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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

With the availability of more powerful computers, iterative reconstruction algorithms are the subject of an ongoing work in the design of more efficient reconstruction algorithms for X-ray computed tomography. In this work, we show how two…

Computer Vision and Pattern Recognition · Computer Science 2017-03-14 D. Trinca , Y. Zhong

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

Optimization and Control · Mathematics 2019-10-25 Yaohua Hu , Jiawen Li , Carisa Kwok Wai Yu

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…

Optimization and Control · Mathematics 2017-10-09 Hideaki Iiduka

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

Optimization and Control · Mathematics 2019-12-20 Saman Khoramian

When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…

Numerical Analysis · Mathematics 2025-01-23 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

This paper studies network resilience against structured additive perturbations to its topology. We consider dynamic networks modeled as linear time-invariant systems subject to perturbations of bounded energy satisfying specific sparsity…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Shenyu Liu , Sonia Martinez , Jorge Cortes

We consider distributed iterative algorithms for the averaging problem over time-varying topologies. Our focus is on the convergence time of such algorithms when complete (unquantized) information is available, and on the degradation of…

Optimization and Control · Mathematics 2009-01-14 Angelia Nedić , Alex Olshevsky , Asuman Ozdaglar , John Tsitsiklis

The superiorization methodology can be thought of as lying conceptually between feasibility-seeking and constrained minimization. It is not trying to solve the full-fledged constrained minimization problem composed from the modeling…

Optimization and Control · Mathematics 2023-01-02 Yair Censor

We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…

Optimization and Control · Mathematics 2010-09-21 Dan Butnariu , Yair Censor , Pini Gurfil , Ethan Hadar

Set projection algorithms are a class of algorithms used in ptychography to help improve the quality of the reconstructed images. The set projection step is important because it helps to ensure that the reconstructed image satisfies the…

Signal Processing · Electrical Eng. & Systems 2023-11-21 Wenjie Mei , Andrew M. Maiden

Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…

Optimization and Control · Mathematics 2020-04-14 Heinz H. Bauschke , Minh N. Dao , Dominikus Noll , Hung M. Phan

We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for…

Optimization and Control · Mathematics 2023-07-18 Jan Harold Alcantara , Ching-pei Lee

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and…

Optimization and Control · Mathematics 2022-07-06 Amitabh Basu
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