Related papers: Restricted inverse optimal value problem on linear…
In this paper we discuss a sequential algorithm for the computation of a minimum-time speed profile over a given path, under velocity, acceleration and jerk constraints. Such a problem arises in industrial contexts such as automated…
Reinforcement learning (RL) effectively optimizes Large Language Model (LLM)-based recommenders by contrasting positive and negative items. Empirically, training with beam-search negatives consistently outperforms random negatives, yet the…
We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…
We propose new optimal estimators for the Lipschitz frontier of a set of points. They are defined as kernel estimators being sufficiently regular, covering all the points and whose associated support is of smallest surface. The estimators…
Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…
In this letter, we present an alternative mixed-integer non-liner programming formulation of the reactive optimal power flow (ROPF) problem. We utilize a mixed-integer second-order cone programming (MISOCP) based approach to find global…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…
Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…
We study the problem of learning a linear model to set the reserve price in an auction, given contextual information, in order to maximize expected revenue from the seller side. First, we show that it is not possible to solve this problem…
In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…
It has been shown that the parallel Lattice Linear Predicate (LLP) algorithm solves many combinatorial optimization problems such as the shortest path problem, the stable marriage problem and the market clearing price problem. In this…
Constrained pathfinding is a well-studied, yet challenging network optimisation problem that can be seen in a broad range of real-world applications. Pathfinding with multiple resource limits, which is known as the Resource Constrained…
A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…
Singular value decomposition (SVD) and matrix inversion are ubiquitous in scientific computing. Both tasks are computationally demanding for large scale matrices. Existing algorithms can approximatively solve these problems with a given…
In this paper, we study the predict-then-optimize problem where the output of a machine learning prediction task is used as the input of some downstream optimization problem, say, the objective coefficient vector of a linear program. The…
We study risk-sensitive Reinforcement Learning (RL), where we aim to maximize the Conditional Value at Risk (CVaR) with a fixed risk tolerance $\tau$. Prior theoretical work studying risk-sensitive RL focuses on the tabular Markov Decision…
We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…
Several wireless networking problems are often posed as 0-1 mixed optimization problems, which involve binary variables (e.g., selection of access points, channels, and tasks) and continuous variables (e.g., allocation of bandwidth, power,…
In this paper, we consider the nonconvex minimization problem of the value-at-risk (VaR) that arises from financial risk analysis. By considering this problem as a special linear program with linear complementarity constraints (a bilevel…