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We present an automated methodology to optimize laminated composite structures. Our approach, inspired by bi-level optimization scheme, avoids its prime deficiencies and is based on developed computationally inexpensive stacking sequences…

Computational Engineering, Finance, and Science · Computer Science 2017-05-03 D. T. Shvarts , F. V. Gubarev

Leximin is a common approach to multi-objective optimization, frequently employed in fair division applications. In leximin optimization, one first aims to maximize the smallest objective value; subject to this, one maximizes the…

Computer Science and Game Theory · Computer Science 2023-09-29 Eden Hartman , Avinatan Hassidim , Yonatan Aumann , Erel Segal-Halevi

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…

Computational Finance · Quantitative Finance 2015-09-04 Robert B. Gramacy , Mike Ludkovski

Building on the previous work of Lee et al. and Ferdinand et al. on coded computation, we propose a sequential approximation framework for solving optimization problems in a distributed manner. In a distributed computation system, latency…

Information Theory · Computer Science 2017-10-26 Jingge Zhu , Ye Pu , Vipul Gupta , Claire Tomlin , Kannan Ramchandran

Bilevel optimization has been widely applied in many important machine learning applications such as hyperparameter optimization and meta-learning. Recently, several momentum-based algorithms have been proposed to solve bilevel optimization…

Machine Learning · Computer Science 2021-12-17 Junjie Yang , Kaiyi Ji , Yingbin Liang

Iterative decoding was not originally introduced as the solution to an optimization problem rendering the analysis of its convergence very difficult. In this paper, we investigate the link between iterative decoding and classical…

Information Theory · Computer Science 2010-01-13 Florence Alberge , Ziad Naja , P. Duhamel

In this paper we compare the difference in performance of two of the Prediction by Partial Matching (PPM) family of compressors (PPM$^*$ and the original Bounded PPM algorithm) and the Lempel-Ziv 78 (LZ) algorithm. We construct an infinite…

Data Structures and Algorithms · Computer Science 2021-01-21 Liam Jordon , Philippe Moser

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

Gaining insights from realistic dynamical models of biochemical systems can be challenging given their large number of state variables. Model reduction techniques can mitigate this by decreasing complexity by mapping the model onto a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-22 Alexander Leguizamon-Robayo , Antonio Jiménez-Pastor , Micro Tribastone , Max Tschaikowski , Andrea Vandin

Tensor network contractions are widely used in statistical physics, quantum computing, and computer science. We introduce a method to efficiently approximate tensor network contractions using low-rank approximations, where each intermediate…

Quantum Physics · Physics 2025-01-01 Linjian Ma , Matthew Fishman , Miles Stoudenmire , Edgar Solomonik

The pressing need for efficient compression schemes for XML documents has recently been focused on stack computation, and in particular calls for a formulation of information-lossless stack or pushdown compressors that allows a formal…

Computational Complexity · Computer Science 2009-03-25 Elvira Mayordomo , Philippe Moser , Sylvain Perifel

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

A canonical approach to approximating the partition function of a Gibbs distribution via sampling is simulated annealing. This method has led to efficient reductions from counting to sampling, including: $\bullet$ classic non-adaptive…

Data Structures and Algorithms · Computer Science 2026-04-07 Hongyang Liu , Yitong Yin , Yiyao Zhang

In the Two-Bar Charts Packing Problem (2-BCPP), it is required to pack the bar charts (BCs) consisting of two bars into the horizontal unit-height strip of minimal length. The bars may move vertically within the strip, but it is forbidden…

Discrete Mathematics · Computer Science 2021-06-23 Adil Erzin , Georgii Melidi , Stepan Nazarenko , Roman Plotnikov

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

Multi-block separable convex problems recently received considerable attention. This class of optimization problems minimizes a separable convex objective function with linear constraints. The algorithmic challenges come from the fact that…

Optimization and Control · Mathematics 2016-08-18 Qia Li , Yuesheng Xu , Na Zhang

At the present scenario of the internet, there exist many optimization techniques to improve the Web speed but almost expensive in terms of bandwidth. So after a long investigation on different techniques to compress the data without any…

Information Theory · Computer Science 2014-05-20 Hemant Kumar Saini , Satpal Singh Kushwaha , C. Rama Krishna

We present a new algorithm for computing the Lempel-Ziv Factorization (LZ77) of a given string of length $N$ in linear time, that utilizes only $N\log N + O(1)$ bits of working space, i.e., a single integer array, for constant size integer…

Data Structures and Algorithms · Computer Science 2013-10-08 Keisuke Goto , Hideo Bannai

In many applications including integer-forcing linear multiple-input and multiple-output (MIMO) receiver design, one needs to solve a successive minima problem (SMP) on an $n$-dimensional lattice to get an optimal integer coefficient matrix…

Information Theory · Computer Science 2018-11-06 Jinming Wen , Lanping Li , Xiaohu Tang , Wai Ho Mow