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The Metropolis process (MP) and Simulated Annealing (SA) are stochastic local search heuristics that are often used in solving combinatorial optimization problems. Despite significant interest, there are very few theoretical results…

数据结构与算法 · 计算机科学 2023-12-22 Zongchen Chen , Dan Mikulincer , Daniel Reichman , Alexander S. Wein

This paper considers approximation algorithms for generalized $k$-median problems. This class of problems can be informally described as $k$-median with a constant number of extra constraints, and includes $k$-median with outliers, and…

数据结构与算法 · 计算机科学 2020-09-03 Anupam Gupta , Benjamin Moseley , Rudy Zhou

This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an $\ell_0$ cardinality constraint. While branch-and-bound (BnB) frameworks can certify optimality…

机器学习 · 计算机科学 2025-06-12 Jiachang Liu , Soroosh Shafiee , Andrea Lodi

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…

机器学习 · 统计学 2025-03-07 Muheng Li , Ruqi Zhang

Spin-glasses are natural Gibbs distributions that have been studied in Theoretical CS for many decades. Recently, they have been gaining attention from the community as they emerge naturally in neural computation and learning, network…

离散数学 · 计算机科学 2026-03-25 Charilaos Efthymiou , Kostas Zampetakis

By using a simple interpolation argument, in previous work we have proven the existence of the thermodynamic limit, for mean field disordered models, including the Sherrington-Kirkpatrick model, and the Derrida p-spin model. Here we extend…

无序系统与神经网络 · 物理学 2007-05-23 Francesco Guerra

We compute the probability of positive large deviations of the free energy per spin in mean-field Spin-Glass models. The probability vanishes in the thermodynamic limit as $P(\Delta f) \propto \exp[-N^2 L_2(\Delta f)]$. For the…

无序系统与神经网络 · 物理学 2012-10-31 Giorgio Parisi , Tommaso Rizzo

A fundamental challenge in quantum physics is determining the ground-state properties of many-body systems. Whereas standard approaches, such as variational calculations, consist of writing down a wave function ansatz and minimizing over…

量子物理 · 物理学 2026-04-03 Jie Wang , David Jansen , Irénée Frerot , Marc-Olivier Renou , Victor Magron , Antonio Acín

In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…

最优化与控制 · 数学 2025-07-24 Max L. N. Goncalves , Geovani N. Grapiglia

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

最优化与控制 · 数学 2026-03-10 Mickael Binois , Jeffrey Larson

Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization…

机器学习 · 统计学 2026-05-29 Henry D. Smith , Nathaniel L. Diamant , Brian L. Trippe

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

数值分析 · 数学 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

This paper extends the RRT* algorithm, a recently developed but widely-used sampling-based optimal motion planner, in order to effectively handle nonlinear kinodynamic constraints. Nonlinearity in kinodynamic differential constraints often…

机器人学 · 计算机科学 2016-03-15 Jung-Su Ha , Han-Lim Choi , Jeong hwan Jeon

In part II we constructed the lower bound, in the spirit of $\Gamma$- $\liminf$ for some general classes of singular perturbation problems, with or without the prescribed differential constraint, taking the form E_\e(v):=\int_\Omega…

偏微分方程分析 · 数学 2013-09-26 Arkady Poliakovsky

Propositional satisfiability (SAT) is one of the most fundamental problems in computer science. The worst-case hardness of SAT lies at the core of computational complexity theory. The average-case analysis of SAT has triggered the…

离散数学 · 计算机科学 2019-05-03 Tobias Friedrich , Anton Krohmer , Ralf Rothenberger , Thomas Sauerwald , Andrew M. Sutton

When iteratively solving linear systems By=b with Hermitian positive semi-definite $B$, and in particular when solving least-squares problems for $Ax=b$ by reformulating them as $AA^\ast y=b$, it is often observed that SOR-type methods…

数值分析 · 数学 2016-07-21 Peter Oswald , Weiqi Zhou

This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…

最优化与控制 · 数学 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

Replicability requires that algorithmic conclusions remain consistent when rerun on independently drawn data. A central structural question is composition: given $k$ problems each admitting a $\rho$-replicable algorithm with sample…

This paper studies the convex isotonic regression with generalized order restrictions induced by a directed tree. The proposed model covers various intriguing optimization problems with shape or order restrictions, including the generalized…

最优化与控制 · 数学 2023-04-04 Xuyu Chen , Xudong Li , Yangfeng Su

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

机器学习 · 计算机科学 2025-06-27 Michalis K. Titsias