Related papers: Limits and performances of algorithms based on sim…
A new approach to combinatorial optimization based on systematic move-class deflation is proposed. The algorithm combines heuristics of genetic algorithms and simulated annealing, and is mainly entropy-driven. It is tested on two problems…
Spectral algorithms are an important building block in machine learning and graph algorithms. We are interested in studying when such algorithms can be applied directly to provide optimal solutions to inference tasks. Previous works by…
When there are infinitely many scenarios, the current studies of two-stage stochastic programming problems rely on the relatively complete recourse assumption. However, such assumption can be unrealistic for many real-world problems. This…
The Fujitsu Digital Annealer (DA) is designed to solve fully connected quadratic unconstrained binary optimization (QUBO) problems. It is implemented on application-specific CMOS hardware and currently solves problems of up to 1024…
Population annealing is an easily parallelizable sequential Monte Carlo algorithm that is well-suited for simulating the equilibrium properties of systems with rough free energy landscapes. In this work we seek to understand and improve the…
Introduced by Emek and Wattenhofer (PODC 2013), the \emph{stone age (SA)} model provides an abstraction for network algorithms distributed over randomized finite state machines. This model, designed to resemble the dynamics of biological…
We propose and study a version of simulated annealing (SA) on continuous state spaces based on $(t,s)_R$-sequences. The parameter $R\in\bar{\mathbb{N}}$ regulates the degree of randomness of the input sequence, with the case $R=0$…
Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…
Discrete Choice Experiments (DCEs) investigate participants' preferences by observing their choice behavior in hypothetical scenarios and are widely used in the domain of healthcare. To reduce participants' cognitive burden, especially when…
Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, for which a common strategy employs simulated annealing, a…
We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the problem of analyzing data on a large population and selecting the best model to predict that an individual with various traits will have a particular disease. We…
We study the regret performance of Sample Average Approximation (SAA) for data-driven newsvendor problems with general convex inventory costs. In literature, the optimality of SAA has not been fully established under both \alpha-global…
We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…
Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…
We investigate sample average approximation (SAA) for two-stage stochastic programs without relatively complete recourse, i.e., for problems in which there are first-stage feasible solutions that are not guaranteed to have a feasible…
Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…
The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…
We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…
In recent years, researchers in decision analysis and artificial intelligence (AI) have used Bayesian belief networks to build models of expert opinion. Using standard methods drawn from the theory of computational complexity, workers in…