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We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…

Optimization and Control · Mathematics 2020-08-25 Fedor Stonyakin

We propose a multi-scale approach for computing abstractions of dynamical systems, that incorporates both local and global optimal control to construct a goal-specific abstraction. For a local optimal control problem, we not only design the…

Dynamical Systems · Mathematics 2024-05-13 Julien Calbert , Lucas N. Egidio , Raphaël M. Jungers

In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by…

Optimization and Control · Mathematics 2017-03-24 Dávid Papp

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

Optimization and Control · Mathematics 2015-10-27 Pablo Pedregal

In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective. At every step of such methods, we use approximate solution of the auxiliary problem, defined by the bound for the…

Optimization and Control · Mathematics 2020-12-23 Nikita Doikov , Yurii Nesterov

We consider the problem of synthesizing programs with numerical constants that optimize a quantitative objective, such as accuracy, over a set of input-output examples. We propose a general framework for optimal synthesis of such programs…

Programming Languages · Computer Science 2026-02-17 Stephen Mell , Steve Zdancewic , Osbert Bastani

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

Optimization and Control · Mathematics 2020-11-23 Tristan van Leeuwen , Aleksandr Aravkin

In this paper, we develop a framework for path-planning on abstractions that are not provided to the agent a priori but instead emerge as a function of the available computational resources. We show how a path-planning problem in an…

Robotics · Computer Science 2021-07-29 Daniel T. Larsson , Dipankar Maity , Panagiotis Tsiotras

In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…

Optimization and Control · Mathematics 2015-09-29 Reza Takapoui , Nicholas Moehle , Stephen Boyd , Alberto Bemporad

Recently the field of inverse problems has seen a growing usage of mathematically only partially understood learned and non-learned priors. Based on first principles, we develop a projectional approach to inverse problems that addresses the…

Machine Learning · Computer Science 2019-08-07 Sören Dittmer , Peter Maass

Most exact algorithms for general partially observable Markov decision processes (POMDPs) use a form of dynamic programming in which a piecewise-linear and convex representation of one value function is transformed into another. We examine…

Artificial Intelligence · Computer Science 2013-02-08 Anthony R. Cassandra , Michael L. Littman , Nevin Lianwen Zhang

Static program analysis is a valuable tool for any programming language that people write programs in. The prevalence of scripting languages in the world suggests programming language interpreters are relatively easy to write. Users of…

Programming Languages · Computer Science 2015-05-01 James Ian Johnson

This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…

Optimization and Control · Mathematics 2026-03-03 Jiaming Liang , Renato D. C. Monteiro , Honghao Zhang

We consider convex-concave saddle-point problems where the objective functions may be split in many components, and extend recent stochastic variance reduction methods (such as SVRG or SAGA) to provide the first large-scale linearly…

Machine Learning · Computer Science 2016-11-04 P Balamurugan , Francis Bach

We consider the problem of automatically proving resource bounds. That is, we study how to prove that an integer-valued resource variable is bounded by a given program expression. Automatic resource-bound analysis has recently received…

Programming Languages · Computer Science 2021-10-15 Tianhan Lu , Bor-Yuh Evan Chang , Ashutosh Trivedi

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

We present Integer Linear Programming (ILP) Modulo Theories (IMT). An IMT instance is an Integer Linear Programming instance, where some symbols have interpretations in background theories. In previous work, the IMT approach has been…

Logic in Computer Science · Computer Science 2013-04-09 Panagiotis Manolios , Vasilis Papavasileiou

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

We consider the decision problem for quantifier-free formulas whose atoms are linear inequalities interpreted over the reals or rationals. This problem may be decided using satisfiability modulo theory (SMT), using a mixture of a SAT solver…

Logic in Computer Science · Computer Science 2009-04-23 David Monniaux
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