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Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard…
In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…
We propose a general theory for studying the \xl{landscape} of nonconvex \xl{optimization} with underlying symmetric structures \tz{for a class of machine learning problems (e.g., low-rank matrix factorization, phase retrieval, and deep…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
In real-life applications, most optimization problems are variants of well-known combinatorial optimization problems, including additional constraints to fit with a particular use case. Usually, efficient algorithms to handle a restricted…
Optimization problems in disciplines such as machine learning are commonly solved with iterative methods. Gradient descent algorithms find local minima by moving along the direction of steepest descent while Newton's method takes into…
$ $In many optimization problems, a feasible solution induces a multi-dimensional cost vector. For example, in load-balancing a schedule induces a load vector across the machines. In $k$-clustering, opening $k$ facilities induces an…
Learning new representations of input observations in machine learning is often tackled using a factorization of the data. For many such problems, including sparse coding and matrix completion, learning these factorizations can be…
We propose a zero-order optimization method for sequential min-max problems based on two populations of interacting particles. The systems are coupled so that one population aims to solve the inner maximization problem, while the other aims…
Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…
In this work, we propose a model order reduction framework to deal with inverse problems in a non-intrusive setting. Inverse problems, especially in a partial differential equation context, require a huge computational load due to the…
In this paper, we present new second-order algorithms for composite convex optimization, called Contracting-domain Newton methods. These algorithms are affine-invariant and based on global second-order lower approximation for the smooth…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
Combinatorial optimization problems are ubiquitous in industry. In addition to finding a solution with minimum cost, problems of high relevance involve a number of constraints that the solution must satisfy. Variational quantum algorithms…
In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete…
A memetic framework for optimal inverse design is proposed by combining a local gradient-based procedure and a robust global scheme. The procedure is based on method-of-moments matrices and does not demand full inversion of a system matrix.…
This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…
In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…
As we approach the physical limits predicted by Moore's law, a variety of specialized hardware is emerging to tackle specialized tasks in different domains. Within combinatorial optimization, adiabatic quantum computers, CMOS annealers, and…