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Dimensionality reduction is a common method for analyzing and visualizing high-dimensional data across domains. Dimensionality-reduction algorithms involve complex optimizations and the reduced dimensions computed by these algorithms…

Human-Computer Interaction · Computer Science 2017-08-16 Marco Cavallo , Çağatay Demiralp

Large optimization problems with hard constraints arise in many settings, yet classical solvers are often prohibitively slow, motivating the use of deep networks as cheap "approximate solvers." Unfortunately, naive deep learning approaches…

Machine Learning · Computer Science 2021-04-27 Priya L. Donti , David Rolnick , J. Zico Kolter

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

The ability to efficiently and accurately construct an inverse frame operator is critical for establishing the utility of numerical frame approximations. Recently, the admissible frame method was developed to approximate inverse frame…

Numerical Analysis · Mathematics 2015-11-11 Guohui Song , Jacqueline Davis , Anne Gelb

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

In this paper, we study continuous properties of adapted solutions for backward stochastic differential equations with constraints (CBSDEs in short). Comparing with many existing literatures about this topic, our case is very general in the…

Probability · Mathematics 2014-11-11 Helin Wu , Yong Ren , Feng Hu

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

Cut generation and lifting are key components for the performance of state-of-the-art mathematical programming solvers. This work proposes a new general cut-and-lift procedure that exploits the combinatorial structure of 0-1 problems via a…

Optimization and Control · Mathematics 2022-01-28 Margarita P. Castro , Andre A. Cire , J. Christopher Beck

Dimension reduction of multivariate data supervised by auxiliary information is considered. A series of basis for dimension reduction is obtained as minimizers of a novel criterion. The proposed method is akin to continuum regression, and…

Methodology · Statistics 2018-06-29 Sungkyu Jung

Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

Optimization and Control · Mathematics 2016-09-21 Kejun Huang , Nicholas D. Sidiropoulos

We present a scalable combinatorial algorithm for globally optimizing over the space of geometrically consistent mappings between 3D shapes. We use the mathematically elegant formalism proposed by Windheuser et al. (ICCV 2011) where 3D…

Computer Vision and Pattern Recognition · Computer Science 2022-04-28 Paul Roetzer , Paul Swoboda , Daniel Cremers , Florian Bernard

The alternating direction method of multipliers (ADMM) is commonly used for distributed model fitting problems, but its performance and reliability depend strongly on user-defined penalty parameters. We study distributed ADMM methods that…

Machine Learning · Computer Science 2017-06-21 Zheng Xu , Gavin Taylor , Hao Li , Mario Figueiredo , Xiaoming Yuan , Tom Goldstein

We introduce an extension of Dual Dynamic Programming (DDP) to solve convex nonlinear dynamic programming equations. We call Inexact DDP (IDDP) this extension which applies to situations where some or all primal and dual subproblems to be…

Optimization and Control · Mathematics 2017-11-23 Vincent Guigues

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

Traditional clustering methods often perform clustering with low-level indiscriminative representations and ignore relationships between patterns, resulting in slight achievements in the era of deep learning. To handle this problem, we…

Machine Learning · Computer Science 2019-05-07 Jianlong Chang , Yiwen Guo , Lingfeng Wang , Gaofeng Meng , Shiming Xiang , Chunhong Pan

Within the realm of industrial technology, optimization methods play a pivotal role and are extensively applied across various sectors, including transportation engineering, robotics, and machine learning. With the surge in data volumes,…

Optimization and Control · Mathematics 2024-04-25 Han Long

We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…

Machine Learning · Computer Science 2021-08-30 Alina Ene , Huy L. Nguyen

In this work, we present scalable balancing domain decomposition by constraints methods for linear systems arising from arbitrary order edge finite element discretizations of multi-material and heterogeneous 3D problems. In order to enforce…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Santiago Badia , Alberto F. Martín , Marc Olm

We present the Multi-Block DC (BDC) class, a rich class of structured nonconvex functions that admit a DC ("difference-of-convex") decomposition across parameter blocks. This multi-block class not only subsumes the usual DC programming, but…

Optimization and Control · Mathematics 2026-04-21 Pouria Fatemi , Hoomaan Maskan , Alp Yurtsever , Suvrit Sra