相关论文: Multicut decomposition methods with cut selection …

The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…

We present a novel framework for dynamic cut aggregation in L-shaped algorithms. The aim is to improve the parallel performance of distributed L-shaped algorithms through reduced communication latency and load imbalance. We show how…

This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…

An emerging optimisation problem from the real-world applications, named the multi-point dynamic aggregation (MPDA) problem, has become one of the active research topics of the multi-robot system. This paper focuses on a multi-objective…

We introduce two new methods for deterministic convex optimization problems: QCC (Quadratic Cuts for Convex optimization) and QB (Quadratic Bundle method). We prove the complexity of these methods for composite optimization problems which…

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…

We propose a formulation of the stochastic cutting stock problem as a discounted infinite-horizon Markov decision process. At each decision epoch, given current inventory of items, an agent chooses in which patterns to cut objects in stock…

We propose a highly parallel primal-dual algorithm for the multicut (a.k.a. correlation clustering) problem, a classical graph clustering problem widely used in machine learning and computer vision. Our algorithm consists of three steps…

Motivated by industrial computed tomography, we propose a memory efficient strategy to estimate the regularization hyperparameter of a non-smooth variational model. The approach is based on a combination of FISTA and Condat-Vu algorithms…

Pruning neural networks, which involves removing a fraction of their weights, can often maintain high accuracy while significantly reducing model complexity, at least up to a certain limit. We present a neural network pruning technique that…

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

The minimum cost lifted multicut approach has proven practically good performance in a wide range of applications such as image decomposition, mesh segmentation, multiple object tracking, and motion segmentation. It addresses such problems…

The goal of this work is to parallelize the multistep scheme for the numerical approximation of the backward stochastic differential equations (BSDEs) in order to achieve both, a high accuracy and a reduction of the computation time as…

Stochastic Dual Dynamic Programming (SDDP) is a widely used and fundamental algorithm for solving multistage stochastic optimization problems. Although SDDP has been frequently applied to solve risk-averse models with the Conditional…

We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, the recourse matrices, and the right-hand sides are…

We propose a modified decomposition algorithm (MDA) to solve the asymptotic communication for omniscience (CO) problem where the communication rates could be real or fractional. By starting with a lower estimation of the minimum sum-rate,…

Quantum Approximate Optimization Algorithms (QAOA) have demonstrated a strong potential in addressing graph-based optimization problems. However, the execution of large-scale quantum circuits remains constrained by the limitations of…

We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…