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Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…

Data Structures and Algorithms · Computer Science 2017-06-28 Satyajith Amaran , Nikolaos V. Sahinidis , Bikram Sharda , Scott J. Bury

The selection of the most appropriate algorithm to solve a given problem instance, known as algorithm selection, is driven by the potential to capitalize on the complementary performance of different algorithms across sets of problem…

Machine Learning · Computer Science 2024-06-12 Gjorgjina Cenikj , Ana Nikolikj , Gašper Petelin , Niki van Stein , Carola Doerr , Tome Eftimov

We consider differentially private approximate singular vector computation. Known worst-case lower bounds show that the error of any differentially private algorithm must scale polynomially with the dimension of the singular vector. We are…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

It has long been observed that for practically any computational problem that has been intensely studied, different instances are best solved using different algorithms. This is particularly pronounced for computationally hard problems,…

Machine Learning · Computer Science 2018-11-29 Pascal Kerschke , Holger H. Hoos , Frank Neumann , Heike Trautmann

We propose a new definition of instance optimality for differentially private estimation algorithms. Our definition requires an optimal algorithm to compete, simultaneously for every dataset $D$, with the best private benchmark algorithm…

Machine Learning · Computer Science 2024-05-30 Travis Dick , Alex Kulesza , Ziteng Sun , Ananda Theertha Suresh

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

The approximation ratio has become one of the dominant measures in mechanism design problems. In light of analysis of algorithms, we define the \emph{smoothed approximation ratio} to compare the performance of the optimal mechanism and a…

Computer Science and Game Theory · Computer Science 2017-06-23 Xiaotie Deng , Yansong Gao , Jie Zhang

Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…

Methodology · Statistics 2010-07-06 Robert B. Gramacy , Herbert K. H. Lee

Optimization problems are crucial in artificial intelligence. Optimization algorithms are generally used to adjust the performance of artificial intelligence models to minimize the error of mapping inputs to outputs. Current evaluation…

Artificial Intelligence · Computer Science 2021-11-23 Zhicheng He

Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland , Kazuki Tanabe

People solve different problems and know that some of them are simple, some are complex and some insoluble. The main goal of this work is to develop a mathematical theory of algorithmic complexity for problems. This theory is aimed at…

Computational Complexity · Computer Science 2008-07-08 Mark Burgin

Evaluating performance across optimization algorithms on many problems presents a complex challenge due to the diversity of numerical scales involved. Traditional data processing methods, such as hypothesis testing and Bayesian inference,…

Optimization and Control · Mathematics 2024-09-10 Yunpeng Jinng , Qunfeng Liu

In scientific computing, it is common that a mathematical expression can be computed by many different algorithms (sometimes over hundreds), each identifying a specific sequence of library calls. Although mathematically equivalent, those…

Performance · Computer Science 2021-09-15 Aravind Sankaran , Paolo Bientinesi

Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…

Optimization and Control · Mathematics 2025-10-07 Milan Hladík

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

When attempting to recover functions from observational data, one naturally seeks to do so in an optimal manner with respect to some modeling assumption. With a focus put on the worst-case setting, this is the standard goal of Optimal…

Optimization and Control · Mathematics 2020-04-02 Mahmood Ettehad , Simon Foucart

Motivated by recent best case analyses for some sorting algorithms and based on the type of complexity we partition the algorithms into two classes: homogeneous and non homogeneous algorithms. Although both classes contain algorithms with…

Data Structures and Algorithms · Computer Science 2010-08-23 Ioannis Paparrizos

Recently, there has been substantial interest in clustering research that takes a beyond worst-case approach to the analysis of algorithms. The typical idea is to design a clustering algorithm that outputs a near-optimal solution, provided…

Data Structures and Algorithms · Computer Science 2018-12-31 Maria-Florina Balcan , Colin White

In a wide array of areas, algorithms are matching and surpassing the performance of human experts, leading to consideration of the roles of human judgment and algorithmic prediction in these domains. The discussion around these…

Computer Vision and Pattern Recognition · Computer Science 2019-04-01 Maithra Raghu , Katy Blumer , Greg Corrado , Jon Kleinberg , Ziad Obermeyer , Sendhil Mullainathan

We analyze worst-case convergence guarantees of first-order optimization methods over a function class extending that of smooth and convex functions. This class contains convex functions that admit a simple quadratic upper bound. Its study…

Optimization and Control · Mathematics 2022-05-31 Baptiste Goujaud , Adrien Taylor , Aymeric Dieuleveut