Related papers: Optimization Algorithms for Faster Computational G…

We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

In this paper, we consider the following inverse maintenance problem: given $A \in \mathbb{R}^{n\times d}$ and a number of rounds $r$, we receive a $n\times n$ diagonal matrix $D^{(k)}$ at round $k$ and we wish to maintain an efficient…

We propose a machine learning enhanced algorithm for solving the optimal landing problem. Using Pontryagin's minimum principle, we derive a two-point boundary value problem for the landing problem. The proposed algorithm uses deep learning…

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

A key problem in multiobjective linear programming is to find the set of all efficient extreme points in objective space. In this paper we introduce oriented projective geometry as an efficient and effective framework for solving this…

When equipped with efficient optimization algorithms, the over-parameterized neural networks have demonstrated high level of performance even though the loss function is non-convex and non-smooth. While many works have been focusing on…

Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

This paper studies first order methods for solving smooth minimax optimization problems $\min_x \max_y g(x,y)$ where $g(\cdot,\cdot)$ is smooth and $g(x,\cdot)$ is concave for each $x$. In terms of $g(\cdot,y)$, we consider two settings --…

Computing shortest paths for curvature-constrained Dubins vehicles on the unit sphere is fundamental to many engineering applications, including long-range flight planning, persistent surveillance patterns, and global routing problems where…

This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…

We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate…

In this paper we provide faster algorithms for solving the geometric median problem: given $n$ points in $\mathbb{R}^{d}$ compute a point that minimizes the sum of Euclidean distances to the points. This is one of the oldest non-trivial…

This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…

We propose a robust numerical framework for PDE-constrained shape optimization and Willmore-driven surface hole filling. To address two central challenges -- slow progress in flat energy landscapes, which can trigger premature stagnation at…

In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…

We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…

The polyhedral model allows a structured way of defining semantics-preserving transformations to improve the performance of a large class of loops. Finding profitable points in this space is a hard problem which is usually approached by…

Random projections or sketching are widely used in many algorithmic and learning contexts. Here we study the performance of iterative Hessian sketch for least-squares problems. By leveraging and extending recent results from random matrix…