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Robust PCA has drawn significant attention in the last decade due to its success in numerous application domains, ranging from bio-informatics, statistics, and machine learning to image and video processing in computer vision. Robust PCA…

Optimization and Control · Mathematics 2018-06-12 Shiqian Ma , Necdet Serhat Aybat

This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…

Optimization and Control · Mathematics 2026-02-10 Zhong Zheng , Necdet Serhat Aybat , Shiqian Ma , Lingzhou Xue

This paper considers the resource-constrained project scheduling problem with uncertain activity durations. We assume that activity durations lie in a budgeted uncertainty set, and follow a robust two-stage approach, where a decision maker…

Optimization and Control · Mathematics 2020-04-15 Matthew Bold , Marc Goerigk

Distributionally robust optimization (DRO) is a widely-used approach to learn models that are robust against distribution shift. Compared with the standard optimization setting, the objective function in DRO is more difficult to optimize,…

Machine Learning · Computer Science 2021-10-27 Jikai Jin , Bohang Zhang , Haiyang Wang , Liwei Wang

We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional…

Optimization and Control · Mathematics 2018-07-31 Anirudh Subramanyam , Chrysanthos E. Gounaris , Wolfram Wiesemann

Two-phase methods are commonly used to solve bi-objective combinatorial optimization problems. In the first phase, all extreme supported nondominated points are generated through a dichotomic search. This phase also allows the…

Data Structures and Algorithms · Computer Science 2025-04-10 Felipe O. Mota , Luís Paquete , Daniel Vanderpooten

In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…

Data Structures and Algorithms · Computer Science 2010-10-15 Valentin Polishchuk , Mikko Sysikaski

Deep neuroevolution and deep reinforcement learning (deep RL) algorithms are two popular approaches to policy search. The former is widely applicable and rather stable, but suffers from low sample efficiency. By contrast, the latter is more…

Machine Learning · Computer Science 2019-02-12 Aloïs Pourchot , Olivier Sigaud

The early pioneering Neural Architecture Search (NAS) works were multi-trial methods applicable to any general search space. The subsequent works took advantage of the early findings and developed weight-sharing methods that assume a…

Neural and Evolutionary Computing · Computer Science 2022-02-18 Hyunghun Cho , Jungwook Shin , Wonjong Rhee

In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the…

Machine Learning · Computer Science 2025-02-11 Artem Vysogorets , Kartik Ahuja , Julia Kempe

The min-cost matching problem suffers from being very sensitive to small changes of the input. Even in a simple setting, e.g., when the costs come from the metric on the line, adding two nodes to the input might change the optimal solution…

Discrete Mathematics · Computer Science 2019-04-30 Jannik Matuschke , Ulrike Schmidt-Kraepelin , José Verschae

The purpose of this research was to compare the robustness and performance of a local and global optimization algorithm when given the task of fitting the parameters of a common non-linear dose-response model utilized in the field of…

Neural and Evolutionary Computing · Computer Science 2020-12-18 Mark Connor , Michael O'Neill

Evolutionary algorithms (EA), a class of stochastic search methods based on the principles of natural evolution, have received widespread acclaim for their exceptional performance in various real-world optimization problems. While…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Yanjie Song , Yutong Wu , Yangyang Guo , Ran Yan , P. N. Suganthan , Yue Zhang , Witold Pedrycz , Swagatam Das , Rammohan Mallipeddi , Oladayo Solomon Ajani. Qiang Feng

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This paper addresses the challenge of dynamic multi-objective optimization problems (DMOPs) by introducing novel approaches for accelerating prediction strategies within the evolutionary algorithm framework. Since the objectives of DMOPs…

Neural and Evolutionary Computing · Computer Science 2024-11-14 Ru Lei , Lin Li , Rustam Stolkin , Bin Feng

Dynamic optimization, for which the objective functions change over time, has attracted intensive investigations due to the inherent uncertainty associated with many real-world problems. For its robustness with respect to noise,…

Neural and Evolutionary Computing · Computer Science 2019-12-10 Xiaofen Lu , Ke Tang , Stefan Menzel , Xin Yao

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

This paper introduces a high-performance hybrid algorithm, called Hybrid Hypervolume Maximization Algorithm (H2MA), for multi-objective optimization that alternates between exploring the decision space and exploiting the already obtained…

Neural and Evolutionary Computing · Computer Science 2015-06-18 Conrado Silva Miranda , Fernando José Von Zuben

Although traditional optimization methods focus on finding a single optimal solution, most objective functions in modern machine learning problems, especially those in deep learning, often have multiple or infinite numbers of optima.…

Machine Learning · Computer Science 2022-02-18 Chengyue Gong , Lemeng Wu , Qiang Liu

We consider the problem of searching an input maximizing a black-box objective function given a static dataset of input-output queries. A popular approach to solving this problem is maintaining a proxy model, e.g., a deep neural network…

Machine Learning · Computer Science 2021-10-28 Sihyun Yu , Sungsoo Ahn , Le Song , Jinwoo Shin