Related papers: On the monotonization of the training set
Constrained submodular set function maximization problems often appear in multi-agent decision-making problems with a discrete feasible set. A prominent example is the problem of multi-agent mobile sensor placement over a discrete domain.…
In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…
We consider robust optimization problems, where the goal is to optimize in the worst case over a class of objective functions. We develop a reduction from robust improper optimization to Bayesian optimization: given an oracle that returns…
Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…
Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…
The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…
We present a minimax optimal solution to the problem of estimating a compact, convex set from finitely many noisy measurements of its support function. The solution is based on appropriate regularizations of the least squares estimator.…
We consider the problem of optimally compressing and caching data across a communication network. Given the data generated at edge nodes and a routing path, our goal is to determine the optimal data compression ratios and caching decisions…
Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an…
We study the minmax optimization problem introduced in [22] for computing policies for batch mode reinforcement learning in a deterministic setting. First, we show that this problem is NP-hard. In the two-stage case, we provide two…
The minimum constraint removal problem seeks to find the minimum number of constraints, i.e., obstacles, that need to be removed to connect a start to a goal location with a collision-free path. This problem is NP-hard and has been studied…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
Neural networks (NNs) have been extremely successful across many tasks in machine learning. Quantization of NN weights has become an important topic due to its impact on their energy efficiency, inference time and deployment on hardware.…
We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…
We consider the mixed regression problem with two components, under adversarial and stochastic noise. We give a convex optimization formulation that provably recovers the true solution, and provide upper bounds on the recovery errors for…
Using an optimization algorithm to solve a machine learning problem is one of mainstreams in the field of science. In this work, we demonstrate a comprehensive comparison of some state-of-the-art first-order optimization algorithms for…