Related papers: Orbital Geometry in Optimisation
Convex optimizers have known many applications as differentiable layers within deep neural architectures. One application of these convex layers is to project points into a convex set. However, both forward and backward passes of these…
We study the mixed formulation of the abstract Hodge Laplacian on axisymmetric domains with general data through Fourer-finite-element-methods in weighted functions spaces. Closed Hilbert complexes and commuting projectors are used through…
Gauge functions significantly generalize the notion of a norm, and gauge optimization, as defined by Freund (1987}, seeks the element of a convex set that is minimal with respect to a gauge function. This conceptually simple problem can be…
The projection operation is a critical component in a wide range of optimization algorithms, such as online gradient descent (OGD), for enforcing constraints and achieving optimal regret bounds. However, it suffers from computational…
We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of l_2- or l_infinity-norms over groups of variables. Whereas much effort has been put in developing fast optimization techniques…
Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…
We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
We propose in this paper a general framework for deriving loss functions for structured prediction. In our framework, the user chooses a convex set including the output space and provides an oracle for projecting onto that set. Given that…
The parameters of a neural network are naturally organized in groups, some of which might not contribute to its overall performance. To prune out unimportant groups of parameters, we can include some non-differentiable penalty to the…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…
The present article is an exposition of a theory of discrete convex functions on certain graph structures, developed by the author in recent years. This theory is a spin-off of discrete convex analysis by Murota, and is motivated by…
This short but self-contained survey presents a number of elegant matrix/operator inequalities for general convex or concave functions, obtained with a unitary orbit technique. Jensen, sub or super-additivity type inequalities are…
The article $-$ part of a larger thesis which aims to give a detailed description of the generalisation to the category of groups with operators of the classical theory of semisimplicity for modules $-$ presents a straightforward…
We study differentiability properties of convex operators defined on a Banach space with values in an $\Lc_p$ space and of their compositions with monotonic convex functionals on this space. We develop new tools for operators enjoying an…
Unsupervised rank aggregation on score-based permutations, which is widely used in many applications, has not been deeply explored yet. This work studies the use of submodular optimization for rank aggregation on score-based permutations in…
Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…
We present a novel, general, and unifying point of view on sparse approaches to polynomial optimization. Solving polynomial optimization problems to global optimality is a ubiquitous challenge in many areas of science and engineering.…
This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…