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Different applications, such as environmental monitoring and military operations, demand the observation of predefined target locations, and an autonomous mobile robot can assist in these tasks. In this context, the Orienteering Problem…
We propose a new family of subgradient- and gradient-based methods which converges with optimal complexity for convex optimization problems whose feasible region is simple enough. This includes cases where the objective function is…
This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…
In this work, we introduce an interior-point method that employs tensor decompositions to efficiently represent and manipulate the variables and constraints of semidefinite programs, targeting problems where the solutions may not be…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…
Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the…
A new algorithm is presented for computing a direct solution to a system of consistent linear equations. It produces a minimum norm particular solution, a generalized inverse (of type {124}), and a null space projection operator. In…
In one-class recommendation systems, the goal is to learn a model from a small set of interacted users and items and then identify the positively-related user-item pairs among a large number of pairs with unknown interactions. Most previous…
We prove error estimates for the semi-implicit numerical scheme of sphere-constrained high-index saddle dynamics, which serves as a powerful instrument in finding saddle points and constructing the solution landscapes of constrained systems…
We develop stochastic first-order primal-dual algorithms to solve a class of convex-concave saddle-point problems. When the saddle function is strongly convex in the primal variable, we develop the first stochastic restart scheme for this…
Recently, Bai and Benzi proposed a class of regularized Hermitian and skew-Hermitian splitting methods (RHSS) iteration methods for solving the nonsingular saddle point problem. In this paper, we apply this method to solve the singular…
In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…
Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…
Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…
This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…
Many engineering tasks require solving families of nonlinear constrained optimization problems, parametrized in setting-specific variables. This is computationally demanding, particularly, if solutions have to be computed across strongly…
The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…
We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…
We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our approach are that (i) projections or optimizations over the entire…