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We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…
Many problems of systems control theory boil down to solving polynomial equations, polynomial inequalities or polyomial differential equations. Recent advances in convex optimization and real algebraic geometry can be combined to generate…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…
This paper addresses the problem of finding multiple near-optimal, spatially-dissimilar paths that can be considered as alternatives in the decision making process, for finding optimal corridors in which to construct a new road. We further…
We consider the NP-hard problem of minimizing a convex quadratic function over the integer lattice ${\bf Z}^n$. We present a simple semidefinite programming (SDP) relaxation for obtaining a nontrivial lower bound on the optimal value of the…
The intersection of an affine subspace with the cone of positive semidefinite matrices is called a spectrahedron. An orthogonal projection thereof is called a spectrahedral shadow or projected spectrahedron. Spectrahedra and their…
The article presents a new method of linear programming, called the surface movement method. This method constructs an optimal objective path on the surface of the feasible polytope from the initial boundary point to the point at which the…
Let $G=(V,E,w)$ be a weighted directed graph without negative cycles. For two vertices $s,t\in V$, we let $d_{\le h}(s,t)$ be the minimum, according to the weight function $w$, of a path from $s$ to $t$ that uses at most $h$ edges, or hops.…
We present an efficient approximate message passing solver for the lifted disjoint paths problem (LDP), a natural but NP-hard model for multiple object tracking (MOT). Our tracker scales to very large instances that come from long and…
Given a rectilinear domain $\mathcal{P}$ of $h$ pairwise-disjoint rectilinear obstacles with a total of $n$ vertices in the plane, we study the problem of computing bicriteria rectilinear shortest paths between two points $s$ and $t$ in…
We study clustering problems such as k-Median, k-Means, and Facility Location in graphs of low highway dimension, which is a graph parameter modeling transportation networks. It was previously shown that approximation schemes for these…
A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
Given a point $s$ and a set of $h$ pairwise disjoint polygonal obstacles of totally $n$ vertices in the plane, we present a new algorithm for building an $L_1$ shortest path map of size O(n) in $O(T)$ time and O(n) space such that for any…
We present several modifications to the previously proposed MSPP algorithm that can speed-up its execution considerably. The MSPP algorithm leverages a multiscale representation of the environment in $n$ dimensions. The information of the…
We study the Travelling Salesperson (TSP) and the Steiner Tree problem (STP) in graphs of low highway dimension. This graph parameter was introduced by Abraham et al. [SODA 2010] as a model for transportation networks, on which TSP and STP…
Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…
In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…