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Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…
The problem of Cloud resource provisioning for component-based applications consists in the allocation of virtual machines (VMs) offers from various Cloud Providers to a set of applications such that the constraints induced by the…
This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…
Recently, the makespan-minimization problem of compiling a general class of quantum algorithms into near-term quantum processors has been introduced to the AI community. The research demonstrated that temporal planning is a strong approach…
The Distance Geometry Problem (DGP) seeks to find positions for a set of points in geometric space when some distances between pairs of these points are known. The so-called discretization assumptions allow to discretize the search space of…
We consider the problem of tracking one solution path defined by a polynomial homotopy on a parallel shared memory computer. Our robust path tracker applies Newton's method on power series to locate the closest singular parameter value. On…
Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…
For over a decade now we have been witnessing the success of {\em massive parallel computation} (MPC) frameworks, such as MapReduce, Hadoop, Dryad, or Spark. One of the reasons for their success is the fact that these frameworks are able to…
Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the…
We study the problem of differentially private constrained maximization of decomposable submodular functions. A submodular function is decomposable if it takes the form of a sum of submodular functions. The special case of maximizing a…
In this workshop, we discuss several algorithms for mathematical programs with equilibrium constraints (MPECs). The unifying theme is that MPECs are optimization problems whose feasible set contains a lower-level equilibrium system, often…
The following open problems, which concern a fundamental limit on coding properties of quantum codes with realistic physical constraints, are analyzed and partially answered here: (a) the upper bound on code distances of quantum…
The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take…
New developments in HPC technology in terms of increasing computing power on multi/many core processors, high-bandwidth memory/IO subsystems and communication interconnects, pose a direct impact on software and runtime system development.…
This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results show that the proposed simplified N-block PCPM algorithm,…
Hybrid quantum-classical approaches offer potential solutions to quantum chemistry problems, yet they often manifest as constrained optimization problems. Here, we explore the interconnection between constrained optimization and generalized…
We introduce and study the complexity of Path Packing. Given a graph $G$ and a list of paths, the task is to embed the paths edge-disjoint in $G$. This generalizes the well known Hamiltonian-Path problem. Since Hamiltonian Path is…
Predictive coding has emerged as an influential normative model of neural computation, with numerous extensions and applications. As such, much effort has been put into mapping PC faithfully onto the cortex, but there are issues that remain…
Large-scale competitive market equilibrium problems arise in a wide range of important applications, including economic decision-making and intelligent manufacturing. Traditional solution methods, such as interior-point algorithms and…
Protein folding is a central challenge in computational biology, with important applications in molecular biology, drug discovery and catalyst design. As a hard combinatorial optimisation problem, it has been studied as a potential target…