Related papers: Optimization Algorithms for Faster Computational G…
In this paper, we propose new techniques for solving geometric optimization problems involving interpoint distances of a point set in the plane. Given a set $P$ of $n$ points in the plane and an integer $1 \leq k \leq \binom{n}{2}$, the…
In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…
The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional…
A \emph{saddlepoint} of an $n \times n$ matrix is an entry that is the maximum of its row and the minimum of its column. Saddlepoints give the \emph{value} of a two-player zero-sum game, corresponding to its pure-strategy Nash equilibria;…
We present an approximation scheme for minimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. This framework includes well known graph problems such as Minimum…
The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…
Efficient global optimization is a widely used method for optimizing expensive black-box functions such as tuning hyperparameter, and designing new material, etc. Despite its popularity, less attention has been paid to analyzing the…
For over a decade now we have been witnessing the success of {\em massive parallel computation} (MPC) frameworks, such as MapReduce, Hadoop, Dryad, or Spark. One of the reasons for their success is the fact that these frameworks are able to…
The Maximum Cut (MaxCut) problem is NP-Complete, and obtaining its optimal solution is NP-hard in the worst case. As a result, heuristic-based algorithms are commonly used, though their design often requires significant domain expertise.…
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…
In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…
We prove the existence of an algorithm $A$ for computing 2-d or 3-d convex hulls that is optimal for every point set in the following sense: for every sequence $\sigma$ of $n$ points and for every algorithm $A'$ in a certain class…
Maximum Inner Product Search (MIPS) is a ubiquitous task in machine learning applications such as recommendation systems. Given a query vector and $n$ atom vectors in $d$-dimensional space, the goal of MIPS is to find the atom that has the…
The combinatorial problem Max-Cut has become a benchmark in the evaluation of local search heuristics for both quantum and classical optimisers. In contrast to local search, which only provides average-case performance guarantees, the…
This paper studies real-time motion planning and control for ball bumping motion with quadruped robots. To enable the quadruped to bump the flying ball with different initializations, we develop a nonlinear trajectory optimization-based…
The Heavy Ball Method, proposed by Polyak over five decades ago, is a first-order method for optimizing continuous functions. While its stochastic counterpart has proven extremely popular in training deep networks, there are almost no known…
We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…
We introduce a Riemannian optimistic online learning algorithm for Hadamard manifolds based on inexact implicit updates. Unlike prior work, our method can handle in-manifold constraints, and matches the best known regret bounds in the…