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We introduce an approximation method to solve an optimal control problem via the Lagrange dual of its weak formulation. It is based on a sum-of-squares representation of the Hamiltonian, and extends a previous method from polynomial…

Optimization and Control · Mathematics 2021-10-15 Eloïse Berthier , Justin Carpentier , Alessandro Rudi , Francis Bach

This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…

Optimization and Control · Mathematics 2016-07-26 Xiaojun Lu , Yanhua Wu

Optimization problems with Boolean variables that fall into the nondeterministic polynomial (NP) class are of fundamental importance in computer science, mathematics, physics and industrial applications. Most notably, solving…

Computational Physics · Physics 2016-06-01 Zheng Zhu , Chao Fang , Helmut G. Katzgraber

Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…

Machine Learning · Computer Science 2025-03-25 Jinlin Lai , Justin Domke , Daniel Sheldon

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

Information Theory · Computer Science 2020-10-19 Pavel Loskot

Learning interpretable models has become a major focus of machine learning research, given the increasing prominence of machine learning in socially important decision-making. Among interpretable models, rule lists are among the best-known…

Machine Learning · Computer Science 2024-06-19 Leonardo Pellegrina , Fabio Vandin

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for…

Machine Learning · Statistics 2023-04-26 Xiuyuan Lu , Benjamin Van Roy

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

Pruning methods have recently grown in popularity as an effective way to reduce the size and computational complexity of deep neural networks. Large numbers of parameters can be removed from trained models with little discernible loss in…

Machine Learning · Computer Science 2024-01-18 Tim Whitaker , Darrell Whitley

Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…

Computation · Statistics 2021-02-26 Eric Chuu , Debdeep Pati , Anirban Bhattacharya

We compute the nonlinearity of Boolean functions with Groebner basis techniques, providing two algorithms: one over the binary field and the other over the rationals. We also estimate their complexity. Then we show how to improve our…

Information Theory · Computer Science 2014-04-11 E. Bellini , I. Simonetti , M. Sala

We study the following problem. Given a multiset $M$ of non-negative integers, decide whether there exist and, in the positive case, compute two non-trivial multisets whose Minkowski sum is equal to $M$. The Minkowski sum of two multisets A…

Discrete Mathematics · Computer Science 2023-06-22 Luciano Margara

Recent studies exploited Large Language Models (LLMs) to autonomously generate heuristics for solving Combinatorial Optimization Problems (COPs), by prompting LLMs to first provide search directions and then derive heuristics accordingly.…

Neural and Evolutionary Computing · Computer Science 2025-06-12 Xuan Wu , Di Wang , Chunguo Wu , Lijie Wen , Chunyan Miao , Yubin Xiao , You Zhou

We present an approximate and heuristic scheme for the derivation of continuum kinetic equations from microscopic dynamics for stochastic, interacting systems. The method consists of a mean-field type, decoupled approximation of the master…

Statistical Mechanics · Physics 2009-10-31 Kwan-tai Leung

Complex queries are becoming commonplace, with the growing use of decision support systems. These complex queries often have a lot of common sub-expressions, either within a single query, or across multiple such queries run as a batch.…

Databases · Computer Science 2007-05-23 Prasan Roy , S. Seshadri , S. Sudarshan , Siddhesh Bhobe

This paper presents the results of an experimental study of graph partitioning. We describe a new heuristic technique, path optimization, and its application to two variations of graph partitioning: the max_cut problem and the…

Combinatorics · Mathematics 2016-09-06 Jonathan Berry , Mark Goldberg

In probabilistic logic entailments, even moderate size problems can yield linear constraint systems with so many variables that exact methods are impractical. This difficulty can be remedied in many cases of interest by introducing a three…

Artificial Intelligence · Computer Science 2013-03-26 Paul Snow

Bundle adjustment is the common way to solve localization and mapping. It is an iterative process in which a system of non-linear equations is solved using two optimization methods, weighted by a damping factor. In the classic approach, the…

Computer Vision and Pattern Recognition · Computer Science 2023-08-28 Amir Belder , Refael Vivanti , Ayellet Tal

When looking for a solution, deterministic methods have the enormous advantage that they do find global optima. Unfortunately, they are very CPU-intensive, and are useless on untractable NP-hard problems that would require thousands of…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Pierre Collet , Jean-Philippe Rennard

In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev