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Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…
We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…
This chapter collects several probabilistic tools that proved to be useful in the analysis of randomized search heuristics. This includes classic material like Markov, Chebyshev and Chernoff inequalities, but also lesser known topics like…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
A tournament organizer must select one of $n$ possible teams as the winner of a competition after observing all $\binom{n}{2}$ matches between them. The organizer would like to find a tournament rule that simultaneously satisfies the…
Let $X_1,\ldots, X_{d+2}$ be random points in $\mathbb R^d$. The classical Sylvester problem asks to determine the probability that the convex hull of these points, denoted by $P:= [X_1,\ldots, X_{d+2}]$, is a simplex. In the present paper,…
A modified LAB algorithm is introduced in this paper. It builds upon the original LAB algorithm (Reddy et al. 2023), which is a socio-inspired algorithm that models competitive and learning behaviours within a group, establishing…
A recent breakthrough in nonconvex optimization is the online-to-nonconvex conversion framework of [Cutkosky et al., 2023], which reformulates the task of finding an $\varepsilon$-first-order stationary point as an online learning problem.…
This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…
Many applications require robustness, or ideally invariance, of neural networks to certain transformations of input data. Most commonly, this requirement is addressed by training data augmentation, using adversarial training, or defining…
We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
Given a probability measure $\mu$ on a set $\mathcal{X}$ and a vector-valued function $\varphi$, a common problem is to construct a discrete probability measure on $\mathcal{X}$ such that the push-forward of these two probability measures…
In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…
An incremental approach for computation of convex hull for data points in two-dimensions is presented. The algorithm is not output-sensitive and costs a time that is linear in the size of data points at input. Graham's scan is applied only…
Studying distributed computing through the lens of algebraic topology has been the source of many significant breakthroughs during the last two decades, especially in the design of lower bounds or impossibility results for deterministic…
In this paper we study a class of split variational inclusion (SVI) and regularized split variational inclusion (RSVI) problems in real Hilbert spaces. We discuss various analytical properties of the net generated by the RSVI and establish…
From an optimizer's perspective, achieving the global optimum for a general nonconvex problem is often provably NP-hard using the classical worst-case analysis. In the case of Cox's proportional hazards model, by taking its statistical…