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Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on…

We present Woorpje, a string solver for bounded word equations (i.e., equations where the length of each variable is upper bounded by a given integer). Our algorithm works by reformulating the satisfiability of bounded word equations as a…

Formal Languages and Automata Theory · Computer Science 2019-06-28 Joel D. Day , Thorsten Ehlers , Mitja Kulczynski , Florin Manea , Dirk Nowotka , Danny Bøgsted Poulsen

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

In this paper we propose a new numerical method for solving stochastic differential equations (SDEs). As an application of this method we propose an explicit numerical scheme for a super linear SDE for which the usual Euler scheme diverges.

Numerical Analysis · Mathematics 2013-03-14 Nikolaos Halidias

We present a numerical method for the solution of Newton's problem of least resistance in the class of convex functions using a convex hull approach. We observe that the numerically computed solutions possess some symmetry. Further, their…

Optimization and Control · Mathematics 2025-11-13 Gerd Wachsmuth

We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities…

Optimization and Control · Mathematics 2020-06-02 Xiao Liu , Simge Kucukyavuz

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…

Information Theory · Computer Science 2024-11-05 Ahmet Yusuf Salim , Bart Selman , Henry Kautz , Zeljko Ignjatovic , Selçuk Köse

Bounded fitting is a general paradigm for learning logical formulas from positive and negative data examples, that has received considerable interest recently. We investigate bounded fitting for the description logic ALC and its syntactic…

Artificial Intelligence · Computer Science 2025-07-30 Maurice Funk , Jean Christoph Jung , Tom Voellmer

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…

Optimization and Control · Mathematics 2018-12-18 Po-Wei Wang , J. Zico Kolter

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…

Logic in Computer Science · Computer Science 2018-06-20 Saurabh Joshi , Prateek Kumar , Ruben Martins , Sukrut Rao

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

Probability · Mathematics 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

Generating diverse solutions to the Boolean Satisfiability Problem (SAT) is a hard computational problem with practical applications for testing and functional verification of software and hardware designs. We explore the way to generate…

Artificial Intelligence · Computer Science 2022-12-02 Karlis Freivalds , Sergejs Kozlovics

We introduce and benchmark a stochastic local search heuristic for the NP-complete satisfiability problem 3-SAT that drastically outperforms existing solvers in the notoriously difficult realm of critically hard instances. Our construction…

Artificial Intelligence · Computer Science 2025-06-23 J. Schwardt , J. C. Budich

Recent research in areas such as SAT solving and Integer Linear Programming has shown that the performances of a single arbitrarily efficient solver can be significantly outperformed by a portfolio of possibly slower on-average solvers. We…

Artificial Intelligence · Computer Science 2014-01-07 Roberto Amadini , Maurizio Gabbrielli , Jacopo Mauro

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…

Optimization and Control · Mathematics 2020-09-22 Victor I. Kolobov , Simeon Reich , Rafał Zalas

In this paper we study a variation of the random $k$-SAT problem, called polarized random $k$-SAT. In this model there is a polarization parameter $p$, and in half of the clauses each variable occurs negated with probability $p$ and pure…

Probability · Mathematics 2023-01-13 Joel Larsson Danielsson , Klas Markström

We develop a stochastic approximation-type algorithm to solve finite state/action, infinite-horizon, risk-aware Markov decision processes. Our algorithm has two loops. The inner loop computes the risk by solving a stochastic saddle-point…

Optimization and Control · Mathematics 2019-12-05 Wenjie Huang , William B. Haskell

Sparse signal recovery is one of the most fundamental problems in various applications, including medical imaging and remote sensing. Many greedy algorithms based on the family of hard thresholding operators have been developed to solve the…

Signal Processing · Electrical Eng. & Systems 2023-06-09 Rachel Grotheer , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

We propose a parallel stochastic Newton method (PSN) for minimizing unconstrained smooth convex functions. We analyze the method in the strongly convex case, and give conditions under which acceleration can be expected when compared to its…

Numerical Analysis · Mathematics 2017-05-19 Mojmír Mutný , Peter Richtárik