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In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…

Optimization and Control · Mathematics 2022-03-03 Jianzheng Wang , Guoqiang Hu

In this paper the problem of selecting $p$ out of $n$ available items is discussed, such that their total cost is minimized. We assume that costs are not known exactly, but stem from a set of possible outcomes. Robust recoverable and…

Optimization and Control · Mathematics 2017-02-17 André Chassein , Marc Goerigk , Adam Kasperski , Paweł Zieliński

We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…

Data Structures and Algorithms · Computer Science 2023-11-03 Vincent Cohen-Addad , Chenglin Fan , Suprovat Ghoshal , Euiwoong Lee , Arnaud de Mesmay , Alantha Newman , Tony Chang Wang

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright

We study the problem of set discovery where given a few example tuples of a desired set, we want to find the set in a collection of sets. A challenge is that the example tuples may not uniquely identify a set, and a large number of…

Databases · Computer Science 2022-10-05 Arif Hasnat , Davood Rafiei

We design a new algorithm on the best subset selection model in reduced rank regression.

Methodology · Statistics 2020-06-09 Canhong Wen , Weiyu Li , Junxian Zhu , Xueqin Wang

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general,…

Optimization and Control · Mathematics 2023-06-22 Yongchun Li , Weijun Xie

The minimum-cost arborescence problem is a well-studied problem in the area of graph theory, with known polynomial-time algorithms for solving it. Previous literature introduced new variations on the original problem with different…

Optimization and Control · Mathematics 2023-05-15 Xiaochen Chou , Mauro Dell'Amico , Jafar Jamal , Roberto Montemanni

Parallel surrogate optimization algorithms have proven to be efficient methods for solving expensive noisy optimization problems. In this work we develop a new parallel surrogate optimization algorithm (ProSRS), using a novel tree-based…

Optimization and Control · Mathematics 2019-08-22 Chenchao Shou , Matthew West

The "Subset Sum problem" is a very well-known NP-complete problem. In this work, a top-k variation of the "Subset Sum problem" is considered. This problem has wide application in recommendation systems, where instead of k best objects the k…

Data Structures and Algorithms · Computer Science 2021-08-27 Biswajit Sanyal , Subhashis Majumder , Priya Ranjan Sinha Mahapatra

High-throughput virtual screening is an indispensable technique utilized in the discovery of small molecules. In cases where the library of molecules is exceedingly large, the cost of an exhaustive virtual screen may be prohibitive.…

Quantitative Methods · Quantitative Biology 2022-05-05 David E. Graff , Matteo Aldeghi , Joseph A. Morrone , Kirk E. Jordan , Edward O. Pyzer-Knapp , Connor W. Coley

We introduce two novel tree search algorithms that use a policy to guide search. The first algorithm is a best-first enumeration that uses a cost function that allows us to prove an upper bound on the number of nodes to be expanded before…

Artificial Intelligence · Computer Science 2018-11-29 Laurent Orseau , Levi H. S. Lelis , Tor Lattimore , Théophane Weber

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first approximate the infinite dimensional random problem by a…

Numerical Analysis · Mathematics 2016-06-20 Jonas Ballani , Daniel Kressner , Michael Peters

Surrogate-assisted evolutionary algorithms have been widely developed to solve complex and computationally expensive multi-objective optimization problems in recent years. However, when dealing with high-dimensional optimization problems,…

Neural and Evolutionary Computing · Computer Science 2024-03-19 Guodong Chen , Jiu Jimmy Jiao , Xiaoming Xue , Zhongzheng Wang

Designing a search heuristic for constraint programming that is reliable across problem domains has been an important research topic in recent years. This paper concentrates on one family of candidates: counting-based search. Such…

Artificial Intelligence · Computer Science 2014-01-21 Gilles Pesant , Claude-Guy Quimper , Alessandro Zanarini

This article aims to seek a selection and estimation procedure for a class of tensor regression problems with multivariate covariates and matrix responses, which can provide theoretical guarantees for model selection in finite samples.…

Statistics Theory · Mathematics 2023-10-10 Yang Chen , Ziyan Luo

Population-based evolutionary algorithms are often considered when approaching computationally expensive black-box optimization problems. They employ a selection mechanism to choose the best solutions from a given population after comparing…

Neural and Evolutionary Computing · Computer Science 2024-01-30 Judith Echevarrieta , Etor Arza , Aritz Pérez

The main feature of large-scale multi-objective optimization problems (LSMOP) is to optimize multiple conflicting objectives while considering thousands of decision variables at the same time. An efficient LSMOP algorithm should have the…

Neural and Evolutionary Computing · Computer Science 2021-08-10 Haokai Hong , Kai Ye , Min Jiang , Donglin Cao , Kay Chen Tan