Related papers: Algorithms for the Split Variational Inequality Pr…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…
We develop methods for the solution of inhomogeneous Robin type boundary value problems (BVPs) that arise for certain linear parabolic Partial Differential Equations (PDEs) on a half line, as well as a second order generalisation. We are…
Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…
This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…
In this paper, we study the weak sharpness of the solution set of variational inequality problem (in short, VIP) and the finite convergence property of the sequence generated by some algorithm for finding the solutions of VIP. In…
Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…
In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both smooth and nonsmooth components. Further, only noisy observations…
We present a semi-infinite program (SIP) solver for trajectory optimizations of general articulated robots. These problems are more challenging than standard Nonlinear Program (NLP) by involving an infinite number of non-convex, collision…
In this paper, we investigate numerical solutions for inverse singular value problems (for short, ISVPs) arising in various applications. Inspired by the methodologies employed for inverse eigenvalue problems, we propose a Cayley-free…
Single image inverse problem is a notoriously challenging ill-posed problem that aims to restore the original image from one of its corrupted versions. Recently, this field has been immensely influenced by the emergence of deep-learning…
In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from…
Power iteration has been generalized to solve many interesting problems in machine learning and statistics. Despite its striking success, theoretical understanding of when and how such an algorithm enjoys good convergence property is…
We evaluate the performance of different algorithms in minimizing the Hamiltonian of a spatial-photonic Ising machine (SPIM). We then encode the number-partitioning problem on the SPIM and adiabatically arrive at good solutions for the…
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
Variable order differential equations with non-integrable singularities are considered on spatial networks. Properties of the spectrum are established, and the solution of the inverse spectral problem is obtained.
We introduce the implicit processes (IPs), a stochastic process that places implicitly defined multivariate distributions over any finite collections of random variables. IPs are therefore highly flexible implicit priors over functions,…
A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…
We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…