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We propose a novel exact algorithm for the transportation problem, one of the paradigmatic network optimization problems. The algorithm, denoted Iterated Inside Out, requires in input a basic feasible solution and is composed by two main…
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…
We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…
This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…
We propose a new objective for option discovery that emphasizes the computational advantage of using options in planning. In a sequential machine, the speed of planning is proportional to the number of elementary operations used to achieve…
This article is intended to supplement our 2015 paper in Medical Physics titled "Noise properties of CT images reconstructed by use of constrained total-variation, data-discrepancy minimization", in which ordered subsets methods were…
In this paper, we propose a scaled gradient modified non-monotone line search method for solving constrained minimization problems, and explore several specific properties of this method, namely, its convergence analysis. We discuss the…
The challenges of black box optimization arise due to imprecise responses and limited output information. This article describes new results on optimizing multivariable functions using an Order Oracle, which provides access only to the…
In this paper, we study the problem of computing the diameter of a set of $n$ points in $d$-dimensional Euclidean space for a fixed dimension $d$, and propose a new $(1+\varepsilon)$-approximation algorithm with $O(n+ 1/\varepsilon^{d-1})$…
Robust optimization (RO) is a powerful paradigm for decision making under uncertainty. Existing algorithms for solving RO, including the reformulation approach and the cutting-plane method, do not scale well, hindering the application of RO…
We consider black-box optimization in which only an extremely limited number of function evaluations, on the order of around 100, are affordable and the function evaluations must be performed in even fewer batches of a limited number of…
The minimisation of cost functions is crucial in various optimisation fields. However, identifying their global minimum remains challenging owing to the huge computational cost incurred. This work analytically expresses the computational…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
Zeroth-order (ZO) optimization is a subset of gradient-free optimization that emerges in many signal processing and machine learning applications. It is used for solving optimization problems similarly to gradient-based methods. However, it…
In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…
This paper proposes an efficient and novel method to address range search on multidimensional points in $\theta(t)$ time, where $t$ is the number of points reported in $\Re^k$ space. This is accomplished by introducing a new data structure,…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
The goal of this paper is to present two algorithms for solving systems of inclusion problems, with all component of the systems being a sum of two maximal monotone operators. The algorithms are variants of the forward-backward splitting…
Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the…
Zeroth-order (ZO) optimization is one key technique for machine learning problems where gradient calculation is expensive or impossible. Several variance reduced ZO proximal algorithms have been proposed to speed up ZO optimization for…