Related papers: A Generic Branch-and-Bound Algorithm for $\ell_0$-…
This work introduces MADS-PIP, an efficient framework that integrates a penalty-interior point strategy into the mesh adaptive direct search (MADS) algorithm for solving nonsmooth blackbox optimization problems with general inequality and…
This paper develops a unified nonconvex optimization framework for the design of group-sparse feedback controllers in infinite-horizon linear-quadratic (LQ) problems. We address two prominent extensions of the classical LQ problem: the…
We present a lazy incremental search algorithm, Lifelong-GLS (L-GLS), along with its bounded suboptimal version, Bounded L-GLS (B-LGLS) that combine the search efficiency of incremental search algorithms with the evaluation efficiency of…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…
We present a novel adaptive optimization algorithm for black-box multi-objective optimization problems with binary constraints on the foundation of Bayes optimization. Our method is based on probabilistic regression and classification…
In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…
In this paper we extend the core branch-and-bound algorithm of an RLT-based solver for continuous polynomial optimization, RAPOSa, to handle mixed-integer problems. We do so by a direct adaptation, in which LP relaxations are replaced with…
The Reactive Optimal Power Flow (ROPF) problem consists in computing an optimal power generation dispatch for an alternating current transmission network that respects power flow equations and operational constraints. Some means of action…
In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…
In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…
In this paper, we consider the problem of $\ell_{p}$ norm linear regression, which has several applications such as in sparse recovery, data clustering, and semi-supervised learning. The problem, even though convex, does not enjoy a…
In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…
Real-world applications involve various discrete optimization problems. Designing a specialized optimizer for each of these problems is challenging, typically requiring significant domain knowledge and human efforts. Hence, developing…
In inverse problems, the use of an $\ell_{12}$ analysis regularizer induces a bias in the estimated solution. We propose a general refitting framework for removing this artifact while keeping information of interest contained in the biased…
The maximal biclique enumeration problem in bipartite graphs is fundamental and has numerous applications in E-commerce and transaction networks. Most existing studies adopt a branch-and-bound framework, which recursively expands a partial…
We introduce the $\ell_0\ell_2$-norm regularization and hierarchy constraints into linear regression for the construction of cluster expansion to describe configurational disorder in materials. The approach is implemented through mixed…
Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…
Mapping parallel threads onto non-box-shaped domains is a known challenge in GPU computing; efficient mapping prevents performance penalties from unnecessary resource allocation. Currently, achieving this requires significant analytical…
Reward-based alignment methods for large language models (LLMs) face two key limitations: vulnerability to reward hacking, where models exploit flaws in the reward signal; and reliance on brittle, labor-intensive prompt engineering when…