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We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator…

Machine Learning · Computer Science 2021-12-10 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Stochastic multi-level compositional optimization problems cover many new machine learning paradigms, e.g., multi-step model-agnostic meta-learning, which require efficient optimization algorithms for large-scale data. This paper studies…

Machine Learning · Computer Science 2024-06-03 Hongchang Gao

In decentralized optimization over networks, each node in the network has a portion of the global objective function and the aim is to collectively optimize this function. Gradient tracking methods have emerged as a popular alternative for…

Optimization and Control · Mathematics 2023-12-13 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

In this paper, we tackle a critical challenge in model evaluation: how to keep code benchmarks useful when models might have already seen them during training. We introduce a novel solution, dynamic benchmarking framework, to address this…

Software Engineering · Computer Science 2025-03-11 Batu Guan , Xiao Wu , Yuanyuan Yuan , Shaohua Li

Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation. In this paper, we systematically review the benchmarking process of optimization…

Optimization and Control · Mathematics 2017-09-26 Vahid Beiranvand , Warren Hare , Yves Lucet

The domain of an optimization problem is seen as one of its most important characteristics. In particular, the distinction between continuous and discrete optimization is rather impactful. Based on this, the optimizing algorithm, analyzing…

Neural and Evolutionary Computing · Computer Science 2023-04-27 André Thomaser , Jacob de Nobel , Diederick Vermetten , Furong Ye , Thomas Bäck , Anna V. Kononova

Numerical validation is at the core of machine learning research as it allows to assess the actual impact of new methods, and to confirm the agreement between theory and practice. Yet, the rapid development of the field poses several…

In this article, we present an extension of the formulation recently developed by the authors (A Framework for Data-Driven Computational Mechanics Based on Nonlinear Optimization, arXiv:1910.12736 [math.NA]) to the structural dynamics…

Numerical Analysis · Mathematics 2019-12-25 Cristian Guillermo Gebhardt , Marc Christian Steinbach , Dominik Schillinger , Raimund Rolfes

This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…

Optimization and Control · Mathematics 2025-02-27 Rajmadan Lakshmanan , Alois Pichler , Miloš Kopa

As models become increasingly sophisticated, conventional algorithm benchmarks are increasingly saturated, underscoring the need for more challenging benchmarks to guide future improvements in algorithmic reasoning. This paper introduces…

Artificial Intelligence · Computer Science 2025-06-13 Yaoming Zhu , Junxin Wang , Yiyang Li , Lin Qiu , ZongYu Wang , Jun Xu , Xuezhi Cao , Yuhuai Wei , Mingshi Wang , Xunliang Cai , Rong Ma

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

To achieve peak predictive performance, hyperparameter optimization (HPO) is a crucial component of machine learning and its applications. Over the last years, the number of efficient algorithms and tools for HPO grew substantially. At the…

The first generation of blockchain focused on digital currencies and secure storage, management and transfer of tokenized values. Thereafter, the focus has been shifting from currencies to a broader application space. In this paper, we…

Cryptography and Security · Computer Science 2021-03-23 Andrea Merlina , Roman Vitenberg , Vinay Setty

Benchmarking is one of the key ways in which we can gain insight into the strengths and weaknesses of optimization algorithms. In sampling-based optimization, considering the anytime behavior of an algorithm can provide valuable insights…

Neural and Evolutionary Computing · Computer Science 2024-12-11 Diederick Vermetten , Jeroen Rook , Oliver L. Preuß , Jacob de Nobel , Carola Doerr , Manuel López-Ibañez , Heike Trautmann , Thomas Bäck

This paper presents Block, a distributed scheduling framework designed to optimize load balancing and auto-provisioning across instances in large language model serving frameworks by leveraging contextual information from incoming requests.…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-14 Wei Da , Evangelia Kalyvianaki

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Optimization and Control · Mathematics 2024-01-11 Daniela Lupu , Ion Necoara

A lot of real-world engineering problems represent dynamicity with nests of nonlinearities due to highly complex network of exponential functions or large number of differential equations interacting together. Such search spaces are…

Neural and Evolutionary Computing · Computer Science 2020-05-07 Mojtaba Moattari , Emad Roshandel , Shima Kamyab , Zohreh Azimifar

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

Numerical Analysis · Mathematics 2025-03-12 Jorge Aguayo Araneda , Julie Merten
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