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Deterministic computer simulations are often used as a replacement for complex physical experiments. Although less expensive than physical experimentation, computer codes can still be time-consuming to run. An effective strategy for…

Methodology · Statistics 2010-03-04 Mark Franey , Pritam Ranjan , Hugh Chipman

High-performance Ising machines for solving combinatorial optimization problems have been developed with digital processors implementing heuristic algorithms such as simulated bifurcation (SB). Although Ising machines have been designed for…

Optimization and Control · Mathematics 2023-01-03 Taro Kanao , Hayato Goto

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…

Optimization and Control · Mathematics 2024-09-20 Jiajie Zhang , Yun Hui Lin , Gerardo Berbeglia

A prominent approach to solving combinatorial optimization problems on parallel hardware is Ising machines, i.e., hardware implementations of networks of interacting binary spin variables. Most Ising machines leverage second-order…

Emerging Technologies · Computer Science 2022-12-08 Connor Bybee , Denis Kleyko , Dmitri E. Nikonov , Amir Khosrowshahi , Bruno A. Olshausen , Friedrich T. Sommer

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Conflict-Based Search (CBS) is a powerful algorithmic framework for optimally solving classical multi-agent path finding (MAPF) problems, where time is discretized into the time steps. Continuous-time CBS (CCBS) is a recently proposed…

Artificial Intelligence · Computer Science 2021-03-03 Anton Andreychuk , Konstantin Yakovlev , Eli Boyarski , Roni Stern

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…

Optimization and Control · Mathematics 2017-09-27 Yuanxun Shao , Joseph Kirk Scott

We propose a decomposition framework for the parallel optimization of the sum of a differentiable {(possibly nonconvex)} function and a nonsmooth (possibly nonseparable), convex one. The latter term is usually employed to enforce structure…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-19 Amir Daneshmand , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

Sequential robot manipulation tasks require finding collision-free trajectories that satisfy geometric constraints across multiple object interactions in potentially high-dimensional configuration spaces. Solving these problems in real-time…

Robotics · Computer Science 2025-10-14 Lucas Chen , Shrutheesh Raman Iyer , Zachary Kingston

This paper depicts an algorithm for solving the Decision Boolean Satisfiability Problem using the binary numerical properties of a Special Decision Satisfiability Problem, parallel execution, object oriented, and short termination. The two…

Data Structures and Algorithms · Computer Science 2018-04-17 Carlos Barrón-Romero

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is…

Machine Learning · Computer Science 2018-11-22 Bryan Wilder , Bistra Dilkina , Milind Tambe

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the…

Numerical Analysis · Mathematics 2017-05-29 Max Gunzburger , Nan Jiang , Zhu Wang

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac