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Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…
The stable principal component pursuit (SPCP) is a non-smooth convex optimization problem, the solution of which enables one to reliably recover the low rank and sparse components of a data matrix which is corrupted by a dense noise matrix,…
This paper presents algorithms for hierarchical, agglomerative clustering which perform most efficiently in the general-purpose setup that is given in modern standard software. Requirements are: (1) the input data is given by pairwise…
In the paper, we study the stochastic alternating direction method of multipliers (ADMM) for the nonconvex optimizations, and propose three classes of the nonconvex stochastic ADMM with variance reduction, based on different reduced…
This paper studies the unconstrained nonconvex-strongly-convex bilevel optimization problem. A common approach to solving this problem is to alternately update the upper-level and lower-level variables using (biased) stochastic gradients or…
This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
Given a dataset and an existing clustering as input, alternative clustering aims to find an alternative partition. One of the state-of-the-art approaches is Kernel Dimension Alternative Clustering (KDAC). We propose a novel Iterative…
This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g.,…
With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial…
This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…
Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…
In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…
Solving combinatorial optimization problems on current noisy quantum devices is currently being advocated for (and restricted to) binary polynomial optimization with equality constraints via quantum heuristic approaches. This is achieved…
Spectral clustering is a popular method for effectively clustering nonlinearly separable data. However, computational limitations, memory requirements, and the inability to perform incremental learning challenge its widespread application.…
A generalized downlink multi-antenna non-orthogonal multiple access (NOMA) transmission framework is proposed with the novel concept of cluster-free successive interference cancellation (SIC). In contrast to conventional NOMA approaches,…
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…
Clustering aims to group unlabeled objects based on similarity inherent among them into clusters. It is important for many tasks such as anomaly detection, database sharding, record linkage, and others. Some clustering methods are taken as…
Many real-world phenomena can be modelled as dynamic optimization problems. In such cases, the environment problem changes dynamically and therefore, conventional methods are not capable of dealing with such problems. In this paper, a novel…
Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…
The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…