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In contrast to the many continuous global optimization methods that assume the objective function and constraints are factorable, we study how to find globally maximal solutions to problems that are not factorable, focusing on a particular…
In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…
In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is considered one of the…
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…
In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…
The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…
We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
We introduce and analyze a new technique for model reduction for deep neural networks. While large networks are theoretically capable of learning arbitrarily complex models, overfitting and model redundancy negatively affects the prediction…
We describe the class of convexified convolutional neural networks (CCNNs), which capture the parameter sharing of convolutional neural networks in a convex manner. By representing the nonlinear convolutional filters as vectors in a…
We develop a model for the cohomology of the complement of a hypersurface arrangement inside a smooth projective complex variety. This generalizes the case of normal crossing divisors, discovered by P. Deligne in the context of the mixed…
Shape constraints (such as non-negativity, monotonicity, convexity) play a central role in a large number of applications, as they usually improve performance for small sample size and help interpretability. However enforcing these shape…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
We propose a new algorithm to learn a one-hidden-layer convolutional neural network where both the convolutional weights and the outputs weights are parameters to be learned. Our algorithm works for a general class of (potentially…
Conway's Fried Potato Problem seeks to determine the best way to cut a convex body in $n$ parts by $n-1$ hyperplane cuts (with the restriction that the $i$-th cut only divides in two one of the parts obtained so far), in a way as to…
We introduce a convex approach for mixed linear regression over $d$ features. This approach is a second-order cone program, based on L1 minimization, which assigns an estimate regression coefficient in $\mathbb{R}^{d}$ for each data point.…
This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…