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In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
This paper addresses an inconsistency in various definitions of supported non-dominated points within multi-objective combinatorial problems (MOCO). MOCO problems are known to contain supported and unsupported non-dominated points, with the…
Bipartite b-matching, where agents on one side of a market are matched to one or more agents or items on the other, is a classical model that is used in myriad application areas such as healthcare, advertising, education, and general…
This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…
Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…
We propose a model for recoverable robust optimization with commitment. Given a combinatorial optimization problem and uncertainty about elements that may fail, we ask for a robust solution that, after the failing elements are revealed, can…
In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…
In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…
We study set selection problems where the weights are uncertain. Instead of its exact weight, only an uncertainty interval containing its true weight is available for each element. In some cases, some solutions are universally optimal;…
Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…
In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…
A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Some classical polynomial-time optimization problems, such as spanning tree and forest, shortest path,…
In this article, we investigate the multi-parametric matroid problem. The weights of the elements of the matroid's ground set depend linearly on an arbitrary but fixed number of parameters, each of which is taken from a real interval. The…
The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…
In this paper we consider the problem of constructing numerical algorithms for approximating of convex compact bodies in d-dimensional Euclidean space by polytopes with any given accuracy. It is well known that optimal with respect to the…
In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…
In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…
Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…
Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…