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We propose a data-driven framework for identifying coarse-grained (CG) Lennard-Jones (LJ) potential parameters in confined systems for simple liquids. Our approach involves the use of a Deep Neural Network (DNN) that is trained to…

We study the maximum capture problem in facility location under random utility models, i.e., the problem of seeking to locate new facilities in a competitive market such that the captured user demand is maximized, assuming that each…

We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other nonsmooth. The key highlight is a natural property of the resulting problem's structure that yields a…

In this short note we consider a dynamic assortment planning problem under the capacitated multinomial logit (MNL) bandit model. We prove a tight lower bound on the accumulated regret that matches existing regret upper bounds for all…

It is well known that there have been many numerical algorithms for solving nonsmooth minimax problems, numerical algorithms for nonsmooth minimax problems with joint linear constraints are very rare. This paper aims to discuss optimality…

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…

In this paper we consider the problem of pricing multiple differentiated products. This is challenging as a price change in one product, not only changes the demand of that particular product, but also the demand for the other products. To…

Adjoint-based optimization methods are attractive for aerodynamic shape design primarily due to their computational costs being independent of the dimensionality of the input space and their ability to generate high-fidelity gradients that…

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

The minimum linear ordering problem (MLOP) generalizes well-known combinatorial optimization problems such as minimum linear arrangement and minimum sum set cover. MLOP seeks to minimize an aggregated cost $f(\cdot)$ due to an ordering…

We study the dynamic pricing problem with knapsack, addressing the challenge of balancing exploration and exploitation under resource constraints. We introduce three algorithms tailored to different informational settings: a Boundary…

In this paper, we consider a class of possibly nonconvex, nonsmooth and non-Lipschitz optimization problems arising in many contemporary applications such as machine learning, variable selection and image processing. To solve this class of…

In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…

We study a ranking and selection problem of learning from choice-based feedback with dynamic assortments. In this problem, a company sequentially displays a set of items to a population of customers and collects their choices as feedback.…

We propose a framework to learn to schedule a job-shop problem (JSSP) using a graph neural network (GNN) and reinforcement learning (RL). We formulate the scheduling process of JSSP as a sequential decision-making problem with graph…

In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…