Related papers: Fast Optimization Algorithm on Riemannian Manifold…

The goal of tensor completion is to fill in missing entries of a partially known tensor under a low-rank constraint. In this paper, we mainly study low rank third-order tensor completion problems by using Riemannian optimization methods on…

The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a…

Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and the adversarial approach, potentially lead to excessively…

First-order methods (FOMs) have recently been applied and analyzed for solving problems with complicated functional constraints. Existing works show that FOMs for functional constrained problems have lower-order convergence rates than those…

We propose a first-order fast algorithm for the weighted max-min fair (MMF) multi-group multicast beamforming problem in large-scale systems. Utilizing the optimal multicast beamforming structure obtained recently, we convert the nonconvex…

Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Quasar-convex functions form a broad nonconvex class with applications to linear dynamical systems, generalized linear models, and Riemannian optimization, among others. Current nearly optimal algorithms work only in affine spaces due to…

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…

We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of interest consists of outer and inner iterations. We show that,…

This work presents a novel, fully Riemannian framework for Low-Rank Adaptation (LoRA) that geometrically treats low-rank adapters by optimizing them directly on the fixed-rank manifold. This formulation eliminates the parametrization…

Topology Optimization (TO), which maximizes structural robustness under material weight constraints, is becoming an essential step for the automatic design of mechanical parts. However, existing TO algorithms use the Finite Element Analysis…

We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a…

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

Dynamic programming algorithms have been successfully applied to propositional stochastic planning problems by using compact representations, in particular algebraic decision diagrams, to capture domain dynamics and value functions. Work on…

Object placement assessment (OPA) aims to predict the rationality score of a composite image in terms of the placement (e.g., scale, location) of inserted foreground object. However, given a pair of scaled foreground and background, to…

In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…