State-of-the-art SAT solvers are nowadays able to handle huge real-world instances. The key to this success is the so-called Conflict-Driven Clause-Learning (CDCL) scheme, which encompasses a number of techniques that exploit the conflicts that are encountered during the search for a solution. In this article we extend these techniques to Integer Linear Programming (ILP), where variables may take general integer values instead of purely binary ones, constraints are more expressive than just propositional clauses, and there may be an objective function to optimise. We explain how these methods can be implemented efficiently, and discuss possible improvements. Our work is backed with a basic implementation that shows that, even in this far less mature stage, our techniques are already a useful complement to the state of the art in ILP solving.

Distribution shifts and adversarial examples are two major challenges for deploying machine learning models. While these challenges have been studied individually, their combination is an important topic that remains relatively under-explored. In this work, we study the problem of adversarial robustness under a common setting of distribution shift - unsupervised domain adaptation (UDA). Specifically, given a labeled source domain $D_S$ and an unlabeled target domain $D_T$ with related but different distributions, the goal is to obtain an adversarially robust model for $D_T$. The absence of target domain labels poses a unique challenge, as conventional adversarial robustness defenses cannot be directly applied to $D_T$. To address this challenge, we first establish a generalization bound for the adversarial target loss, which consists of (i) terms related to the loss on the data, and (ii) a measure of worst-case domain divergence. Motivated by this bound, we develop a novel unified defense framework called Divergence Aware adveRsarial Training (DART), which can be used in conjunction with a variety of standard UDA methods; e.g., DANN [Ganin and Lempitsky, 2015]. DART is applicable to general threat models, including the popular $\ell_p$-norm model, and does not require heuristic regularizers or architectural changes. We also release DomainRobust: a testbed for evaluating robustness of UDA models to adversarial attacks. DomainRobust consists of 4 multi-domain benchmark datasets (with 46 source-target pairs) and 7 meta-algorithms with a total of 11 variants. Our large-scale experiments demonstrate that on average, DART significantly enhances model robustness on all benchmarks compared to the state of the art, while maintaining competitive standard accuracy. The relative improvement in robustness from DART reaches up to 29.2% on the source-target domain pairs considered.

Practitioners conducting adaptive experiments often encounter two competing priorities: reducing the cost of experimentation by effectively assigning treatments during the experiment itself, and gathering information swiftly to conclude the experiment and implement a treatment across the population. Currently, the literature is divided, with studies on regret minimization addressing the former priority in isolation, and research on best-arm identification focusing solely on the latter. This paper proposes a unified model that accounts for both within-experiment performance and post-experiment outcomes. We then provide a sharp theory of optimal performance in large populations that unifies canonical results in the literature. This unification also uncovers novel insights. For example, the theory reveals that familiar algorithms, like the recently proposed top-two Thompson sampling algorithm, can be adapted to optimize a broad class of objectives by simply adjusting a single scalar parameter. In addition, the theory reveals that enormous reductions in experiment duration can sometimes be achieved with minimal impact on both within-experiment and post-experiment regret.

The Gradient Descent-Ascent (GDA) algorithm, designed to solve minimax optimization problems, takes the descent and ascent steps either simultaneously (Sim-GDA) or alternately (Alt-GDA). While Alt-GDA is commonly observed to converge faster, the performance gap between the two is not yet well understood theoretically, especially in terms of global convergence rates. To address this theory-practice gap, we present fine-grained convergence analyses of both algorithms for strongly-convex-strongly-concave and Lipschitz-gradient objectives. Our new iteration complexity upper bound of Alt-GDA is strictly smaller than the lower bound of Sim-GDA; i.e., Alt-GDA is provably faster. Moreover, we propose Alternating-Extrapolation GDA (Alex-GDA), a general algorithmic framework that subsumes Sim-GDA and Alt-GDA, for which the main idea is to alternately take gradients from extrapolations of the iterates. We show that Alex-GDA satisfies a smaller iteration complexity bound, identical to that of the Extra-gradient method, while requiring less gradient computations. We also prove that Alex-GDA enjoys linear convergence for bilinear problems, for which both Sim-GDA and Alt-GDA fail to converge at all.

