相关论文: Improved extremal optimization for the Ising spin …
This paper studies a basic notion of distributional shape known as orthounimodality (OU) and its use in shape-constrained distributionally robust optimization (DRO). As a key motivation, we argue how such type of DRO is well-suited to…
We propose a class of essentially non-oscillatory schemes with adaptive order (ENO-AO) for solving hyperbolic conservation laws. The new schemes select candidate stencils by novel smoothness indicators which are the measurements of the…
The frustrated Ising model in two dimensions is revisited. The frustration is quantified in terms of the number of non-trivial plaquettes which is invariant under the Nishimori gauge symmetry. The exact ground state energy is calculated…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
We use finite size scaling to study Ising spin glasses in two spatial dimensions. The issue of universality is addressed by comparing discrete and continuous probability distributions for the quenched random couplings. The sophisticated…
The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the…
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…
In VLSI physical design, many algorithms require the solution of difficult combinatorial optimization problems such as max/min-cut, max-flow problems etc. Due to the vast number of elements typically found in this problem domain, these…
This paper presents the main characteristics of the evolutionary optimization code named EOS, Evolutionary Optimization at Sapienza, and its successful application to challenging, real-world space trajectory optimization problems. EOS is a…
In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…
In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…
The linear optimization algorithm ART3+O introduced by Chen et al. (2010) can efficiently solve large scale inverse planning problems encountered in radiation therapy by iterative projection. Its major weakness is that it cannot guarantee…
Tracking on the rotation group is a key component of many modern systems for estimation of the motion of rigid bodies. To address this problem, here we describe a Bayesian algorithm that relies on directional measurements for tracking on…
In this paper, we report new results on a novel Ising machine technology for solving combinatorial optimization problems using networks of coupled self-sustaining oscillators. Specifically, we present several working hardware prototypes…
This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…
After developing an appropriate iteration procedure for the determination of the parameters, the method of simulated tempering has been successfully applied to the 2D Ising spin glass. The reduction of the slowing down is comparable to that…
Our recently developed "unbiased" extremum seeking (uES) algorithms ensure perfect convergence to the optimum at a user-assigned exponential rate or, more powerfully, within a user-prescribed time. Unlike classical approach, these…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…
Ising machines (IMs) are specialized devices designed to efficiently solve combinatorial optimization problems (COPs). They consist of artificial spins that evolve towards a low-energy configuration representing a problem's solution. Most…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…