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We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…

Optimization and Control · Mathematics 2018-12-24 Bo Wei , William B. Haskell , Sixiang Zhao

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Optimization and Control · Mathematics 2018-09-13 Atiye Alaeddini , Daniel J. Klein

We introduce the reinforcement quantum annealing (RQA) scheme in which an intelligent agent interacts with a quantum annealer that plays the stochastic environment role of learning automata and tries to iteratively find better Ising…

Quantum Physics · Physics 2020-01-03 Ramin Ayanzadeh , Milton Halem , Tim Finin

Service systems are labor intensive due to the large variation in the tasks required to address service requests from multiple customers. Aligning the staffing levels to the forecasted workloads adaptively in such systems is nontrivial…

Systems and Control · Computer Science 2013-12-31 L. A. Prashanth , H. L. Prasad , Nirmit Desai , Shalabh Bhatnagar , Gargi Dasgupta

We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…

Statistics Theory · Mathematics 2021-03-16 Darinka Dentcheva , Yang Lin

Combinatorial optimization problems are computationally hard in general, but they are ubiquitous in our modern life. A coherent Ising machine (CIM) based on a multiple-pulse degenerate optical parametric oscillator (DOPO) is an alternative…

Constrained optimization underlies crucial societal problems (for instance, stock trading and bandwidth allocation), but is often computationally hard (complexity grows exponentially with problem size). The big-data era urgently demands…

Emerging Technologies · Computer Science 2025-06-18 Jinzhan Li , Suhas Kumar , Su-in Yi

Search-based software engineering (SBSE) addresses critical optimization challenges in software engineering, including the next release problem (NRP) and feature selection problem (FSP). While traditional heuristic approaches and integer…

Software Engineering · Computer Science 2025-07-01 Shuchang Wang , Xiaopeng Qiu , Yingxing Xue , Yanfu Li , Wei Yang

Ising machines have the potential to realize fast and highly accurate solvers for combinatorial optimization problems. They are classified based on their internal algorithms. Examples include simulated-annealing-based Ising machines…

Statistical Mechanics · Physics 2023-11-15 Shuta Kikuchi , Nozomu Togawa , Shu Tanaka

In this paper, we analyze the convergence %semi-convergence properties of projected non-stationary block iterative methods (P-BIM) aiming to find a constrained solution to large linear, usually both noisy and ill-conditioned, systems of…

Numerical Analysis · Mathematics 2022-02-11 Mahdi Mirzapour , Andrzej Cegielski , Tommy Elfving

With the slowdown of improvement in conventional von Neumann systems, increasing attention is paid to novel paradigms such as Ising machines. They have very different approach to NP-complete optimization problems. Ising machines have shown…

Artificial Intelligence · Computer Science 2023-05-03 Anshujit Sharma , Matthew Burns , Andrew Hahn , Michael Huang

Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the data as much as possible, while controlling the number of…

Machine Learning · Statistics 2020-05-08 Peter Richtárik , Majid Jahani , Selin Damla Ahipaşaoğlu , Martin Takáč

In this paper, we extend a bio-inspired algorithm called the porcellio scaber algorithm (PSA) to solve constrained optimization problems, including a constrained mixed discrete-continuous nonlinear optimization problem. Our extensive…

Neural and Evolutionary Computing · Computer Science 2017-10-12 Yinyan Zhang , Shuai Li , Hongliang Guo

One of the major problems of most quantum computing applications is that the required number of qubits to solve a practical problem is much larger than that of today's quantum hardware. We propose an algorithm, called large-system sampling…

Quantum Physics · Physics 2022-08-08 Chen-Yu Liu , Hsi-Sheng Goan

Many combinatorial optimization problems can be reformulated as finding the ground state of the Ising model. Existing Ising solvers are mostly inspired by simulated annealing. Although annealing techniques offer scalability, they lack…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-11 Debraj Banerjee , Santanu Mahapatra , Kunal Narayan Chaudhury

Using a specially constructed set of hard 2-SAT problems with four satisfying assignments, we study the scaling and sampling performance of numerical simulation of quantum annealing as well as that of the physical quantum annealers offered…

Quantum Physics · Physics 2025-11-04 Vrinda Mehta , Hans De Raedt , Kristel Michielsen , Fengping Jin

Simulated annealing (SA) is a stochastic global optimisation technique applicable to a wide range of discrete and continuous variable problems. Despite its simplicity, the development of an effective SA optimiser for a given problem hinges…

Machine Learning · Computer Science 2024-06-27 Alvaro H. C. Correia , Daniel E. Worrall , Roberto Bondesan

Simulated annealing (SA) is a key algorithm for solving combinatorial optimization problems, which model numerous real-world systems. While SA is commonly used to solve quadratic unconstrained binary optimization (QUBO) problems, many…

Statistical Mechanics · Physics 2026-05-05 Kohei Suzuki

Spatial photonic Ising machines (SPIMs) based on spatial light modulators (SLMs) have emerged as highly effective solvers for many tasks, including combinatorial optimization problems and spin-glass simulations. However, traditional SPIMs…

In recent years, quantum annealing has gained the status of being a promising candidate for solving various optimization problems. Using a set of hard 2-satisfiabilty (2-SAT) problems, consisting of upto 18-variables problems, we analyze…

Quantum Physics · Physics 2022-06-09 Vrinda Mehta , Fengping Jin , Hans De Raedt , Kristel Michielsen