Alternating Optimization

Missing Value Imputation via Mathematical Optimization with Instance-and-Feature Neighborhoods

  • Yuichi Takano
    • Categories (Mixed) Integer Nonlinear Programming, Optimization in Data Science Tags , , , ,

    Datasets collected for analysis often contain a certain amount of incomplete instances, where some feature values are missing. Since many statistical analyses and machine learning algorithms depend on complete datasets, missing values need to be imputed in advance. Bertsimas et al. (2018) proposed a high-performance method that combines machine learning and mathematical optimization algorithms for … Read more

    Convergence rates of the stochastic alternating algorithm for bi-objective optimization

  • Suyun Liu
  • Luis Nunes Vicente
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization, Nonlinear Optimization Tags , , ,

    Stochastic alternating algorithms for bi-objective optimization are considered when optimizing two conflicting functions for which optimization steps have to be applied separately for each function. Such algorithms consist of applying a certain number of steps of gradient or subgradient descent on each single objective at each iteration. In this paper, we show that stochastic alternating … Read more