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A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…

Data Structures and Algorithms · Computer Science 2025-07-25 Shuchi Chawla , Dimitris Christou , Amit Harlev , Ziv Scully

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

The performance of multi-objective evolutionary algorithms deteriorates appreciably in solving many-objective optimization problems which encompass more than three objectives. One of the known rationales is the loss of selection pressure…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

Model predictive control (MPC) has become the de facto standard action space for local planning and learning-based control in many continuous robotic control tasks, including autonomous driving. MPC solves a long-horizon cost optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-02 Yuan-Yao Lou , Jonathan Spencer , Kwang Taik Kim , Mung Chiang

Efficiently solving multi-objective optimization problems for simulation optimization of important scientific and engineering applications such as materials design is becoming an increasingly important research topic. This is due largely to…

Artificial Intelligence · Computer Science 2023-06-27 Eric Hans Lee , Bolong Cheng , Michael McCourt

Optimal decision-making under partial observability requires agents to balance reducing uncertainty (exploration) against pursuing immediate objectives (exploitation). In this paper, we introduce a novel policy optimization framework for…

Machine Learning · Computer Science 2025-12-05 Hany Abdulsamad , Sahel Iqbal , Simo Särkkä

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Model Predictive Control (MPC) is a computationally demanding control technique that allows dealing with multiple-input and multiple-output systems, while handling constraints in a systematic way. The necessity of solving an optimization…

Systems and Control · Computer Science 2021-12-16 Bulat Khusainov , Eric C. Kerrigan , George A. Constantinides

Dynamic multimodal multiobjective optimization presents the dual challenge of simultaneously tracking multiple equivalent pareto optimal sets and maintaining population diversity in time-varying environments. However, existing dynamic…

Artificial Intelligence · Computer Science 2025-12-23 Li Yan , Bolun Liu , Chao Li , Jing Liang , Kunjie Yu , Caitong Yue , Xuzhao Chai , Boyang Qu

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

This paper introduces a multi-level (m-lev) mechanism into Evolution Strategies (ESs) in order to address a class of global optimization problems that could benefit from fine discretization of their decision variables. Such problems arise…

Neural and Evolutionary Computing · Computer Science 2020-10-06 Ofer M. Shir , Xi Xing , Herschel Rabitz

Point cloud registration (PCR) is a popular research topic in computer vision. Recently, the registration method in an evolutionary way has received continuous attention because of its robustness to the initial pose and flexibility in…

Computer Vision and Pattern Recognition · Computer Science 2023-06-16 Wu Yue , Peiran Gong , Maoguo Gong , Hangqi Ding , Zedong Tang , Yibo Liu , Wenping Ma , Qiguang Miao

The rapid scaling of large language models~(LLMs) has made inference efficiency a primary bottleneck in the practical deployment. To address this, semi-structured sparsity offers a promising solution by strategically retaining $N$ elements…

Machine Learning · Computer Science 2026-05-14 Yan Sun , Qixin Zhang , Zhiyuan Yu , Xikun Zhang , Li Shen , Dacheng Tao

Abstaining classifiers have been widely used in cost-sensitive applications to avoid ambiguous classification and reduce the cost of misclassification. Previous abstaining classification models rely on cost information, such as a cost…

Machine Learning · Computer Science 2019-05-20 Hongjiao Guan

The complexity-performance trade-off is a fundamental aspect of the design of low-density parity-check (LDPC) codes. In this paper, we consider LDPC codes for the binary erasure channel (BEC), use code rate for performance metric, and…

Information Theory · Computer Science 2016-11-17 Vahid Jamali , Yasser Karimian , Johannes Huber , Mahmoud Ahmadian

Suboptimal model predictive control is a technique that can reduce the computational cost of model predictive control (MPC) by exploiting its robustness to incomplete optimization. Instead of solving the optimal control problem exactly,…

Systems and Control · Computer Science 2019-05-08 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

We present a new optimization method for the group selection problem in linear regression. In this problem, predictors are assumed to have a natural group structure and the goal is to select a small set of groups that best fits the…

Methodology · Statistics 2024-04-23 Anant Mathur , Sarat Moka , Benoit Liquet , Zdravko Botev
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