Related papers: MSS: MATLAB Software for L-BFGS Trust-Region Subpr…
Non-monotone trust-region methods are known to provide additional benefits for scalar and multi-objective optimization, such as enhancing the probability of convergence and improving the speed of convergence. For optimization of set-valued…
We propose a nonsmooth trust-region method for solving optimization problems with locally Lipschitz continuous functions, with application to problems constrained by variational inequalities of the second kind. Under suitable assumptions on…
Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained,…
Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…
The computation of Bayesian estimates of system parameters and functions of them on the basis of observed system performance data is a common problem within system identification. This is a previously studied issue where stochastic…
We propose a novel method applicable in many scene understanding problems that adapts the Monte Carlo Tree Search (MCTS) algorithm, originally designed to learn to play games of high-state complexity. From a generated pool of proposals, our…
We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting,…
We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of \citet{sorensen1982newton}. The…
This work presents a comparative study of new and existing optimization and diagonalization methods for solving time-independent partial differential equations (PDEs) using matrix product states (MPS) in the quantized tensor-train formalism…
We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…
We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…
We consider the problem of how to learn a step-size policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm. This is a limited computational memory quasi-Newton method widely used for deterministic unconstrained…
We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…
Query rewriting, the process of transforming queries into semantically equivalent yet more efficient variants, is crucial for database optimization. Existing solutions predominantly rely on either rule-based heuristics or Large Language…
We present an algorithm to perform trust-region-based optimization for nonlinear unconstrained problems. The method selectively uses function and gradient evaluations at different floating-point precisions to reduce the overall energy…
Methods based on convolutional neural network (CNN) have demonstrated tremendous improvements on single image super-resolution. However, the previous methods mainly restore images from one single area in the low resolution (LR) input, which…
In 1-bit matrix completion, the aim is to estimate an underlying low-rank matrix from a partial set of binary observations. We propose a novel method for 1-bit matrix completion called Majorization-Minimization Gauss-Newton (MMGN). Our…
In this paper, we propose a very efficient numerical method based on the L-BFGS-B algorithm for identifying linear and nonlinear discrete-time state-space models, possibly under $\ell_1$ and group-Lasso regularization for reducing model…
We combine the multigrid (MG) method with state-of-the-art concepts from the variational formulation of the numerical renormalization group. The resulting MG renormalization (MGR) method is a natural generalization of the MG method for…
Matrix Product States (MPS), also known as Tensor Train (TT) decomposition in mathematics, has been proposed originally for describing an (especially one-dimensional) quantum system, and recently has found applications in various…