Related papers: Towards large-scale probabilistic set covering pro…
In the number partitioning problem (NPP) one aims to partition a given set of $N$ real numbers into two subsets with approximately equal sum. The NPP is a well-studied optimization problem and is famous for possessing a…
Benders decomposition (BD), along with its generalized version (GBD), is a widely used algorithm for solving large-scale mixed-integer optimization problems that arise in the operation of process systems. However, the off-the-shelf…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
Tensor decompositions are promising tools for big data analytics as they bring multiple modes and aspects of data to a unified framework, which allows us to discover complex internal structures and correlations of data. Unfortunately most…
The phase-transition behavior of the NP-hard vertex-cover (VC) combinatorial optimization problem is studied numerically by linear programming (LP) on ensembles of random graphs. As the basic Simplex (SX) algorithm suitable for such LPs may…
Benders decomposition (BD) is a widely used solution approach for solving two-stage stochastic programs arising in real-world decision-making under uncertainty. However, it often suffers from slow convergence as the master problem grows…
Coverage problems are central in optimization and have a wide range of applications in data mining and machine learning. While several distributed algorithms have been developed for coverage problems, the existing methods suffer from…
Distributed algorithms for solving coupled semidefinite programs (SDPs) commonly require many iterations to converge. They also put high computational demand on the computational agents. In this paper we show that in case the coupled…
We propose a novel method for selective classification (SC), a problem which allows a classifier to abstain from predicting some instances, thus trading off accuracy against coverage (the fraction of instances predicted). In contrast to…
In this paper, we consider the multiple probabilistic covering location problem (MPCLP), which attempts to open a fixed number of facilities to maximize the total covered customer demand under a joint probabilistic coverage setting. We…
Conformal Prediction (CP) is a popular uncertainty quantification method that provides distribution-free, statistically valid prediction sets, assuming that training and test data are exchangeable. In such a case, CP's prediction sets are…
A high number of discrete optimization problems, including Vertex Cover, Set Cover or Feedback Vertex Set, can be unified into the class of covering problems. Several of them were shown to be inapproximable by deterministic algorithms. This…
Optimization problems involving complex variables, when solved, are typically transformed into real variables, often at the expense of convergence rate and interpretability. This paper introduces a novel formalism for a prominent problem in…
Typical-case computation complexity is a research topic at the boundary of computer science, applied mathematics, and statistical physics. In the last twenty years the replica-symmetry-breaking mean field theory of spin glasses and the…
This paper studies data-driven distributionally robust bottleneck combinatorial problems (DRBCP) with stochastic costs, where the probability distribution of the cost vector is contained in a ball of distributions centered at the empirical…
Chance-constrained programs (CCP) represent a trade-off between conservatism and robustness in optimization. In many CCPs, one optimizes an objective under a probabilistic constraint continuously parameterized by a random vector $\xi$. In…
Many large-scale optimization problems decompose into a master problem and scenario subproblems, a structure that can be exploited by Benders decomposition. In Benders decomposition, each iteration may generate many cuts from scenario…
This article aims to explain the Nested Benders algorithm for the solution of large-scale stochastic programming problems in a way that is intelligible to someone coming to it for the first time. In doing so it gives an explanation of…
The irregular strip-packing problem consists of the computation of a non-overlapping placement of a set of polygons onto a rectangular strip of fixed width and the minimal length possible. Recent performance gains of the Mixed-Integer…
We introduce a problem class we call Polynomial Constraint Satisfaction Problems, or PCSP. Where the usual CSPs from computer science and optimization have real-valued score functions, and partition functions from physics have monomials,…