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This article introduces the concept of optimization learning, a methodology to design optimization proxies that learn the input/output mapping of parametric optimization problems. These optimization proxies are trustworthy by design: they…

Optimization and Control · Mathematics 2025-01-08 Pascal Van Hentenryck

This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…

Optimization and Control · Mathematics 2025-11-19 Vitaliano S. Amaral , Marcio Antônio de A. Bortoloti , Jurandir O. Lopes , Gilson N. Silva

Structured prediction provides a general framework to deal with supervised problems where the outputs have semantically rich structure. While classical approaches consider finite, albeit potentially huge, output spaces, in this paper we…

Machine Learning · Statistics 2018-06-27 Alessandro Rudi , Carlo Ciliberto , Gian Maria Marconi , Lorenzo Rosasco

Metric magnitude is a measure of the "size" of point clouds with many desirable geometric properties. It has been adapted to various mathematical contexts and recent work suggests that it can enhance machine learning and optimization…

Machine Learning · Computer Science 2024-09-09 Rayna Andreeva , James Ward , Primoz Skraba , Jie Gao , Rik Sarkar

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient…

Machine Learning · Computer Science 2018-10-26 Lin F. Yang , R. Arora , V. Braverman , Tuo Zhao

In the last few years, the notion of symmetry has provided a powerful and essential lens to view several optimization or sampling problems that arise in areas such as theoretical computer science, statistics, machine learning, quantum…

Data Structures and Algorithms · Computer Science 2021-09-03 Jonathan Leake , Nisheeth K. Vishnoi

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

One of the primary reasons behind the success of neural networks has been the emergence of an array of new, highly-successful optimizers, perhaps most importantly the Adam optimizer. It is widely used for training neural networks, yet…

Machine Learning · Computer Science 2025-07-25 Benedikt Brantner

LECTURE GIVEN AT TH2002. Given a set of Boolean variables, and some constraints between them, is it possible to find a configuration of the variables which satisfies all constraints? This problem, which is at the heart of combinatorial…

Disordered Systems and Neural Networks · Physics 2009-11-07 Marc Mezard

Neural networks (NNs) hold great promise for advancing inverse design via topology optimization (TO), yet misconceptions about their application persist. This article focuses on neural topology optimization (neural TO), which leverages NNs…

Machine Learning · Computer Science 2025-12-01 Suryanarayanan Manoj Sanu , Alejandro M. Aragon , Miguel A. Bessa

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for…

Optimization and Control · Mathematics 2016-05-23 Zeyuan Allen-Zhu , Elad Hazan

The problem of optimization on Stiefel manifold, i.e., minimizing functions of (not necessarily square) matrices that satisfy orthogonality constraints, has been extensively studied. Yet, a new approach is proposed based on, for the first…

Machine Learning · Computer Science 2023-03-06 Lingkai Kong , Yuqing Wang , Molei Tao

Our aim is to explain mathematical programs with equilibrium constraints (MPECs), motivate them through applications, present the main equivalent formulations of equilibrium constraints, and summarize the basic existence theory for optimal…

Optimization and Control · Mathematics 2026-05-04 Louis Shuo Wang

We consider the problem of packing congruent circles with the maximum radius in a unit square as a mathematical optimization problem. Due to the presence of non-overlapping constraints, this problem is a notoriously difficult nonconvex…

Optimization and Control · Mathematics 2024-04-05 Aida Khajavirad

The engineering of machine learning systems is still a nascent field; relying on a seemingly daunting collection of quickly evolving tools and best practices. It is our hope that this guidebook will serve as a useful resource for machine…

Machine Learning · Computer Science 2016-12-16 Ian Dewancker , Michael McCourt , Scott Clark

In this paper, we consider optimization problems w.r.t. to pairs of orthogonal matrices $XY = I$. Problems of this form arise in several applications such as finding shape correspondence in computer graphics. We show that the space of such…

Optimization and Control · Mathematics 2016-09-15 Klaus Glashoff , Michael M. Bronstein

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…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov