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Ising machines can solve combinatorial optimization problems by representing them as energy minimization problems. A common implementation is the probabilistic Ising machine (PIM), which uses probabilistic (p-) bits to represent coupled…
Constrained machine learning enables fairness-aware training, physics-informed neural networks, and integration of symbolic domain knowledge into statistical models. Despite its practical importance, no general method exists for the…
This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…
The multiple knapsack problem (MKP) generalizes the classical knapsack problem by assigning items to multiple knapsacks subject to capacity constraints. It is used to model many real-world resource allocation and scheduling problems. In…
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…
Sampling-based Model Predictive Control (MPC) has been a practical and effective approach in many domains, notably model-based reinforcement learning, thanks to its flexibility and parallelizability. Despite its appealing empirical…
Population-based methods can cope with a variety of different problems, including problems of remarkably higher complexity than those traditional methods can handle. The main procedure consists of successively updating a population of…
Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…
Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…
Stochastic Constraint Programming (SCP) is an extension of Constraint Programming (CP) used for modelling and solving problems involving constraints and uncertainty. SCP inherits excellent modelling abilities and filtering algorithms from…
The multiple measurement vector problem (MMV) is a generalization of the compressed sensing problem that addresses the recovery of a set of jointly sparse signal vectors. One of the important contributions of this paper is to reveal that…
We consider a stochastic variational inequality (SVI) problem with a continuous and monotone mapping over a closed and convex set. In strongly monotone regimes, we present a variable sample-size averaging scheme (VS-Ave) that achieves a…
Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates…
Distributed Constraint Optimization Problems (DCOPs) are a widely studied framework for coordinating interactions in cooperative multi-agent systems. In classical DCOPs, variables owned by agents are assumed to be discrete. However, in many…
Constraint satisfaction problem (CSP) is a well-studied combinatorial search problem, in which we are asked to find an assignment of values to given variables so as to satisfy all of given constraints. We study a reconfiguration variant of…
Motivated by graphical models, we consider the "Sparse Plus Low-rank" decomposition of a positive definite concentration matrix -- the inverse of the covariance matrix. This is a classical problem for which a rich theory and numerical…
To compute approximate solutions for combinatorial optimization problems, we describe variational methods based on the product state (PS) and matrix product state (MPS) ansatzes. We perform variational energy minimization with respect to a…
The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…
This paper presents new algorithms to solve the feature-sparsity constrained PCA problem (FSPCA), which performs feature selection and PCA simultaneously. Existing optimization methods for FSPCA require data distribution assumptions and are…
Several continuous dynamical systems have recently been proposed as special-purpose analog computers designed to solve combinatorial optimization problems such as $k$-SAT or the Ising problem. While combinatorial optimization problems are…