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Bayesian optimisation has proven to be a powerful tool for expensive global black-box optimisation problems. In this paper, we propose new Bayesian optimisation variants of the popular Knowledge Gradient acquisition functions for problems…

Machine Learning · Computer Science 2025-12-22 Xietao Wang Lin , Juan Ungredda , Max Butler , James Town , Alma Rahat , Hemant Singh , Juergen Branke

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

Modeling scheduling problems with conditional time intervals and cumulative functions has become a common approach when using modern commercial constraint programming solvers. This paradigm enables the modeling of a wide range of scheduling…

Artificial Intelligence · Computer Science 2025-12-09 Pierre Schaus , Charles Thomas , Roger Kameugne

The minimisation problem of a sum of unary and pairwise functions of discrete variables is a general NP-hard problem with wide applications such as computing MAP configurations in Markov Random Fields (MRF), minimising Gibbs energy, or…

Computational Complexity · Computer Science 2014-01-24 Martin C. Cooper , Stanislav Živný

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

It is increasingly common to solve combinatorial optimisation problems that are partially-specified. We survey the case where the objective function or the relations between variables are not known or are only partially specified. The…

Machine Learning · Computer Science 2022-05-23 Stefano Teso , Laurens Bliek , Andrea Borghesi , Michele Lombardi , Neil Yorke-Smith , Tias Guns , Andrea Passerini

We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…

Optimization and Control · Mathematics 2021-10-19 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

We explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problems. The method, called extremal optimization, is inspired by self-organized criticality, a concept introduced to describe emergent…

Statistical Mechanics · Physics 2009-10-31 S. Boettcher , A. G. Percus

Boolean cardinality constraints state that at most (at least, or exactly) $k$ out of $n$ propositional literals can be true. We propose a new class of selection networks that can be used for an efficient encoding of them. Several comparator…

Data Structures and Algorithms · Computer Science 2017-04-17 Michał Karpiński , Marek Piotrów

We consider the problem of finding an incremental solution to a cardinality-constrained maximization problem that not only captures the solution for a fixed cardinality, but also describes how to gradually grow the solution as the…

Data Structures and Algorithms · Computer Science 2023-05-03 Yann Disser , Max Klimm , Kevin Schewior , David Weckbecker

This material provides thorough tutorials on some optimization techniques frequently used in various engineering disciplines, including convex optimization, linearization techniques and mixed-integer linear programming, robust optimization,…

Optimization and Control · Mathematics 2020-07-28 Wei Wei

This paper draws on diverse areas of computer science to develop a unified view of computation: (1) Optimization in operations research, where a numerical objective function is maximized under constraints, is generalized from the numerical…

Artificial Intelligence · Computer Science 2013-02-11 A. Nait Abdallah , M. H. van Emden

Science about optimization methods is rapidly developing today. In machine learning, computer vision, biology, medicine, construction and in many other different areas optimization methods have vast popularity and they appear as important…

Optimization and Control · Mathematics 2017-05-30 Alexander Tyurin

Cardinality-constrained optimization (CCO) is a popular topic in sparse learning and signal recovery, yet remains challenging due to the inherent nonconvexity and discontinuity of cardinality constraints. This paper investigates the exact…

Optimization and Control · Mathematics 2026-05-19 Lili Pan , Huilin Xie , Xianchao Xiu , Jiyuan Tao

This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

Machine Learning · Computer Science 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder

In the last few years, the formulation of real-world optimization problems and their efficient solution via metaheuristic algorithms has been a catalyst for a myriad of research studies. In spite of decades of historical advancements on the…

In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…

Optimization and Control · Mathematics 2020-09-01 Alexander Tyurin

Submodular maximization over a matroid constraint is a fundamental problem with various applications in machine learning. Some of these applications involve decision-making over datapoints with sensitive attributes such as gender or race.…

Machine Learning · Computer Science 2023-12-25 Marwa El Halabi , Jakub Tarnawski , Ashkan Norouzi-Fard , Thuy-Duong Vuong

Nonlinear programming targets nonlinear optimization with constraints, which is a generic yet complex methodology involving humans for problem modeling and algorithms for problem solving. We address the particularly hard challenge of…

Robotics · Computer Science 2021-01-29 David Hägele , Moataz Abdelaal , Ozgur S. Oguz , Marc Toussaint , Daniel Weiskopf

In the past few years, the area of Machine Learning (ML) has witnessed tremendous advancements, becoming a pervasive technology in a wide range of applications. One area that can significantly benefit from the use of ML is Combinatorial…

Artificial Intelligence · Computer Science 2018-07-17 Michele Lombardi , Michela Milano
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