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Operation management problems (such as Production Planning and Scheduling) are represented and formulated as optimization models. The resolution of such optimization models leads to solutions which have to be operated in an organization.…
It is generally accepted that all models are wrong -- the difficulty is determining which are useful. Here, a useful model is considered as one that is capable of combining data and expert knowledge, through an inversion or calibration…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
Almost all optimization algorithms have algorithm-dependent parameters, and the setting of such parameter values can largely influence the behaviour of the algorithm under consideration. Thus, proper parameter tuning should be carried out…
Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…
The problem of parameterization is often central to the effective deployment of nature-inspired algorithms. However, finding the optimal set of parameter values for a combination of problem instance and solution method is highly…
Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
Implicit variables of an optimization problem are used to model variationally challenging feasibility conditions in a tractable way while not entering the objective function. Hence, it is a standard approach to treat implicit variables as…
Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…
Fine-tuning is arguably the most straightforward way to tailor a pre-trained model (e.g., a foundation model) to downstream applications, but it also comes with the risk of losing valuable knowledge the model had learned in pre-training.…
When writing a constraint program, we have to choose which variables should be the decision variables, and how to represent the constraints on these variables. In many cases, there is considerable choice for the decision variables.…
In robust optimization, the uncertainty set is used to model all possible outcomes of uncertain parameters. In the classic setting, one assumes that this set is provided by the decision maker based on the data available to her. Only…
Fine-tuning pre-trained models for downstream tasks is a widely adopted technique known for its adaptability and reliability across various domains. Despite its conceptual simplicity, fine-tuning entails several troublesome engineering…
Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…
One of the most ubiquitous problems in optimization is that of finding all the elements of a finite set at which a function $f$ attains its minimum (or maximum). When the codomain of $f$ is equipped with a total order, it is easy to…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…
Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…