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We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

Many tasks in our modern life, such as planning an efficient travel, image processing and optimizing integrated circuit design, are modeled as complex combinatorial optimization problems with binary variables. Such problems can be mapped to…

We reformulate unsupervised dimension reduction problem (UDR) in the language of tempered distributions, i.e. as a problem of approximating an empirical probability density function by another tempered distribution, supported in a…

Statistics Theory · Mathematics 2022-11-08 Rustem Takhanov

The slowing down of Moore's law has driven the development of unconventional computing paradigms, such as specialized Ising machines tailored to solve combinatorial optimization problems. In this paper, we show a new application domain for…

Emerging Technologies · Computer Science 2024-05-31 Shaila Niazi , Navid Anjum Aadit , Masoud Mohseni , Shuvro Chowdhury , Yao Qin , Kerem Y. Camsari

We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…

Machine Learning · Statistics 2008-11-11 M. Kolar , E. P. Xing

In VLSI physical design, many algorithms require the solution of difficult combinatorial optimization problems such as max/min-cut, max-flow problems etc. Due to the vast number of elements typically found in this problem domain, these…

Computational Physics · Physics 2019-03-18 Chase Cook , Hengyang Zhao , Takashi Sato , Masayuki Hiromoto , Sheldon X. -D. Tan

In this paper, we consider an approach to the parallelizing of the algorithms realizing the modified probability changigng method with adaptation and partial rollback procedure for constrained pseudo-Boolean optimization problems. Existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-09-03 Lev Kazakovtsev

A spatial photonic Ising machine (SPIM) handles large-scale combinatorial optimization problems owing to optical processing with spatial parallelism. However, iterative feedback in the search for optimal solutions limits processing speed…

Optics · Physics 2025-02-27 Suguru Shimomura , Jun Tanida , Yusuke Ogura

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…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

Sparse Ising problems can be found in application areas such as logistics, condensed matter physics and training of deep Boltzmann networks, but can be very difficult to tackle with high efficiency and accuracy. This report presents new…

Machine Learning · Computer Science 2023-11-17 Kenneth M. Zick

Ising machines -- special-purpose hardware for heuristically solving Ising optimization problems -- based on probabilistic bits (p-bits) have been established as a promising alternative to heuristic optimization algorithms run on…

Stochastic equations play an important role in computational science, due to their ability to treat a wide variety of complex statistical problems. However, current algorithms are strongly limited by their sampling variance, which scales…

Numerical Analysis · Mathematics 2017-01-04 Bogdan Opanchuk , Simon Kiesewetter , Peter D. Drummond

In this work we present deep learning implementations of two popular theoretical constrained optimization algorithms in infinite dimensional Hilbert spaces, namely, the penalty and the augmented Lagrangian methods. We test these algorithms…

Optimization and Control · Mathematics 2024-01-09 Pinak Mandal

Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practice. As far as we know, the existing…

Machine Learning · Computer Science 2017-06-22 Bo Liu , Xiao-Tong Yuan , Lezi Wang , Qingshan Liu , Dimitris N. Metaxas

Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-30 Cameron Ruggles , Nate Veldt , David F. Gleich

Models of biological systems often have many unknown parameters that must be determined in order for model behavior to match experimental observations. Commonly-used methods for parameter estimation that return point estimates of the…

Quantitative Methods · Quantitative Biology 2018-01-31 Sanjana Gupta , Liam Hainsworth , Justin S. Hogg , Robin E. C. Lee , James R. Faeder

Parallel tempering (PT), also known as replica exchange, is the go-to workhorse for simulations of multi-modal distributions. The key to the success of PT is to adopt efficient swap schemes. The popular deterministic even-odd (DEO) scheme…

Machine Learning · Computer Science 2022-11-22 Wei Deng , Qian Zhang , Qi Feng , Faming Liang , Guang Lin

The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…

Statistical Mechanics · Physics 2024-11-08 Andrea E. V. Ferrari , Prateek Gupta , Nabil Iqbal

An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

The theoretical information threshold for the planted clique problem is $2\log_2(N)$, however no polynomial algorithm is known to recover a planted clique of size $O(N^{1/2-\epsilon})$, $\epsilon>0$. In this paper we will apply a standard…

Disordered Systems and Neural Networks · Physics 2019-01-09 Maria Chiara Angelini