Gupta , Tim Roughgarden

Obtaining optimal data transfer performance is of utmost importance to today's data-intensive distributed applications and wide-area data replication services. Doing so necessitates effectively utilizing available network bandwidth and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-21 Engin Arslan , Tevfik Kosar

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

Statistics Theory · Mathematics 2026-03-31 Ingrid Dæhlen , Nils Lid Hjort , Ingrid Hobæk Haff

Tuning parameters is crucial for the performance of localization and mapping algorithms. In general, the tuning of the parameters requires expert knowledge and is sensitive to information about the structure of the environment. In order to…

Robotics · Computer Science 2020-11-13 Nils Rottmann , Ralf Bruder , Honghu Xue , Achim Schweikard , Elmar Rueckert

Parametric optimization solves a family of optimization problems as a function of parameters. It is a critical component in situations where optimal decision making is repeatedly performed for updated parameter values, but computation…

Optimization and Control · Mathematics 2023-08-22 Hyunglip Bae , Jang Ho Kim , Woo Chang Kim

Programming by Optimization tools perform automatic software configuration according to the specification supplied by a software developer. Developers specify design spaces for program components, and the onerous task of determining which…

Artificial Intelligence · Computer Science 2017-07-14 Zoltan A. Kocsis , Jerry Swan

Embedded controllers for cyber-physical systems are often parameterized by look-up maps representing discretizations of continuous functions on metric spaces. For example, a non-linear control action may be represented as a table of…

Systems and Control · Computer Science 2017-10-10 Jyotirmoy V. Deshmukh , Xiaoqing Jin , Rupak Majumdar , Vinayak S. Prabhu

The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…

Software Engineering · Computer Science 2021-10-28 Melika Dastranj , Mehran Alidoost Nia , Mehdi Kargahi

Parallel machine scheduling has been extensively studied in the past decades, with applications ranging from production planning to job processing in large computing clusters. In this work we study some of these fundamental optimization…

Data Structures and Algorithms · Computer Science 2015-09-08 Yael Mordechai

This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model.…

Machine Learning · Computer Science 2016-06-20 Jelena Luketina , Mathias Berglund , Klaus Greff , Tapani Raiko

Scientific software is often driven by multiple parameters that affect both accuracy and performance. Since finding the optimal configuration of these parameters is a highly complex task, it extremely common that the software is used…

Computational Engineering, Finance, and Science · Computer Science 2016-08-17 Diego Fabregat-Traver , Ahmed E. Ismail , Paolo Bientinesi
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