Related papers: Solving 0-1 Integer Programs with Unknown Knapsack…
This paper studies binary linear programming problems in the presence of uncertainties that may cause solution values to change during implementation. This type of uncertainty, termed implementation uncertainty, is modeled explicitly…
The 0-1 Multidimensional Knapsack Problem (MKP) is a classical NP-hard combinatorial optimization problem with many engineering applications. In this paper, we propose a novel algorithm combining evolutionary computation with the exact…
Interpretable Machine Learning faces a recurring challenge of explaining the predictions made by opaque classifiers such as ensemble models, kernel methods, or neural networks in terms that are understandable to humans. When the model is…
We propose a novel approach to solve K-adaptability problems with convex objective and constraints and integer first-stage decisions. A logic-based Benders decomposition is applied to handle the first-stage decisions in a master problem,…
For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $\ell_1$-norm regularized minimization problems, in which the working index…
Online Active Learning (OAL) aims to manage unlabeled datastream by selectively querying the label of data. OAL is applicable to many real-world problems, such as anomaly detection in health-care and finance. In these problems, there are…
We consider a stochastic variant of the packing-type integer linear programming problem, which contains random variables in the objective vector. We are allowed to reveal each entry of the objective vector by conducting a query, and the…
We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…
In conventional prediction tasks, a machine learning algorithm outputs a single best model that globally optimizes its objective function, which typically is accuracy. Therefore, users cannot access the other models explicitly. In contrast…
We propose an ensembling framework that uses diverse open-sourced Large Language Models (LLMs) to achieve high response quality while maintaining cost efficiency. We formulate a bi-objective optimization problem to represent the…
We learn sensor trees from training data to minimize sensor acquisition costs during test time. Our system adaptively selects sensors at each stage if necessary to make a confident classification. We pose the problem as empirical risk…
We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
The 0-1 linear programming problem with nonnegative constraint matrix and objective vector e origins from many NP-hard combinatorial optimization problems. In this paper, we consider recovering an optimal solution to the problem from a…
We give oracle inequalities on procedures which combines quantization and variable selection via a weighted Lasso $k$-means type algorithm. The results are derived for a general family of weights, which can be tuned to size the influence of…
Branch and bound methods which are based on the principle "divide and conquer" are a well established solution approach in single-objective integer programming. In multi-objective optimization branch and bound algorithms are increasingly…
For the binary classification problem, a novel nonlinear kernel-free quadratic hyper-surface support vector machine with 0-1 loss function (QSSVM$_{0/1}$) is proposed. Specifically, the task of QSSVM$_{0/1}$ is to seek a quadratic…
Decision making and learning in the presence of uncertainty has attracted significant attention in view of the increasing need to achieve robust and reliable operations. In the case where uncertainty stems from the presence of adversarial…
One of the most effective algorithms for differentially private learning and optimization is objective perturbation. This technique augments a given optimization problem (e.g. deriving from an ERM problem) with a random linear term, and…