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In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…

Optimization and Control · Mathematics 2022-05-03 Mohammad Javad Feizollahi

Markov Decision Problems (MDPs) provide a foundational framework for modelling sequential decision-making across diverse domains, guided by optimality criteria such as discounted and average rewards. However, these criteria have inherent…

Artificial Intelligence · Computer Science 2025-08-26 Dibyangshu Mukherjee , Shivaram Kalyanakrishnan

Recently, Sidford, Wang, Wu and Ye (2018) developed an algorithm combining variance reduction techniques with value iteration to solve discounted Markov decision processes. This algorithm has a sublinear complexity when the discount factor…

Optimization and Control · Mathematics 2019-09-16 Marianne Akian , Stéphane Gaubert , Zheng Qu , Omar Saadi

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

We study infinite-horizon Discounted Markov Decision Processes (DMDPs) under a generative model. Motivated by the Algorithm with Advice framework Mitzenmacher and Vassilvitskii 2022, we propose a novel framework to investigate how a…

Machine Learning · Computer Science 2025-02-24 Lixing Lyu , Jiashuo Jiang , Wang Chi Cheung

Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or…

Optimization and Control · Mathematics 2025-01-08 Anna Jacobson , Filippo Pecci , Nestor Sepulveda , Qingyu Xu , Jesse Jenkins

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…

Machine Learning · Computer Science 2023-06-08 Blake Woodworth , Konstantin Mishchenko , Francis Bach

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

In this paper, we introduce an innovative NLP model specifically fine-tuned to determine the minimal number of denoising steps required for any given text prompt. This advanced model serves as a real-time tool that recommends the ideal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-06 Jean Yu , Haim Barad

Evaluating modern machine learning models has become prohibitively expensive. Benchmarks such as LMMs-Eval and HELM demand thousands of GPU hours per model. Costly evaluation reduces inclusivity, slows the cycle of innovation, and worsens…

Machine Learning · Computer Science 2026-03-03 Alexander Rubinstein , Benjamin Raible , Martin Gubri , Seong Joon Oh

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization…

Machine Learning · Computer Science 2023-10-02 Darko Drakulic , Sofia Michel , Florian Mai , Arnaud Sors , Jean-Marc Andreoli

A data-driven inverse optimization problem (DDIOP) seeks to estimate an objective function (i.e., weights) that is consistent with observed optimal-solution data, and is important in many applications, including those involving mixed…

Machine Learning · Computer Science 2026-02-17 Akira Kitaoka

We introduce a framework to approximate a Markov Decision Process that stands on two pillars: state aggregation -- as the algorithmic infrastructure; and central-limit-theorem-type approximations -- as the mathematical underpinning of…

Optimization and Control · Mathematics 2021-04-13 Amy B. Z. Zhang , Itai Gurvich

Estimating the probability of the binomial distribution is a basic problem, which appears in almost all introductory statistics courses and is performed frequently in various studies. In some cases, the parameter of interest is a difference…

Computation · Statistics 2024-08-21 Almog Peer , David Azriel

In line with the growing trend of using machine learning to help solve combinatorial optimisation problems, one promising idea is to improve node selection within a mixed integer programming (MIP) branch-and-bound tree by using a learned…

Neural and Evolutionary Computing · Computer Science 2022-01-05 Kaan Yilmaz , Neil Yorke-Smith

Partially-observable Markov decision processes (POMDPs) with discounted-sum payoff are a standard framework to model a wide range of problems related to decision making under uncertainty. Traditionally, the goal has been to obtain policies…

Artificial Intelligence · Computer Science 2018-05-01 Krishnendu Chatterjee , Adrián Elgyütt , Petr Novotný , Owen Rouillé

In this work, the problem of optimizing damper positions in vibrational systems is investigated. The objective is to determine the positions of external dampers in such a way that the influence of the input on the output is minimized. The…

Numerical Analysis · Mathematics 2025-06-26 Jennifer Przybilla , Matea Ugrica Vukojević , Ninolsav Truhar , Peter Benner

This paper presents a sound and complete fault detection approach for cyber-physical systems represented by hidden-mode switched affine models with time varying parametric uncertainty. The fault detection approach builds upon techniques…

Optimization and Control · Mathematics 2017-11-29 Farshad Harirchi , Necmiye Ozay

With the increasing complexity of power systems, faster methods for power system reliability analysis are needed. We propose a novel methodology to solve the security constrained optimal power flow (SCOPF) problem that reduces the…

Optimization and Control · Mathematics 2023-05-03 Matias Vistnes , Vijay Venu Vadlamudi , Sigurd Hofsmo Jakobsen , Oddbjørn Gjerde

Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…

Machine Learning · Computer Science 2022-01-25 Shaojie Tang , Jing Yuan
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