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Dense conditional random fields (CRF) with Gaussian pairwise potentials have emerged as a popular framework for several computer vision applications such as stereo correspondence and semantic segmentation. By modeling long-range…
In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…
We propose an approach to directly estimate the moments or marginals for a high-dimensional equilibrium distribution in statistical mechanics, via solving the high-dimensional Fokker-Planck equation in terms of low-order cluster moments or…
We study the composite convex optimization problems with a Quasi-Self-Concordant smooth component. This problem class naturally interpolates between classic Self-Concordant functions and functions with Lipschitz continuous Hessian.…
Optimization algorithms that leverage gradient covariance information, such as variants of natural gradient descent (Amari, 1998), offer the prospect of yielding more effective descent directions. For models with many parameters, the…
There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…
The classical $\textit{Procrustes}$ problem is to find a rigid motion (orthogonal transformation and translation) that best aligns two given point-sets in the least-squares sense. The $\textit{Robust Procrustes}$ problem is an important…
This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
We consider the Adaptive Regularization with Cubics approach for solving nonconvex optimization problems and propose a new variant based on inexact Hessian information chosen dynamically. The theoretical analysis of the proposed procedure…
$ \newcommand{\cclass}[1]{{\textsf{#1}}} $The classical Grothendieck inequality has applications to the design of approximation algorithms for $\cclass{NP}$-hard optimization problems. We show that an algorithmic interpretation may also be…
The aim of this paper is to establish a theory of Galerkin approximations to the space of convex and compact subsets of $\R^d$ with favorable properties, both from a theoretical and from a computational perspective. These Galerkin spaces…
Performative prediction is a framework accounting for the shift in the data distribution induced by the prediction of a model deployed in the real world. Ensuring rapid convergence to a stable solution where the data distribution remains…
In this paper, we propose an iterative algorithm to address the nonconvex multi-group multicast beamforming problem with quality-of-service constraints and per-antenna power constraints. We formulate a convex relaxation of the problem as a…
Constraint propagation is one of the techniques central to the success of constraint programming. To reduce search, fast algorithms associated with each constraint prune the domains of variables. With global (or non-binary) constraints, the…
In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…
We revisit FedExProx - a recently proposed distributed optimization method designed to enhance convergence properties of parallel proximal algorithms via extrapolation. In the process, we uncover a surprising flaw: its known theoretical…
We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…
AC optimal power flow (AC OPF) is a fundamental problem in power system operations. Accurately modeling the network physics via the AC power flow equations makes AC OPF a challenging nonconvex problem. To search for global optima, recent…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…