Related papers: Cardinality Minimization, Constraints, and Regular…
In this paper, the compact linearization approach originally proposed for binary quadratic programs with assignment constraints is generalized to such programs with arbitrary linear equations and inequalities that have positive coefficients…
Neural Combinatorial Optimization approaches have recently leveraged the expressiveness and flexibility of deep neural networks to learn efficient heuristics for hard Combinatorial Optimization (CO) problems. However, most of the current…
Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…
Complex system design problems, such as those involved in aerospace engineering, require the use of numerically costly simulation codes in order to predict the performance of the system to be designed. In this context, these codes are often…
We systematically explore a class of constrained optimization problems with linear objective function and constraints that are linear combinations of logarithms of the optimization variables. Such problems can be viewed as a generalization…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and…
This paper describes a new approach on optimization of constraint satisfaction problems (CSPs) by means of substituting sub-CSPs with locally consistent regular membership constraints. The purpose of this approach is to reduce the number of…
Cardinality-constrained binary optimization is a fundamental computational primitive with broad applications in machine learning, finance, and scientific computing. In this work, we introduce a Grover-based quantum algorithm that exploits…
Many combinatorial optimization problems can be phrased in the language of constraint satisfaction problems. We introduce a graph neural network architecture for solving such optimization problems. The architecture is generic; it works for…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…
Submodular optimization has numerous applications such as crowdsourcing and viral marketing. In this paper, we study the fundamental problem of non-negative submodular function maximization subject to a $k$-system constraint, which…
Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…
Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…
Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Accordingly, Combinatorial Optimization is a sub field of this domain of…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…
Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…
We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…