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Piecewise linearization is a key technique for solving nonlinear problems in transportation network design and other optimization fields, in which generating breakpoints is a fundamental task. This paper proposes an optimal breakpoint…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
This paper studies stochastic minimization of a finite-sum loss $ F (\mathbf{x}) = \frac{1}{N} \sum_{\xi=1}^N f(\mathbf{x};\xi) $. In many real-world scenarios, the Hessian matrix of such objectives exhibits a low-rank structure on a batch…
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…
We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization. The technique builds upon a…
Triangulation refers to the problem of finding a 3D point from its 2D projections on multiple camera images. For solving this problem, it is the common practice to use so-called optimal triangulation method, which we call the L2 method in…
In this paper we explore a symmetry-based search space reduction technique which can speed up optimal pathfinding on undirected uniform-cost grid maps by up to 38 times. Our technique decomposes grid maps into a set of empty rectangles,…
Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper, besides the oracle complexity, we focus also on iteration…
In this paper, we study zeroth-order algorithms for minimax optimization problems that are nonconvex in one variable and strongly-concave in the other variable. Such minimax optimization problems have attracted significant attention lately…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of $\tilde{\mathcal{O}}(n^{7}T^{-1/2})$ after $T$ queries for a convex bounded function $f:{\mathbb R}^n\to{\mathbb R}$. The method is…
In this work we propose a general nonmonotone line-search method for nonconvex multi\-objective optimization problems with convex constraints. At the $k$th iteration, the degree of nonmonotonicity is controlled by a vector $\nu_{k}$ with…
We introduce a new method that efficiently computes a set of viewpoints and trajectories for high-quality 3D reconstructions in outdoor environments. Our goal is to automatically explore an unknown area, and obtain a complete 3D scan of a…
Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…
Microaggregation is a method to coarsen a dataset, by optimally clustering data points in groups of at least $k$ points, thereby providing a $k$-anonymity type disclosure guarantee for each point in the dataset. Previous algorithms for…
We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using (possibly noisy) evaluations of the function. Such optimization is also called derivative-free, zeroth-order, or…
This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…
Traditional optimization methods rely on the use of single-precision floating point arithmetic, which can be costly in terms of memory size and computing power. However, mixed precision optimization techniques leverage the use of both…
Zeroth-order (ZO) optimization provides a powerful framework for problems where explicit gradients are unavailable and have to be approximated using only queries to function value. The prevalent single-query approach is simple, but suffers…
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…