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Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…
We consider a class of (possibly strongly) geodesically convex optimization problems on Hadamard manifolds, where the objective function splits into the sum of a smooth and a possibly nonsmooth function. We introduce an intrinsic convex…
In this paper, we study linearly constrained optimization problems (LCP). After applying Hadamard parametrization, the feasible set of the parametrized problem (LCPH) becomes an algebraic variety, with conducive geometric properties which…
Numerous multi-objective evolutionary algorithms have been designed for constrained optimisation over past two decades. The idea behind these algorithms is to transform constrained optimisation problems into multi-objective optimisation…
Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…
In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…
This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…
Existing evolutionary algorithms for Constrained Multi-objective Optimization Problems (CMOPs) typically treat all constraints uniformly, overlooking their distinct geometric relationships with the true Constrained Pareto Front (CPF). In…
We propose potential-based analyses for first-order algorithms applied to constrained and composite minimization problems. We first propose ``idealized'' frameworks for algorithms in the strongly and non-strongly convex cases and argue…
Safe Reinforcement Learning (RL) often faces significant issues such as constraint violations and instability, necessitating the use of constrained policy optimization, which seeks optimal policies while ensuring adherence to specific…
A specialized algorithm for quadratic optimization (QO, or, formerly, QP) with disjoint linear constraints is presented. In the considered class of problems, a subset of variables are subject to linear equality constraints, while variables…
The quantum approximate optimisation ansatz (QAOA) is one of the flagship algorithms used to tackle combinatorial optimisation on graphs problems using a quantum computer, and is considered a strong candidate for early fault-tolerant…
The low rank approximation of matrices is a crucial component in many data mining applications today. A competitive algorithm for this class of problems is the randomized block Lanczos algorithm - an amalgamation of the traditional block…
We consider an autocorrelation function of a quantum mechanical system through the lens of the so-called recursive method, by iteratively evaluating Lanczos coefficients, or solving a system of coupled differential equations in the Mori…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
In almost all algorithms for Model Predictive Control (MPC), the most time-consuming step is to solve some form of Linear Quadratic (LQ) Optimal Control Problem (OCP) repeatedly. The commonly recognized best option for this is a Riccati…
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…
In this work, we propose an outer approximation algorithm for solving bounded convex vector optimization problems (CVOPs). The scalarization model solved iteratively within the algorithm is a modification of the norm-minimizing…
The Capacitated Vehicle Routing Problem (CVRP) is an NP-optimization problem (NPO) that arises in various fields including transportation and logistics. The CVRP extends from the Vehicle Routing Problem (VRP), aiming to determine the most…