Related papers: ICNN-enhanced 2SP: Leveraging input convex neural …
Sequential quadratic programming and sequential convex programming efficiently solve nonlinear programs (NLPs) by linearizing inner nonlinearities while preserving the outer convex structure. This paper introduces a sequential mixed-integer…
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…
Adaptive "life-long" learning at the edge and during online task performance is an aspirational goal of AI research. Neuromorphic hardware implementing Spiking Neural Networks (SNNs) are particularly attractive in this regard, as their…
Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dynamic programming (SDDP), face growing time complexity as…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…
Mixed-integer linear programs (MILPs) are extensively used to model practical problems such as planning and scheduling. A prominent method for solving MILPs is large neighborhood search (LNS), which iteratively seeks improved solutions…
Bayesian Neural Networks (BNNs) provide superior estimates of uncertainty by generating an ensemble of predictive distributions. However, inference via ensembling is resource-intensive, requiring additional entropy sources to generate…
With recent advancing of Internet of Things (IoTs), it becomes very attractive to implement the deep convolutional neural networks (DCNNs) onto embedded/portable systems. Presently, executing the software-based DCNNs requires…
This paper proposes an input convex neural network (ICNN)-Assisted optimal power flow (OPF) in distribution networks. Instead of relying purely on optimization or machine learning, the ICNN-Assisted OPF is a combination of optimization and…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
The CLP scheme uses Horn clauses and SLD resolution to generate multiple constraint satisfaction problems (CSPs). The possible CSPs include rational trees (giving Prolog) and numerical algorithms for solving linear equations and linear…
Neural Processes (NPs) have gained attention in meta-learning for their ability to quantify uncertainty, together with their rapid prediction and adaptability. However, traditional NPs are prone to underfitting. Transformer Neural Processes…
Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
Deep Convolutional Neural Networks~(CNNs) offer remarkable performance of classifications and regressions in many high-dimensional problems and have been widely utilized in real-word cognitive applications. However, high computational cost…
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 problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly concentrate on SP…
We consider a two-stage procedure (TSP) for estimating an inverse regression function at a given point, where isotonic regression is used at stage one to obtain an initial estimate and a local linear approximation in the vicinity of this…
This paper discusses a class of thresholding-based iterative selection procedures (TISP) for model selection and shrinkage. People have long before noticed the weakness of the convex $l_1$-constraint (or the soft-thresholding) in wavelets…