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a decision maker. These problems are often large-scale with available gradient information but cannot be handled very well by the existing algorithms. To tackle this critical issue, this paper proposes a novel predict-and-correct framework for locating a Pareto solution that fits the preference of a decision maker. In the proposed framework, a constraint function is introduced in the search progress to align the solution with a user-specific preference, which can be optimized simultaneously with multiple objective functions. Experimental results show that our proposed method can efficiently find a particular Pareto solution under the demand of a decision maker for standard multiobjective benchmark, multi-task learning, and multi-objective reinforcement learning problems with more than thousands of decision variables. Code is available at: https://github.com/xzhang2523/pmgda. Our code is current provided in the pgmda.rar attached file and will be open-sourced after publication.}

The report describes the discussions from the Workshop on Mathematical Opportunities in Digital Twins (MATH-DT) from December 11-13, 2023, George Mason University. It illustrates that foundational Mathematical advances are required for Digital Twins (DTs) that are different from traditional approaches. A traditional model, in biology, physics, engineering or medicine, starts with a generic physical law (e.g., equations) and is often a simplification of reality. A DT starts with a specific ecosystem, object or person (e.g., personalized care) representing reality, requiring multi -scale, -physics modeling and coupling. Thus, these processes begin at opposite ends of the simulation and modeling pipeline, requiring different reliability criteria and uncertainty assessments. Additionally, unlike existing approaches, a DT assists humans to make decisions for the physical system, which (via sensors) in turn feeds data into the DT, and operates for the life of the physical system. While some of the foundational mathematical research can be done without a specific application context, one must also keep specific applications in mind for DTs. E.g., modeling a bridge or a biological system (a patient), or a socio-technical system (a city) is very different. The models range from differential equations (deterministic/uncertain) in engineering, to stochastic in biology, including agent-based. These are multi-scale hybrid models or large scale (multi-objective) optimization problems under uncertainty. There are no universal models or approaches. For e.g., Kalman filters for forecasting might work in engineering, but can fail in biomedical domain. Ad hoc studies, with limited systematic work, have shown that AI/ML methods can fail for simple engineering systems and can work well for biomedical problems. A list of `Mathematical Opportunities and Challenges' concludes the report.

Oftentimes, machine learning applications using neural networks involve solving discrete optimization problems, such as in pruning, parameter-isolation-based continual learning and training of binary networks. Still, these discrete problems are combinatorial in nature and are also not amenable to gradient-based optimization. Additionally, classical approaches used in discrete settings do not scale well to large neural networks, forcing scientists and empiricists to rely on alternative methods. Among these, two main distinct sources of top-down information can be used to lead the model to good solutions: (1) extrapolating gradient information from points outside of the solution set (2) comparing evaluations between members of a subset of the valid solutions. We take continuation path (CP) methods to represent using purely the former and Monte Carlo (MC) methods to represent the latter, while also noting that some hybrid methods combine the two. The main goal of this work is to compare both approaches. For that purpose, we first overview the two classes while also discussing some of their drawbacks analytically. Then, on the experimental section, we compare their performance, starting with smaller microworld experiments, which allow more fine-grained control of problem variables, and gradually moving towards larger problems, including neural network regression and neural network pruning for image classification, where we additionally compare against magnitude-based pruning.

We present a method for global motion planning of robotic systems that interact with the environment through contacts. Our method directly handles the hybrid nature of such tasks using tools from convex optimization. We formulate the motion-planning problem as a shortest-path problem in a graph of convex sets, where a path in the graph corresponds to a contact sequence and a convex set models the quasi-static dynamics within a fixed contact mode. For each contact mode, we use semidefinite programming to relax the nonconvex dynamics that results from the simultaneous optimization of the object's pose, contact locations, and contact forces. The result is a tight convex relaxation of the overall planning problem, that can be efficiently solved and quickly rounded to find a feasible contact-rich trajectory. As a first application of this technique, we focus on the task of planar pushing. Exhaustive experiments show that our convex-optimization method generates plans that are consistently within a small percentage of the global optimum. We demonstrate the quality of these plans on a real robotic system.

Given a network, allocating resources at clusters level, rather than at each node, enhances efficiency in resource allocation and usage. In this paper, we study the problem of finding fully connected disjoint clusters to minimize the intra-cluster distances and maximize the number of nodes assigned to the clusters, while also ensuring that no two nodes within a cluster exceed a threshold distance. While the problem can easily be formulated using a binary linear model, traditional combinatorial optimization solvers struggle when dealing with large-scale instances. We propose an approach to solve this constrained clustering problem via reinforcement learning. Our method involves training an agent to generate both feasible and (near) optimal solutions. The agent learns problem-specific heuristics, tailored to the instances encountered in this task. In the results section, we show that our algorithm finds near optimal solutions, even for large scale instances.

Optimization problems are pervasive in sectors from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers because the expertise required to formulate and solve these problems limits the widespread adoption of optimization tools and techniques. This paper introduces OptiMUS, a Large Language Model (LLM)-based agent designed to formulate and solve (mixed integer) linear programming problems from their natural language descriptions. OptiMUS can develop mathematical models, write and debug solver code, evaluate the generated solutions, and improve its model and code based on these evaluations. OptiMUS utilizes a modular structure to process problems, allowing it to handle problems with long descriptions and complex data without long prompts. Experiments demonstrate that OptiMUS outperforms existing state-of-the-art methods on easy datasets by more than $20\%$ and on hard datasets (including a new dataset, NLP4LP, released with this paper that features long and complex problems) by more than $30\%$.