Related papers: Guaranteed $\epsilon$-optimal solutions with the l…
The goal of diagnosis is to compute good repair strategies in response to anomalous system behavior. In a decision theoretic framework, a good repair strategy has low expected cost. In a general formulation of the problem, the computation…
We analyze the bit complexity of efficient algorithms for fundamental optimization problems, such as linear regression, $p$-norm regression, and linear programming (LP). State-of-the-art algorithms are iterative, and in terms of the number…
Real-Time Optimization (RTO) plays a crucial role in the process operation hierarchy by determining optimal set-points for the lower-level controllers. However, at the control layer, these set-points may be difficult to track due to…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…
We consider the following stochastic optimization problem first introduced by Chen et al. in \cite{chen}. We are given a vertex set of a random graph where each possible edge is present with probability p_e. We do not know which edges are…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
We study a modified fixed-point version of the Quantum Approximate Optimization Algorithm (fpQAOA), in which parameters are trained on small instances and transferred to larger problems. Our scheme combines three key ingredients: (i)…
Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…
The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…
Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…
State estimation is critical to control systems, especially when the states cannot be directly measured. This paper presents an approximate optimal filter, which enables to use policy iteration technique to obtain the steady-state gain in…
Constrained optimization problems are ubiquitous in science and industry. Quantum algorithms have shown promise in solving optimization problems, yet none of the current algorithms can effectively handle arbitrary constraints. We introduce…
Matrix-based optimizers have attracted growing interest for improving LLM training efficiency, with significant progress centered on orthogonalization/whitening based methods. While yielding substantial performance gains, a fundamental…
We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…
We consider estimation of an optimal individualized treatment rule from observational and randomized studies when a high-dimensional vector of baseline variables is available. Our optimality criterion is with respect to delaying expected…
Real-world image restoration is challenging due to complex and interacting mixed degradations. Recent agent-based approaches address this problem by composing multiple task-specific restoration tools. However, empirical analysis reveals…
Solving hard optimization problems is one of the most promising application domains for quantum computers due to the ubiquity of such problems in industry and the availability of broadly applicable quantum speedups. However, the ability of…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
Artificial intelligence-based radiation therapy (RT) planning has the potential to reduce planning time and inter-planner variability, improving efficiency and consistency in clinical workflows. Most existing automated approaches rely on…
We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…