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This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…
We investigate hide-and-seek games on complex networks using a random walk framework. Specifically, we investigate the efficiency of various degree-biased random walk search strategies to locate items that are randomly hidden on a subset of…
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…
The classic question of whether one should walk or run in the rain to remain the least wet has inspired a myriad of solutions ranging from physically performing test runs in raining conditions to mathematically modeling human movement…
Direct search methods represent a robust and reliable class of algorithms for solving black-box optimization problems. In this paper, we explore the application of those strategies to Riemannian optimization, wherein minimization is to be…
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 study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…
In this paper, we combine deep learning concepts and some proper orthogonal decomposition (POD) model reduction methods for predicting flow in heterogeneous porous media. Nonlinear flow dynamics is studied, where the dynamics is regarded as…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes.…
In this article, we extend our previous work (Applicable Analysis, 2024, pp. 1-25) on the steepest descent method for uncertain multiobjective optimization problems. While that study established local convergence, it did not address global…
We present a global optimization approach to optical flow estimation. The approach optimizes a classical optical flow objective over the full space of mappings between discrete grids. No descriptor matching is used. The highly regular…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
Efficient and automated design of optimizers plays a crucial role in full-stack AutoML systems. However, prior methods in optimizer search are often limited by their scalability, generability, or sample efficiency. With the goal of…
The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…
Error bound analysis, which estimates the distance of a point to the solution set of an optimization problem using the optimality residual, is a powerful tool for the analysis of first-order optimization algorithms. In this paper, we use…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…