相关论文: A dynamic programming approach for generalized nea…

Many real-world optimization problems involve uncertain parameters with probability distributions that can be estimated using contextual feature information. In contrast to the standard approach of first estimating the distribution of…

Although optimization is the longstanding algorithmic backbone of machine learning, new models still require the time-consuming implementation of new solvers. As a result, there are thousands of implementations of optimization algorithms…

Combinatorial optimization problems are ubiquitous in industrial applications. However, finding optimal or close-to-optimal solutions can often be extremely hard. Because some of these problems can be mapped to the ground-state search of…

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Dynamic multi-objective optimization (DMOO) has recently attracted increasing interest from both academic researchers and engineering practitioners, as numerous real-world applications that evolve over time can be naturally formulated as…

We propose and implement a family of quantum-informed recursive optimization (QIRO) algorithms for combinatorial optimization problems. Our approach leverages quantum resources to obtain information that is used in problem-specific…

Shape-constrained optimization arises in a wide range of problems including distributionally robust optimization (DRO) that has surging popularity in recent years. In the DRO literature, these problems are usually solved via reduction into…

Graph-structured data is ubiquitous throughout natural and social sciences, and Graph Neural Networks (GNNs) have recently been shown to be effective at solving prediction and inference problems on graph data. In this paper, we propose and…

We discuss an approach to signal recovery in Generalized Linear Models (GLM) in which the signal estimation problem is reduced to the problem of solving a stochastic monotone variational inequality (VI). The solution to the stochastic VI…

This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of…

Small data learning problems are characterized by a significant discrepancy between the limited amount of response variable observations and the large feature space dimension. In this setting, the common learning tools struggle to identify…

In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and generalized nearly-isotonic regression. We show how these three estimators relate to each other, derive…

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

In this paper, we introduce a novel approach to multi-modal optimization by enhancing the recently developed kinetic-based optimization (KBO) method with genetic dynamics (GKBO). The proposed method targets objective functions with multiple…

Optimization problems in dynamic environments have recently been the source of several theoretical studies. One of these problems is the monotonic Dynamic Binary Value problem, which theoretically has high discriminatory power between…

Learning-based methods have gained attention as general-purpose solvers due to their ability to automatically learn problem-specific heuristics, reducing the need for manually crafted heuristics. However, these methods often face…

Variational quantum algorithms, such as the Recursive Quantum Approximate Optimization Algorithm (RQAOA), have become increasingly popular, offering promising avenues for employing Noisy Intermediate-Scale Quantum devices to address…

We present a fast, scalable, data-driven approach for solving relaxations of 0-1 integer linear programs. We use a combination of graph neural networks (GNN) and the Lagrange decomposition based algorithm FastDOG (Abbas and Swoboda 2022b).…

In recent years, there has been notable interest in investigating combinatorial optimization (CO) problems by neural-based framework. An emerging strategy to tackle these challenging problems involves the adoption of graph neural networks…

In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…