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Efficient global optimization is a widely used method for optimizing expensive black-box functions such as tuning hyperparameter, and designing new material, etc. Despite its popularity, less attention has been paid to analyzing the…

Optimization and Control · Mathematics 2022-09-21 Wenjie Xu , Yuning Jiang , Emilio T. Maddalena , Colin N. Jones

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

Optimization and Control · Mathematics 2019-11-22 Adrien B. Taylor , Julien M. Hendrickx , François Glineur

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Optimization and Control · Mathematics 2018-09-13 Atiye Alaeddini , Daniel J. Klein

Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only…

Machine Learning · Statistics 2021-10-22 Eduard Oravkin , Patrick Rebeschini

In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…

Optimization and Control · Mathematics 2020-04-13 Daniel Arnström , Daniel Axehill

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

Optimization and Control · Mathematics 2021-10-01 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

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…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi , Paul H. Siegel

In this paper, we study the adaptive submodular cover problem under the worst-case setting. This problem generalizes many previously studied problems, namely, the pool-based active learning and the stochastic submodular set cover. The input…

Data Structures and Algorithms · Computer Science 2023-02-14 Jing Yuan , Shaojie Tang

In systems with hard real-time constraints, it is necessary to compute upper bounds on the worst-case execution time (WCET) of programs; the closer the bound to the real WCET, the better. This is especially the case of synchronous reactive…

Programming Languages · Computer Science 2014-06-02 Julien Henry , Mihail Asavoae , David Monniaux , Claire Maïza

Automated Machine Learning encompasses a set of meta-algorithms intended to design and apply machine learning techniques (e.g., model selection, hyperparameter tuning, model assessment, etc.). TPOT, a software for optimizing machine…

Machine Learning · Computer Science 2018-01-16 Unai Garciarena , Alexander Mendiburu , Roberto Santana

We consider an adaptive finite element method with arbitrary but fixed polynomial degree $p \ge 1$, where adaptivity is driven by an edge-based residual error estimator. Based on the modified maximum criterion from [Diening et al, Found.…

Numerical Analysis · Mathematics 2021-01-29 Michael Innerberger , Dirk Praetorius

Submodular extensions of an energy function can be used to efficiently compute approximate marginals via variational inference. The accuracy of the marginals depends crucially on the quality of the submodular extension. To identify the best…

Machine Learning · Computer Science 2018-01-22 Pankaj Pansari , Chris Russell , M. Pawan Kumar

We introduce a class of specially structured linear programming (LP) problems, which has favorable modeling capability for important application problems in different areas such as optimal transport, discrete tomography and economics. To…

Optimization and Control · Mathematics 2022-04-26 Hong T. M. Chu , Ling Liang , Kim-Chuan Toh , Lei Yang

This paper examines the Evolutionary programming (EP) method for optimizing PID parameters. PID is the most common type of regulator within control theory, partly because it's relatively simple and yields stable results for most…

Neural and Evolutionary Computing · Computer Science 2017-09-28 Adam Nyberg

This paper introduces a new modeling framework for optimization under uncertainty, called Probable Event Constrained Optimization (PECO). Unlike conventional chance-constrained formulations, which only limit the probability of constraint…

Optimization and Control · Mathematics 2026-04-22 Qifeng Li

This paper introduces for the first time a framework to obtain provable worst-case guarantees for neural network performance, using learning for optimal power flow (OPF) problems as a guiding example. Neural networks have the potential to…

Artificial Intelligence · Computer Science 2020-06-22 Andreas Venzke , Guannan Qu , Steven Low , Spyros Chatzivasileiadis

Vertex Subset Problems (VSPs) are a class of combinatorial optimization problems on graphs where the goal is to find a subset of vertices satisfying a predefined condition. Two prominent approaches for solving VSPs are dynamic programming…

Data Structures and Algorithms · Computer Science 2026-01-14 Mateus de Oliveira Oliveira , Wim Van den Broeck

We consider a simple optimal probabilistic problem solving strategy that searches through potential solution candidates in a specific order. We are interested in what impact has interchanging the order of two solution candidates with…

Optimization and Control · Mathematics 2016-12-01 Frantisek Duris

We introduce a new class of inverse optimization problems in which an input solution is given together with $k$ linear weight functions, and the goal is to modify the weights by the same deviation vector $p$ so that the input solution…

Optimization and Control · Mathematics 2022-01-11 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , Kitti Varga