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Synthetic verification techniques such as generating test cases and reward modelling are common ways to enhance the coding capabilities of large language models (LLM) beyond predefined tests. Additionally, code verification has recently…

Artificial Intelligence · Computer Science 2025-07-31 Aleksander Ficek , Somshubra Majumdar , Vahid Noroozi , Boris Ginsburg

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Motivated by a wide range of real-world problems whose solutions exhibit boundary and interior layers, the numerical analysis of discretizations of singularly perturbed differential equations is an established sub-discipline within the…

Numerical Analysis · Mathematics 2021-12-08 Scott P. MacLachlan , Niall Madden , Thái Anh Nhan

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

Advanced embedded algorithms are growing in complexity and they are an essential contributor to the growth of autonomy in many areas. However, the promise held by these algorithms cannot be kept without proper attention to the considerably…

Computation and Language · Computer Science 2020-05-27 Raphaël Cohen , Eric Féron , Pierre-Loïc Garoche

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Optimization and Control · Mathematics 2025-07-04 Dimitris Bertsimas , Dick den Hertog , Thodoris Koukouvinos

As ML models are increasingly deployed in critical applications, robustness against adversarial perturbations is crucial. While numerous defenses have been proposed to counter such attacks, they typically assume that all adversarial…

Machine Learning · Computer Science 2025-06-11 Yuan Xin , Dingfan Chen , Michael Backes , Xiao Zhang

Certified verification of transformer attention requires bounding the softmax function over interval constraints on the pre-softmax scores. Existing verifiers relax softmax ndependently of the downstream objective, leaving avoidable slack.…

Machine Learning · Computer Science 2026-05-13 Navid Rezazadeh , Arash Gholami Davoodi

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

We present a post-processing certification workflow for nonlinear elliptic boundary value problems that upgrades a standard finite element computation to a rigorous existence and output certificate. For a given approximate discrete state,…

Numerical Analysis · Mathematics 2026-02-03 Hiroki Ishizaka

In safety-critical applications that rely on the solution of an optimization problem, the certification of the optimization algorithm is of vital importance. Certification and suboptimality results are available for a wide range of…

Optimization and Control · Mathematics 2023-12-06 Pablo Krupa , Omar Inverso , Mirco Tribastone , Alberto Bemporad

The relaxed physical factorization (RPF) preconditioner is a recent algorithm allowing for the efficient and robust solution to the block linear systems arising from the three-field displacement-velocity-pressure formulation of coupled…

Numerical Analysis · Mathematics 2021-08-10 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato

The need to solve non-linear arithmetic constraints presents a major obstacle to the automatic verification of smart contracts. In this case study we focus on the two overapproximation techniques used by the industry verification tool…

Logic in Computer Science · Computer Science 2024-02-16 Petra Hozzová , Jaroslav Bendík , Alexander Nutz , Yoav Rodeh

Modern software for propositional satisfiability problems gives a powerful automated reasoning toolkit, capable of outputting not only a satisfiable/unsatisfiable signal but also a justification of unsatisfiability in the form of resolution…

Artificial Intelligence · Computer Science 2024-11-13 Konstantin Sidorov , Koos van der Linden , Gonçalo Homem de Almeida Correia , Mathijs de Weerdt , Emir Demirović

By concisely representing a joint function of many variables as the combination of small functions, discrete graphical models (GMs) provide a powerful framework to analyze stochastic and deterministic systems of interacting variables. One…

Optimization and Control · Mathematics 2021-11-25 Valentin Durante , George Katsirelos , Thomas Schiex

We present randomized algorithms for estimating the log-determinant of regularized symmetric positive semi-definite matrices. The algorithms access the matrix only through matrix vector products, and are based on the introduction of a…

Numerical Analysis · Mathematics 2026-02-20 Alice Cortinovis , Daniele Toni

We describe a generalization of the Sums-of-AM/GM Exponential (SAGE) relaxation methodology for obtaining bounds on constrained signomial and polynomial optimization problems. Our approach leverages the fact that relative entropy based SAGE…

Optimization and Control · Mathematics 2021-07-06 Riley Murray , Venkat Chandrasekaran , Adam Wierman

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

To obtain, deterministic guarantees of adversarial robustness, specialized training methods are used. We propose, SABR, a novel such certified training method, based on the key insight that propagating interval bounds for a small but…

Machine Learning · Computer Science 2023-03-10 Mark Niklas Müller , Franziska Eckert , Marc Fischer , Martin Vechev

We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function,…

Optimization and Control · Mathematics 2020-10-20 Heng Yang , Luca Carlone