Related papers: SNAP: A semismooth Newton algorithm for pathwise o…
This paper introduces a stratification framework for nonlinear semidefinite programming (NLSDP) that reveals and utilizes the geometry behind the nonsmooth KKT system. Based on the \emph{index stratification} of $\mathbb{S}^n$ and its lift…
The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…
The R package sns implements Stochastic Newton Sampler (SNS), a Metropolis-Hastings Monte Carlo Markov Chain algorithm where the proposal density function is a multivariate Gaussian based on a local, second-order Taylor series expansion of…
An efficient algorithm to solve the $k$ shortest non-homotopic path planning ($k$-SNPP) problem in a 2D environment is proposed in this paper. Motivated by accelerating the inefficient exploration of the homotopy-augmented space of the 2D…
This paper establishes an approximation theorem for randomized neural networks (RaNNs) whose hidden-layer parameters are uniformly sampled from a prescribed bounded domain. Our analysis shows that, for RaNNs of the form $\mathop{\sum}_i W_i…
In stochastic contextual bandit (SCB) problems, an agent selects an action based on certain observed context to maximize the cumulative reward over iterations. Recently there have been a few studies using a deep neural network (DNN) to…
To accelerate deep CNN models, this paper proposes a novel spatially adaptive framework that can dynamically generate pixel-wise sparsity according to the input image. The sparse scheme is pixel-wise refined, regional adaptive under a…
Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint…
In this paper, we present an efficient visual SLAM system designed to tackle both short-term and long-term illumination challenges. Our system adopts a hybrid approach that combines deep learning techniques for feature detection and…
In this paper, we propose a uniform semismooth Newton-based algorithmic framework called SSNCVX for solving a broad class of convex composite optimization problems. By exploiting the augmented Lagrangian duality, we reformulate the original…
In this article, we propose an algorithm, NESTA-LASSO, for the LASSO problem, i.e., an underdetermined linear least-squares problem with a 1-norm constraint on the solution. We prove under the assumption of the restricted isometry property…
Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
Motivated by applications in computer vision and databases, we introduce and study the Simultaneous Nearest Neighbor Search (SNN) problem. Given a set of data points, the goal of SNN is to design a data structure that, given a collection of…
Solutions to the Traveling Salesperson Problem (TSP) have practical applications to processes in transportation, logistics, and automation, yet must be computed with minimal delay to satisfy the real-time nature of the underlying tasks.…
Consider $n$ agents connected over a network collaborating to minimize the average of their local cost functions combined with a common nonsmooth function. This paper introduces a unified algorithmic framework for solving such a problem…
One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…
Simultaneous localization and mapping (SLAM) is a method that constructs a map of an unknown environment and localizes the position of a moving agent on the map simultaneously. Extended Kalman filter (EKF) has been widely adopted as a low…
In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…