Related papers: An Optimization Perspective on the Monotonicity of…
Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used…
We consider the problem of mutually unbiased bases as a polynomial optimization problem over the reals. We heavily reduce it using known symmetries before exploring it using two methods, combining a number of optimization techniques. The…
In this paper we look at a class of random optimization problems. We discuss ways that can help determine typical behavior of their solutions. When the dimensions of the optimization problems are large such an information often can be…
We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…
Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
Organizations devote substantial resources to coordination, yet which tasks actually require it for correctness remains unclear. The problem is acute in multi-agent AI systems, where coordination cost is directly measurable and can exceed…
In many classification tasks there is a requirement of monotonicity. Concretely, if all else remains constant, increasing (resp. decreasing) the value of one or more features must not decrease (resp. increase) the value of the prediction.…
We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…
Chance constrained optimization problems allow to model problems where constraints involving stochastic components should only be violated with a small probability. Evolutionary algorithms have been applied to this scenario and shown to…
In applications with significant class imbalance or asymmetric costs, metrics such as the $F_\beta$-measure, AM measure, Jaccard similarity coefficient, and weighted accuracy offer more suitable evaluation criteria than standard binary…
Evolutionary algorithms (EAs) are general-purpose problem solvers that usually perform an unbiased search. This is reasonable and desirable in a black-box scenario. For combinatorial optimization problems, often more knowledge about the…
This article employs techniques from convex analysis to present characterizations of (maximal) $n-$monotonicity, similar to the well-established characterizations of (maximal) monotonicity found in the existing literature. These…
This work focuses on the robust optimization of a permanent magnet (PM) synchronous machine while considering a driving cycle. The robustification is obtained by considering uncertainties of different origins. Firstly, there are geometrical…
Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for…
Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…
Many combinatorial optimization problems are often considered intractable to solve exactly or by approximation. An example of such problem is maximum clique which -- under standard assumptions in complexity theory -- cannot be solved in…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…
In this article we develop a duality principle and concerning computational method for a structural optimization problem in elasticity. We consider the problem of finding the optimal topology for an elastic solid which minimizes its…