Related papers: Pymanopt: A Python Toolbox for Optimization on Man…
We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…
Topology optimization is a valuable tool in engineering, facilitating the design of optimized structures. However, topological changes often require a remeshing step, which can become challenging. In this work, we propose an isogeometric…
The indicator matrix plays an important role in machine learning, but optimizing it is an NP-hard problem. We propose a new relaxation of the indicator matrix and prove that this relaxation forms a manifold, which we call the Relaxed…
In this paper, we consider the problem of minimizing a smooth function on a Riemannian manifold and present a Riemannian gradient method with momentum. The proposed algorithm represents a substantial and nontrivial extension of a recently…
LP relaxation-based message passing algorithms provide an effective tool for MAP inference over Probabilistic Graphical Models. However, different LP relaxations often have different objective functions and variables of differing…
Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…
Dynamic Optimization Problems (DOPs) are challenging to address due to their complex nature, i.e., dynamic environment variation. Evolutionary Computation methods are generally advantaged in solving DOPs since they resemble dynamic…
Adaptive methods do not have a direct generalization to manifolds as the adaptive term is not invariant. Momentum methods on manifolds suffer from efficiency problems stemming from the curvature of the manifold. We introduce a framework to…
In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…
Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…
This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…
We present a methodology for formulating simplifying abstractions in machine learning systems by identifying and harnessing the utility structure of decisions. Machine learning tasks commonly involve high-dimensional output spaces (e.g.,…
We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
Many physical questions in fluid dynamics can be recast in terms of norm constrained optimisation problems; which in-turn, can be further recast as unconstrained problems on spherical manifolds. Due to the nonlinearities of the governing…
This paper describes jMetalPy, an object-oriented Python-based framework for multi-objective optimization with metaheuristic techniques. Building upon our experiences with the well-known jMetal framework, we have developed a new…
The techniques and analysis presented in this paper provide new methods to solve optimization problems posed on Riemannian manifolds. A new point of view is offered for the solution of constrained optimization problems. Some classical…
We propose a generalization of separability in the context of global optimization. Our results apply to objective functions implemented as differentiable computer programs. They are presented in the context of a simple branch and bound…
This article overviews how gradient flows, and discretizations thereof, are useful to design and analyze optimization and sampling algorithms. The interplay between optimization, sampling, and gradient flows is an active research area; our…
We propose a novel distribution-free scheme to solve optimization problems where the goal is to minimize the expected value of a cost function subject to probabilistic constraints. Unlike standard sampling-based methods, our idea consists…