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In a recent paper, Brusco, K\"ohn and Steinley [Ann. Oper. Res. 206:611-626 (2013)] conjecture that the 2 bins special case of the one-dimensional minimax bin-packing problem with bin size constraints might be solvable in polynomial time.…
One of the purposes in this paper is to provide a better understanding of the alternance property which occurs in Chebyshev polynomial approximation and piecewise polynomial approximation problems. In the first part of this paper, we…
Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such…
Recommender systems have been acknowledged as efficacious tools for managing information overload. Nevertheless, conventional algorithms adopted in such systems primarily emphasize precise recommendations and, consequently, overlook other…
In this paper, we address the approximate minimization problem of Markov Chains (MCs) from a behavioral metric-based perspective. Specifically, given a finite MC and a positive integer k, we are looking for an MC with at most k states…
In stochastic combinatorial optimization, algorithms differ in their adaptivity: whether or not they query realized randomness and adapt to it. Dean et al. (FOCS '04) formalize the adaptivity gap, which compares the performance of fully…
We study the problem of training an unbiased and accurate model given a dataset with multiple biases. This problem is challenging since the multiple biases cause multiple undesirable shortcuts during training, and even worse, mitigating one…
Efficient optimisation of black-box problems that comprise both continuous and categorical inputs is important, yet poses significant challenges. We propose a new approach, Continuous and Categorical Bayesian Optimisation (CoCaBO), which…
We propose an optimization algorithm to compute the optimal sensor locations in experimental design in the formulation of Bayesian inverse problems, where the parameter-to-observable mapping is described through an integral equation and its…
Constraint Acquisition (CA) systems can be used to assist in the modeling of constraint satisfaction problems. In (inter)active CA, the system is given a set of candidate constraints and posts queries to the user with the goal of finding…
We develop a new method for stochastic optimization using the Bayesian statistics approach. More precisely, we optimize parameters of chess engines as those data are available to us, but the method should apply to all situations where we…
The purpose of this paper is to solve the 0-1 $k$-item quadratic knapsack problem $(kQKP)$, a problem of maximizing a quadratic function subject to two linear constraints. We propose an exact method based on semidefinite optimization. The…
The approximation of a high-dimensional vector by a small combination of column vectors selected from a fixed matrix has been actively debated in several different disciplines. In this paper, a sampling approach based on the Monte Carlo…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
The knapsack problem (KP) and its multidimensional version (MKP) are basic problems in combinatorial optimization. In this paper we consider their multiobjective extension (MOKP and MOMKP), for which the aim is to obtain or to approximate…
Post-hoc multi-class calibration is a common approach for providing high-quality confidence estimates of deep neural network predictions. Recent work has shown that widely used scaling methods underestimate their calibration error, while…
In this paper, we derive optimality conditions (Chebyshev approximation) for multivariate functions. The theory of Chebyshev (uniform) approximation for univariate functions is very elegant. The optimality conditions are based on the notion…
We study the proximity of the optimal value of the m-dimensional knapsack problem to the optimal value of that problem with the additional restriction that only one type of items is allowed to include in the solution. We derive exact and…
Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…
An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…