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In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or…

Optimization and Control · Mathematics 2017-11-01 Vasileios Tzoumas , Konstantinos Gatsis , Ali Jadbabaie , George J. Pappas

We study a problem of best-effort adaptation motivated by several applications and considerations, which consists of determining an accurate predictor for a target domain, for which a moderate amount of labeled samples are available, while…

Machine Learning · Computer Science 2023-05-11 Pranjal Awasthi , Corinna Cortes , Mehryar Mohri

Choosing decision variables deterministically (deterministic decision-making) can be regarded as a particular case of choosing decision variables probabilistically (probabilistic decision-making). It is necessary to investigate whether…

Optimization and Control · Mathematics 2023-09-18 Xun Shen , Yuhu Wu , Satoshi Ito , Jun-ichi Imura

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

Given $n$ elements, an integer $k$ and a parameter $\varepsilon$, we study to select an element with rank in $(k-n\varepsilon,k+n\varepsilon]$ using unreliable comparisons where the outcome of each comparison is incorrect independently with…

Data Structures and Algorithms · Computer Science 2022-05-04 Shengyu Huang , Chih-Hung Liu , Daniel Rutschman

Motivated by the need for, and growing interest in, modeling uncertainty in data, we introduce and study {\em stochastic minimum-norm optimization}. We have an underlying combinatorial optimization problem where the costs involved are {\em…

Data Structures and Algorithms · Computer Science 2020-11-04 Sharat Ibrahimpur , Chaitanya Swamy

Submodular maximization has been a central topic in theoretical computer science and combinatorial optimization over the last decades. Plenty of well-performed approximation algorithms have been designed for the problem over a variety of…

Data Structures and Algorithms · Computer Science 2023-07-20 Xiaoming Sun , Jialin Zhang , Zhijie Zhang

The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…

Optimization and Control · Mathematics 2023-12-29 Raghu Bollapragada , Cem Karamanli , Brendan Keith , Boyan Lazarov , Socratis Petrides , Jingyi Wang

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

We outline a new approach for solving optimization problems which enforce triangle inequalities on output variables. We refer to this as metric-constrained optimization, and give several examples where problems of this form arise in machine…

Numerical Analysis · Computer Science 2018-06-06 Nate Veldt , David Gleich , Anthony Wirth , James Saunderson

This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

In this paper, we study the problem of maximizing $k$-submodular functions subject to a knapsack constraint. For monotone objective functions, we present a $\frac{1}{2}(1-e^{-2})\approx 0.432$ greedy approximation algorithm. For the…

Data Structures and Algorithms · Computer Science 2023-09-18 Hao Xiao , Qian Liu , Yang Zhou , Min Li

In this paper, optimal convergence for an adaptive finite element algorithm for elastoplasticity is considered. To this end, the proposed adaptive algorithm is established within the abstract framework of the axioms of adaptivity [Comput.…

Numerical Analysis · Mathematics 2024-04-09 Miriam Schönauer , Andreas Schröder

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Optimization and Control · Mathematics 2022-12-14 Thang Tran Ngoc , Hai Trinh Ngoc

In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such…

Machine Learning · Statistics 2016-02-16 Yu-Xiang Wang , Jing Lei , Stephen E. Fienberg

Evolutionary algorithms are particularly effective for optimisation problems with dynamic and stochastic components. We propose multi-objective evolutionary approaches for the knapsack problem with stochastic profits under static and…

Neural and Evolutionary Computing · Computer Science 2024-04-15 Kokila Kasuni Perera , Aneta Neumann

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…

Data Structures and Algorithms · Computer Science 2020-12-22 Wenxin Li
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