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Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…

Machine Learning · Computer Science 2024-10-15 Andrew Alden , Carmine Ventre , Blanka Horvath

Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…

Machine Learning · Computer Science 2023-02-07 Weiqin Chen

Linear Programming (LP) is an important decoding technique for binary linear codes. However, the advantages of LP decoding, such as low error floor and strong theoretical guarantee, etc., come at the cost of high computational complexity…

Signal Processing · Electrical Eng. & Systems 2020-06-16 Yi Wei , Ming-Min Zhao , Min-Jian Zhao , Ming Lei

We show that under mild assumptions for a problem whose solutions admit a dynamic programming-like recurrence relation, we can still find a solution under additional packing constraints, which need to be satisfied approximately. The number…

Data Structures and Algorithms · Computer Science 2025-11-06 Etienne Bamas , Shi Li , Lars Rohwedder

We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…

Computational Engineering, Finance, and Science · Computer Science 2017-09-05 J. Nagoor Kani , Ahmed H. Elsheikh

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…

Optimization and Control · Mathematics 2018-06-05 Chen Zhao , Ziyan Luo , Weiyue Li , Houduo Qi , Naihua Xiu

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

This paper provides the first meaningful documentation and analysis of an established technique which aims to obtain an approximate solution to linear programming problems prior to applying the primal simplex method. The underlying…

Optimization and Control · Mathematics 2018-04-25 I. L. Galabova , J. A. J. Hall

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet

The field development optimization (FDO) problem represents a challenging mixed-integer nonlinear programming (MINLP) problem in which we seek to obtain the number of wells, their type, location, and drilling sequence that maximizes an…

Signal Processing · Electrical Eng. & Systems 2022-07-22 Yusuf Nasir

In this paper, the existing Scheduling Dimension Reduction (SDR) methods for Linear Parameter-Varying (LPV) models are reviewed and a Deep Neural Network (DNN) approach is developed that achieves higher model accuracy under scheduling…

Systems and Control · Electrical Eng. & Systems 2020-12-10 P. J. W. Koelewijn , R. Tóth

Optimizing the fuel cycle cost through the optimization of nuclear reactor core loading patterns involves multiple objectives and constraints, leading to a vast number of candidate solutions that cannot be explicitly solved. To advance the…

Neural and Evolutionary Computing · Computer Science 2024-07-16 Paul Seurin , Koroush Shirvan

We present a distributed framework of the Primal-Dual Hybrid Gradient (PDHG) algorithm for solving massive-scale linear programming (LP) problems. Although PDHG-based solvers demonstrate strong performance on single-node GPU architectures,…

Optimization and Control · Mathematics 2026-05-11 Hongpei Li , Yicheng Huang , Huikang Liu , Dongdong Ge , Yinyu Ye

Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…

Machine Learning · Computer Science 2025-05-20 Jiashuo Jiang , Yiming Zong , Yinyu Ye

We introduce distributional dynamic programming (DP) methods for optimizing statistical functionals of the return distribution, with standard reinforcement learning as a special case. Previous distributional DP methods could optimize the…

Recent advancements in post-training methodologies for large language models (LLMs) have highlighted reinforcement learning (RL) as a critical component for enhancing reasoning. However, the substantial computational costs associated with…

Computation and Language · Computer Science 2025-07-29 Songjun Tu , Jiahao Lin , Xiangyu Tian , Qichao Zhang , Linjing Li , Yuqian Fu , Nan Xu , Wei He , Xiangyuan Lan , Dongmei Jiang , Dongbin Zhao

In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a general class of ambiguity sets with discrete or continuous…

Optimization and Control · Mathematics 2020-11-18 Harsha Gangammanavar , Manish Bansal

We investigate the theoretical limits of pipeline parallel learning of deep learning architectures, a distributed setup in which the computation is distributed per layer instead of per example. For smooth convex and non-convex objective…

Machine Learning · Statistics 2019-10-14 Igor Colin , Ludovic Dos Santos , Kevin Scaman

Efficient and biologically plausible alternatives to backpropagation in neural network training remain a challenge due to issues such as high computational complexity and additional assumptions about neural networks, which limit scalability…

Machine Learning · Computer Science 2024-03-20 Zeliang Zhang , Jinyang Jiang , Zhuo Liu , Susan Liang , Yijie Peng , Chenliang Xu