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We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation.…

Machine Learning · Computer Science 2020-11-05 Andrés Muñoz Medina , Umar Syed , Sergei Vassilvitskii , Ellen Vitercik

There are no computationally feasible algorithms that provide solutions to the finite horizon Risk-sensitive Constrained Markov Decision Process (Risk-CMDP) problem, even for problems with moderate horizon. With an aim to design the same,…

Optimization and Control · Mathematics 2023-03-27 Vartika Singh , Veeraruna Kavitha

We propose a new methodology to develop heuristic algorithms using tree decompositions. Traditionally, such algorithms construct an optimal solution of the given problem instance through a dynamic programming approach. We modify this…

Data Structures and Algorithms · Computer Science 2023-10-26 Louis Carpentier , Jorik Jooken , Jan Goedgebeur

In this paper, we propose an improved numerical algorithm for solving minimax problems based on nonsmooth optimization, quadratic programming and iterative process. We also provide a rigorous proof of convergence for our algorithm under…

Artificial Intelligence · Computer Science 2025-07-02 Qing Xu , Xiaohua Xuan

Many real world optimization problems are formulated as mixed-variable optimization problems (MVOPs) which involve both continuous and discrete variables. MVOPs including dimensional variables are characterized by a variable-size search…

Artificial Intelligence · Computer Science 2024-08-31 El-Ghazali Talbi

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

We present a new framework for solving general topology optimization (TO) problems that find an optimal material distribution within a design space to maximize the performance of a structure while satisfying design constraints. These…

Numerical Analysis · Mathematics 2024-11-20 Zisheng Ye , Wenxiao Pan

Shifting towards renewable energy sources and reducing carbon emissions necessitate sophisticated energy system planning, optimization, and extension. Energy systems optimization models (ESOMs) often form the basis for political and…

Optimization and Control · Mathematics 2025-02-27 Nils-Christian Kempke , Tim Kunt , Bassel Katamish , Charlie Vanaret , Shima Sasanpour , Jan-Patrick Clarner , Thorsten Koch

Dense vector retrieval is an important building block of modern machine learning systems, underlying applications ranging from semantic search to retrieval-augmented generation and knowledge-intensive reasoning. Beyond retrieving items that…

Information Retrieval · Computer Science 2026-05-25 Hang Gao , Dong Deng , Yongfeng Zhang

We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for this problem. Our main result is a non-asymptotic guarantee for…

Optimization and Control · Mathematics 2024-04-02 Koulik Khamaru

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimization and Control · Mathematics 2021-05-18 Huan Xiong , Mengyang Yu , Li Liu , Fan Zhu , Fumin Shen , Ling Shao

Recent hardware-aware matrix-free algorithms for higher-order finite-element (FE) discretized matrix-vector multiplications reduce floating point operations and data access costs compared to traditional sparse matrix approaches. This work…

Computational Physics · Physics 2024-12-31 Gourab Panigrahi , Nikhil Kodali , Debashis Panda , Phani Motamarri

Discrete optimization problems often arise in deep learning tasks, despite the fact that neural networks typically operate on continuous data. One class of these problems involve objective functions which depend on neural networks, but…

Machine Learning · Computer Science 2023-10-17 Eric Lei , Arman Adibi , Hamed Hassani

Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…

Optimization and Control · Mathematics 2022-10-18 Tianyi Lin , Zeyu Zheng , Michael I. Jordan

Computational Fluid Dynamics (CFD) is an important approach for analyzing flow phenomena and predicting engineering-relevant quantities. The governing physics is formulated as partial differential equations(PDEs) and solved numerically on…

Fluid Dynamics · Physics 2026-05-14 Yali Luo , Yiye Zou , Heng Zhang , Mingjie Zhang , Gang Wei , Jingyu Wang , Xiaogang Deng

In optimizing real-world structures, due to fabrication or budgetary restraints, the design variables may be restricted to a set of standard engineering choices. Such variables, commonly called categorical variables, are discrete and…

Computational Engineering, Finance, and Science · Computer Science 2025-01-03 Mehran Ebrahimi , Hyunmin Cheong , Pradeep Kumar Jayaraman , Farhad Javid

Scientific applications produce vast amounts of data, posing grand challenges in the underlying data management and analytic tasks. Progressive compression is a promising way to address this problem, as it allows for on-demand data…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-02 Yanliang Li , Wenbo Li , Qian Gong , Qing Liu , Norbert Podhorszki , Scott Klasky , Xin Liang , Jieyang Chen

A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…

Mathematical Software · Computer Science 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

We address the problem of minimizing a class of energy functions consisting of data and smoothness terms that commonly occur in machine learning, computer vision, and pattern recognition. While discrete optimization methods are able to give…

Computer Vision and Pattern Recognition · Computer Science 2022-06-22 Zhakshylyk Nurlanov , Daniel Cremers , Florian Bernard

Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…

Machine Learning · Computer Science 2023-12-07 Yuanshi Liu , Hanzhen Zhao , Yang Xu , Pengyun Yue , Cong Fang