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Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…

机器学习 · 计算机科学 2020-01-31 Ioannis Papantonis , Vaishak Belle

In many experimental settings, one is tasked with obtaining information about certain relationships by applying perturbations to a set of independent variables and noting the changes in the set of dependent ones. While traditional…

最优化与控制 · 数学 2016-05-03 Gene A. Bunin

We consider a class of combinatorial optimization problems that emerge in a variety of domains among which: condensed matter physics, theory of financial risks, error correcting codes in information transmissions, molecular and protein…

数值分析 · 数学 2025-10-20 L. Bussolari , P. Contucci , C. Giardina' , C. Giberti , F. Unguendoli , C. Vernia

The challenge of taking many variables into account in optimization problems may be overcome under the hypothesis of low effective dimensionality. Then, the search of solutions can be reduced to the random embedding of a low dimensional…

最优化与控制 · 数学 2018-10-23 Mickaël Binois , David Ginsbourger , Olivier Roustant

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

机器学习 · 计算机科学 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…

最优化与控制 · 数学 2024-04-12 Changxin Liu , Xiao Tan , Xuyang Wu , Dimos V. Dimarogonas , Karl H. Johansson

In practice, optimization models are often prone to unavoidable inaccuracies due to dubious assumptions and corrupted data. Traditionally, this placed special emphasis on risk-based and robust formulations, and their focus on…

最优化与控制 · 数学 2023-11-22 Johannes O. Royset , Louis L. Chen , Eric Eckstrand

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

机器学习 · 统计学 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

最优化与控制 · 数学 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

We refine the formulation of the Boolean satisfiability problem with $n$ Boolean variables in Clifford algebra ${\cal C}\ell(\mathbb{R}^{n,n})$ [3] and exploit this continuous setting to outline a new unsatisfiability test. This algorithm…

数学物理 · 物理学 2026-04-21 Marco Budinich

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information. Although computers have made possible the numerical evaluation of…

统计理论 · 数学 2017-01-13 Houman Owhadi , Clint Scovel

Many specific problems ranging from theoretical probability to applications in statistical physics, combinatorial optimization and communications can be formulated as an optimal tuning of local parameters in large systems of interacting…

概率论 · 数学 2020-01-23 Bartłomiej Błaszczyszyn , Christian Hirsch

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

统计理论 · 数学 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

机器学习 · 计算机科学 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder

This article considers nonconvex global optimization problems subject to uncertainties described by continuous random variables. Such problems arise in chemical process design, renewable energy systems, stochastic model predictive control,…

最优化与控制 · 数学 2017-09-27 Yuanxun Shao , Joseph Kirk Scott

Higher order conformal perturbation theory is studied for theories with and without boundaries. We identify systematically the universal quantities in the beta function equations, and we give explicit formulae for the universal coefficients…

高能物理 - 理论 · 物理学 2009-02-27 Matthias R. Gaberdiel , Anatoly Konechny , Cornelius Schmidt-Colinet

We propose to leverage epistemic uncertainty about constraint satisfaction of a reinforcement learner in safety critical domains. We introduce a framework for specification of requirements for reinforcement learners in constrained settings,…

人工智能 · 计算机科学 2021-02-09 Lenz Belzner , Martin Wirsing

Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…

最优化与控制 · 数学 2022-05-31 Laurent Lessard

A Constraint Satisfaction Problem (CSP) is a computational problem where we are given variables and constraints about them; the question is whether the variables can be assigned values such that all constraints are satisfied. We give an…

计算机科学中的逻辑 · 计算机科学 2022-04-01 Michael Pinsker

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

最优化与控制 · 数学 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski