Related papers: Self-improving Algorithms for Coordinate-Wise Maxi…
We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…
In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…
We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a $(\delta,\epsilon)$-stationary point from…
Chv\'{a}tal and Klincsek (1980) gave an $O(n^3)$-time algorithm for the problem of finding a maximum-cardinality convex subset of an arbitrary given set $P$ of $n$ points in the plane. This paper examines a generalization of the problem,…
We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$,…
We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…
We study the problem of computing the \textsc{Maxima} of a set of $n$ $d$-dimensional points. For dimensions 2 and 3, there are algorithms to solve the problem with order-oblivious instance-optimal running time. However, in higher…
We study a variant of a recently introduced min-max optimization framework where the max-player is constrained to update its parameters in a greedy manner until it reaches a first-order stationary point. Our equilibrium definition for this…
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…
In this paper, we present Ray-shooting Quickhull, which is a simple, randomized, outputsensitive version of the Quickhull algorithm for constructing the convex hull of a set of n points in the plane. We show that the randomized Ray-shooting…
This paper studies distributed online convex optimization with time-varying coupled constraints, motivated by distributed online control in network systems. Most prior work assumes a separability condition: the global objective and coupled…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
We study the question of how to compute a point in the convex hull of an input set $S$ of $n$ points in ${\mathbb R}^d$ in a differentially private manner. This question, which is trivial non-privately, turns out to be quite deep when…
We develop algorithms that find and track the optimal solution trajectory of time-varying convex optimization problems which consist of local and network-related objectives. The algorithms are derived from the prediction-correction…
In this paper, we focus on solving a distributed convex optimization problem in a network, where each agent has its own convex cost function and the goal is to minimize the sum of the agents' cost functions while obeying the network…
We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose…
When computing bounds, spatial branch-and-bound algorithms often linearly outer approximate convex relaxations for non-convex expressions in order to capitalize on the efficiency and robustness of linear programming solvers. Considering…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…