Related papers: Formal Proofs for Nonlinear Optimization
We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f…
In this paper, we provide the universal first-order methods of Composite Optimization with new complexity analysis. It delivers some universal convergence guarantees, which are not linked directly to any parametric problem class. However,…
Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…
We develop efficient algorithms for optimizing piecewise smooth (PWS) functions where the underlying partition of the domain into smooth pieces is \emph{unknown}. For PWS functions satisfying a quadratic growth (QG) condition, we propose a…
We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the…
Bayesian optimization methods have been successfully applied to black box optimization problems that are expensive to evaluate. In this paper, we adapt the so-called super effcient global optimization algorithm to solve more accurately…
Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…
We introduce the \emph{submodular objectives chasing problem}, which generalizes many natural and previously-studied problems: a sequence of constrained submodular maximization problems is revealed over time, with both the objective and…
In this paper, we study the problem of computing by relaxation hierarchies the infimum of a real polynomial function f on a closed basic semialgebraic set and the points where this infimum is reached, if they exist. We show that when the…
We present a formal tool for verification of multivariate nonlinear inequalities. Our verification method is based on interval arithmetic with Taylor approximations. Our tool is implemented in the HOL Light proof assistant and it is capable…
This paper presents and analyzes the first matrix optimization model which allows general coordinate and spectral constraints. The breadth of problems our model covers is exemplified by a lengthy list of examples from the literature,…
Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
Since the 1960's the finite element method emerged as a powerful tool for the numerical simulation of countless physical phenomena or processes in applied sciences. One of the reasons for this undeniable success is the great versatility of…
We develop algorithms for certifying an approximation to a nonsingular solution of a square system of equations built from univariate analytic functions. These algorithms are based on the existence of oracles for evaluating basic data about…
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in many fields, from global optimization to optimal transport. These problems have been tackled individually in several previous articles through…
In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…
We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function,…
Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…