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We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

We propose a totally corrective boosting algorithm with explicit cardinality regularization. The resulting combinatorial optimization problems are not known to be efficiently solvable with existing classical methods, but emerging quantum…

Machine Learning · Computer Science 2015-04-09 Vasil S. Denchev , Nan Ding , Shin Matsushima , S. V. N. Vishwanathan , Hartmut Neven

Even nowadays, where Deep Learning (DL) has achieved state-of-the-art performance in a wide range of research domains, accelerating training and building robust DL models remains a challenging task. To this end, generations of researchers…

Machine Learning · Computer Science 2024-08-22 Manos Kirtas , Nikolaos Passalis , Anastasios Tefas

Dynamical Ising machines achieve accelerated solving of complex combinatorial optimization problems by remapping the convergence to the ground state of the classical spin networks to the evolution of specially constructed continuous…

Emerging Technologies · Computer Science 2025-12-30 Aditya Shukla , Mikhail Erementchouk , Pinaki Mazumder

Non-concave maximization has been the subject of much recent study in the optimization and machine learning communities, specifically in deep learning. Recent papers Ge et al, Lee et al (and references therein) indicate that first order…

Optimization and Control · Mathematics 2020-01-14 Ioannis Panageas , Georgios Piliouras , Xiao Wang

This paper discusses a novel initialization algorithm for the estimation of nonlinear state-space models. Good initial values for the model parameters are obtained by identifying separately the linear dynamics and the nonlinear terms in the…

Systems and Control · Computer Science 2018-04-25 A. Marconato , J. Sjöberg , J. A. K. Suykens , J. Schoukens

The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…

Optimization and Control · Mathematics 2025-11-25 Wanqin Nie , Kai Tu , Minglu Ye , Shuqin Sun

We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…

Numerical Analysis · Mathematics 2026-03-16 C. G. Gebhardt , I. Romero

We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…

Optimization and Control · Mathematics 2025-10-24 Matthias J. Ehrhardt , Subhadip Mukherjee , Hok Shing Wong

Numerical simulations of complex multiphysics systems, such as char combustion considered herein, yield numerous state variables that inherently exhibit physical constraints. This paper presents a new approach to augment Operator Inference…

Computational Physics · Physics 2026-05-15 Hyeonghun Kim , Boris Kramer

This paper studies the adaptive optimal stationary control of continuous-time linear stochastic systems with both additive and multiplicative noises, using reinforcement learning techniques. Based on policy iteration, a novel off-policy…

Systems and Control · Electrical Eng. & Systems 2021-12-07 Bo Pang , Zhong-Ping Jiang

There is growing interest in termination reasoning for non-linear programs and, meanwhile, recent dynamic strategies have shown they are able to infer invariants for such challenging programs. These advances led us to hypothesize that…

Programming Languages · Computer Science 2020-10-13 Ton Chanh Le , Timos Antonopoulos , Parisa Fathololumi , Eric Koskinen , ThanhVu Nguyen

We introduce a framework for incremental-decremental maximization that captures the gradual transformation or renewal of infrastructures. In our model, an initial solution is transformed one element at a time and the utility of an…

Data Structures and Algorithms · Computer Science 2025-08-21 Yann Disser , Max Klimm , Annette Lutz , Lea Strubberg

In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…

Optimization and Control · Mathematics 2017-07-18 Ion Matei , John S. Baras

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

In the framework of solid mechanics, the task of deriving material parameters from experimental data has recently re-emerged with the progress in full-field measurement capabilities and the renewed advances of machine learning. In this…

Computational Engineering, Finance, and Science · Computer Science 2026-01-27 Ulrich Römer , Stefan Hartmann , Jendrik-Alexander Tröger , David Anton , Henning Wessels , Moritz Flaschel , Laura De Lorenzis

In recent years, there has been a surge of interest in studying different ways to reformulate nonconvex optimization problems, especially those that involve binary variables. This interest surge is due to advancements in computing…

Optimization and Control · Mathematics 2026-01-15 Rodolfo A. Quintero , Juan C. Vera , Luis F. Zuluaga

Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

Optimization and Control · Mathematics 2023-03-08 Laurent Condat , Peter Richtárik

Particle and ensemble filters are increasingly utilized for inference, optimization, and forecast; however, both filtering methods use discrete distributions to simulate continuous state space, a drawback that can lead to degraded…

Methodology · Statistics 2014-03-27 Wan Yang , Jeffrey Shaman
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