Related papers: S-OPT: A Points Selection Algorithm for Hyper-Redu…
When solving real-world problems, practitioners often hesitate to implement solutions obtained from mathematical models, especially for important decisions. This hesitation stems from practitioners' lack of trust in optimization models and…
In this paper, a new sequential surrogate-based optimization (SSBO) algorithm is developed, which aims to improve the global search ability and local search efficiency for the global optimization of expensive black-box models. The proposed…
Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…
This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
In this paper we propose a high-order accurate scheme for image segmentation based on the level-set method. In this approach, the curve evolution is described as the 0-level set of a representation function but we modify the velocity that…
Model-order reduction techniques allow the construction of low-dimensional surrogate models that can accelerate engineering design processes. Often, these techniques are intrusive, meaning that they require direct access to underlying…
Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…
With the dramatic increase in the amount of the text-based data which commonly contains misspellings and other errors, querying such data with flexible search patterns becomes more and more commonplace. Relational databases support the LIKE…
In this paper we study predictive pattern mining problems where the goal is to construct a predictive model based on a subset of predictive patterns in the database. Our main contribution is to introduce a novel method called safe pattern…
In this work, we propose a novel optimization model termed "sum-of-minimum" optimization. This model seeks to minimize the sum or average of $N$ objective functions over $k$ parameters, where each objective takes the minimum value of a…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
Many analyses in high-energy physics rely on selection thresholds (cuts) applied to detector, particle, or event properties. Initial cut values can often be guessed from physical intuition, but cut optimization, especially for multiple…
In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…
Supervised dimensionality reduction strategies have been of great interest. However, current supervised dimensionality reduction approaches are difficult to scale for situations characterized by large datasets given the high computational…
In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…
Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…
We propose an algorithm for the computational homogenization of locally periodic hyperelastic structures undergoing large deformations due to external quasi-static loading. The algorithm performs clustering of macroscopic deformations into…
Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…