Related papers: Scaling Optimization Over Uncertainty via Compilat…
We present a proof system for establishing the correctness of results produced by optimization algorithms, with a focus on mixed-integer programming (MIP). Our system generalizes the seminal work of Bogaerts, Gocht, McCreesh, and…
Inverse optimization involves inferring unknown parameters of an optimization problem from known solutions and is widely used in fields such as transportation, power systems, and healthcare. We study the contextual inverse optimization…
Solving nonlinear optimal control problems is a challenging task, particularly for high-dimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees.…
Domain specific accelerators present new challenges and opportunities for code generation onto novel instruction sets, communication fabrics, and memory architectures. In this paper we introduce an intermediate representation (IR) which…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
This thesis addresses the complexities of compiler optimizations, such as register allocation and Lifetime-optimal Speculative Partial Redundancy Elimination (LOSPRE), which are often handled using tree decomposition algorithms. However,…
Neural program embeddings have demonstrated considerable promise in a range of program analysis tasks, including clone identification, program repair, code completion, and program synthesis. However, most existing methods generate neural…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
Optimization of complex functions, such as the output of computer simulators, is a difficult task that has received much attention in the literature. A less studied problem is that of optimization under unknown constraints, i.e., when the…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…
Causal inference is essential for data-driven decision-making, as it aims to uncover causal relationships from observational data. However, identifying causality remains challenging due to the potential for confounding and the distinction…
We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…
We propose conformal predictive programming (CPP), a framework to solve chance constrained optimization problems, i.e., optimization problems with constraints that are functions of random variables. CPP utilizes samples from these random…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We study an optimization-based approach to construct statistically accurate confidence intervals for simulation performance measures under nonparametric input uncertainty. This approach computes confidence bounds from simulation runs driven…
Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…
We propose iterative proportional scaling (IPS) via decomposable submodels for maximizing likelihood function of a hierarchical model for contingency tables. In ordinary IPS the proportional scaling is performed by cycling through the…
We propose a general algorithm of constructing an extended formulation for any given set of linear constraints with integer coefficients. Our algorithm consists of two phases: first construct a decision diagram $(V,E)$ that somehow…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…