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We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

This paper presents a linear dynamical operator described in terms of a rational transfer function, endowed with a well-defined and efficient back-propagation behavior for automatic derivatives computation. The operator enables end-to-end…

Machine Learning · Computer Science 2021-04-21 Dario Piga , Marco Forgione , Manas Mejari

Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…

Machine Learning · Computer Science 2024-12-31 Shaogang Ren , Xiaoning Qian

Predicting the cheapest sample size for the optimal stratification in multivariate survey design is a problem in cases where the population frame is large. A solution exists that iteratively searches for the minimum sample size necessary to…

Methodology · Statistics 2018-06-18 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

Deep learning practitioners often operate on a computational and monetary budget. Thus, it is critical to design optimization algorithms that perform well under any budget. The linear learning rate schedule is considered the best…

Machine Learning · Computer Science 2021-07-12 John Chen , Cameron Wolfe , Anastasios Kyrillidis

Cooperative driving at signal-free intersections, which aims to improve driving safety and efficiency for connected and automated vehicles, has attracted increasing interest in recent years. However, existing cooperative driving strategies…

Systems and Control · Electrical Eng. & Systems 2021-04-29 Huaxin Pei , Yuxiao Zhang , Yi Zhang , Shuo Feng

Recently, it has been proven that evolutionary algorithms produce good results for a wide range of combinatorial optimization problems. Some of the considered problems are tackled by evolutionary algorithms that use a representation which…

Neural and Evolutionary Computing · Computer Science 2013-01-18 Benjamin Doerr , Anton Eremeev , Frank Neumann , Madeleine Theile , Christian Thyssen

We present a prototype of a software tool for exploration of multiple combinatorial optimisation problems in large real-world and synthetic complex networks. Our tool, called GraphCombEx (an acronym of Graph Combinatorial Explorer),…

Social and Information Networks · Computer Science 2018-05-15 David Chalupa , Ken A Hawick

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

Recently hybrid evolutionary computation (EC) techniques are successfully implemented for solving large sets of linear equations. All the recently developed hybrid evolutionary algorithms, for solving linear equations, contain both the…

Neural and Evolutionary Computing · Computer Science 2013-04-10 A. R. M. Jalal Uddin Jamali , Mohammad Arif Hossain , G. M. Moniruzzaman , M. M. A. Hashem

We consider local planning in fixed-horizon MDPs with a generative model under the assumption that the optimal value function lies close to the span of a feature map. The generative model provides a local access to the MDP: The planner can…

Machine Learning · Computer Science 2021-07-12 Gellért Weisz , Philip Amortila , Barnabás Janzer , Yasin Abbasi-Yadkori , Nan Jiang , Csaba Szepesvári

Parent selection methods are widely used in evolutionary computation to accelerate the optimization process, yet their theoretical benefits are still poorly understood. In this paper, we address this gap by proposing a parent selection…

Neural and Evolutionary Computing · Computer Science 2026-04-10 Andre Opris , Denis Antipov

Single-objective bilevel optimization is a specialized form of constraint optimization problems where one of the constraints is an optimization problem itself. These problems are typically non-convex and strongly NP-Hard. Recently, there…

Neural and Evolutionary Computing · Computer Science 2024-02-13 Anuraganand Sharma

Efficient handover algorithms are essential for highly performing mobile wireless communications. These algorithms depend on numerous parameters, whose settings must be appropriately optimized to offer a seamless connectivity. Nevertheless,…

Networking and Internet Architecture · Computer Science 2012-11-15 Carlo Fischione , George Athanasiou , Fortunato Santucci

Determinant maximization problem gives a general framework that models problems arising in as diverse fields as statistics \cite{pukelsheim2006optimal}, convex geometry \cite{Khachiyan1996}, fair allocations\linebreak \cite{anari2016nash},…

Data Structures and Algorithms · Computer Science 2022-07-12 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh , Prasad Tetali

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

Optimization and Control · Mathematics 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

This work examines the expected computational cost to determine an approximate global minimum of a class of cost functions characterized by the variance of coefficients. The cost function takes $N$-dimensional binary states as arguments and…

Computational Complexity · Computer Science 2019-05-27 Takuya Isomura

Most learning algorithms require the practitioner to manually set the values of many hyperparameters before the learning process can begin. However, with modern algorithms, the evaluation of a given hyperparameter setting can take a…

Neural and Evolutionary Computing · Computer Science 2018-07-20 Tobias Hinz , Nicolás Navarro-Guerrero , Sven Magg , Stefan Wermter

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang