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In this paper, we study a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. While restart strategies…
A major problem in evaluating stochastic local search algorithms for NP-complete problems is the need for a systematic generation of hard test instances having previously known properties of the optimal solutions. On the basis of…
We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…
In this paper, we propose an efficient sieving based secant method to address the computational challenges of solving sparse optimization problems with least-squares constraints. A level-set method has been introduced in [X. Li, D.F. Sun,…
Most recent MaxSAT algorithms rely on a succession of calls to a SAT solver in order to find an optimal solution. In particular, several algorithms take advantage of the ability of SAT solvers to identify unsatisfiable subformulas. Usually,…
Incomplete MaxSAT solving aims to quickly find a solution that attempts to minimize the sum of the weights of the unsatisfied soft clauses without providing any optimality guarantees. In this paper, we propose two approximation strategies…
Boolean Satisfiability (SAT) problems are critical in fields such as artificial intelligence and cryptography, where efficient solutions are essential. Conventional probabilistic solvers often encounter scalability issues due to complex…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
Nature-inspired computation is receiving increasing attention. Various Ising machine implementations have recently been proven to be effective in solving numerous combinatorial optimization problems including maximum cut, low density parity…
Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…
In recent years, half precision floating-point arithmetic has gained wide support in hardware and software stack thanks to the advance of artificial intelligence and machine learning applications. Operating at half precision can…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
We present an exact quantum algorithm for solving the Exact Satisfiability (XSAT) problem, which belongs to the important NP-complete complexity class. The algorithm is based on an intuitive approach that can be divided into two parts:…
We suggest a simple adaptive step-size procedure, which does not require any line-search, for a general class of nonlinear optimization methods and prove convergence of a general method under mild assumptions. In particular, the goal…
We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…
Annotating 3D LiDAR point clouds for perception tasks is fundamental for many applications e.g., autonomous driving, yet it still remains notoriously labor-intensive. Pretraining-finetuning approach can alleviate the labeling burden by…
Recoverable robust optimization is a popular multi-stage approach, in which it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We consider recoverable robust optimization in combination with…
The stochastic three points (STP) algorithm is a derivative-free optimization technique designed for unconstrained optimization problems in $\mathbb{R}^d$. In this paper, we analyze this algorithm for three classes of functions: smooth…
Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…
This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…