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This work proposes an efficient parallel algorithm for non-monotone submodular maximization under a knapsack constraint problem over the ground set of size $n$. Our algorithm improves the best approximation factor of the existing parallel…

Artificial Intelligence · Computer Science 2024-09-09 Tan D. Tran , Canh V. Pham , Dung T. K. Ha , Phuong N. H. Pham

In this paper we introduce the Ameso optimization problem, a special class of discrete optimization problems. We establish its basic properties and investigate the relation between Ameso optimization and the convex optimization. Further, we…

Optimization and Control · Mathematics 2020-09-01 Wen Chen , Odysseas Kanavetas , Michael N. Katehakis

In this paper, we obtain a number of new simple pseudo-polynomial time algorithms on the well-known knapsack problem, focusing on the running time dependency on the number of items $n$, the maximum item weight $w_\mathrm{max}$, and the…

Data Structures and Algorithms · Computer Science 2024-01-30 Qizheng He , Zhean Xu

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…

Optimization and Control · Mathematics 2022-04-21 Jingyi Wang , Cosmin G. Petra

In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…

Optimization and Control · Mathematics 2017-02-01 Ashkan Jasour , Constantino Lagoa

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…

Machine Learning · Statistics 2016-10-31 Mohammad Gheshlaghi Azar , Eva Dyer , Konrad Kording

In this paper, we consider the nonlinear constrained optimization problem (NCP) with constraint set $\{x \in \mathcal{X}: c(x) = 0\}$, where $\mathcal{X}$ is a closed convex subset of $\mathbb{R}^n$. We propose an exact penalty approach,…

Optimization and Control · Mathematics 2025-05-06 Nachuan Xiao , Tianyun Tang , Shiwei Wang , Kim-Chuan Toh

We develop tractable convex relaxations for rank-constrained quadratic optimization problems over $n \times m$ matrices, a setting for which tractable relaxations are typically only available when the objective or constraints admit spectral…

Optimization and Control · Mathematics 2026-05-22 Ryan Cory-Wright , Jean Pauphilet

Polynomial optimization problems represent a wide class of optimization problems, with a large number of real-world applications. Current approaches for polynomial optimization, such as the sum of squares (SOS) method, rely on large-scale…

Optimization and Control · Mathematics 2025-07-04 Dimitris Bertsimas , Dick den Hertog , Thodoris Koukouvinos

In this paper, we consider the computational protein design (CPD) problem, which is usually modeled as a 0/1 programming and is extremely challenging due to its combinatorial properties. We propose an efficient algorithm for solving it.…

Optimization and Control · Mathematics 2024-12-30 Yukai Zheng , Weikun Chen , Qingna Li

A worst-case complexity bound is proved for a sequential quadratic optimization (commonly known as SQP) algorithm that has been designed for solving optimization problems involving a stochastic objective function and deterministic nonlinear…

Optimization and Control · Mathematics 2022-01-10 Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…

Methodology · Statistics 2009-02-10 Stephane Chretien , Franck Corset

The unbounded knapsack problem with bounded weights is a variant of the well-studied variant of the traditional binary knapsack problem; key changes being the relaxation of the binary constraint and allowing the unit weights of each item to…

Data Structures and Algorithms · Computer Science 2021-09-29 Michael Beyer , Steven Mills

The 0-1 knapsack problem is a well-known combinatorial optimisation problem. Approximation algorithms have been designed for solving it and they return provably good solutions within polynomial time. On the other hand, genetic algorithms…

Neural and Evolutionary Computing · Computer Science 2014-04-04 Jun He , Feidun He , Hongbin Dong

Non-convex optimization problems can be approximately solved via relaxation or local algorithms. For many practical problems such as optimal power flow (OPF) problems, both approaches tend to succeed in the sense that relaxation is usually…

Optimization and Control · Mathematics 2021-02-25 Fengyu Zhou , Steven H. Low

We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…

Optimization and Control · Mathematics 2017-03-16 Jaehyun Park , Stephen Boyd

This thesis investigates the extent to which the optimal value of a constraint satisfaction problem (CSP) can be approximated by some sentence of fixed point logic with counting (FPC). It is known that, assuming $\mathsf{P} \neq…

Logic in Computer Science · Computer Science 2020-08-10 Jamie Tucker-Foltz