Related papers: OpEn: Code Generation for Embedded Nonconvex Optim…
We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…
NonOpt, a C++ software package for minimizing locally Lipschitz objective functions, is presented. The software is intended primarily for minimizing objective functions that are nonconvex and/or nonsmooth. The package has implementations of…
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.…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
Many graphics and vision problems can be expressed as non-linear least squares optimizations of objective functions over visual data, such as images and meshes. The mathematical descriptions of these functions are extremely concise, but…
We introduce CVXPYgen, a tool for generating custom C code, suitable for embedded applications, that solves a parametrized class of convex optimization problems. CVXPYgen is based on CVXPY, a Python-embedded domain-specific language that…
The diversification of functionalities and the development of the IoT are making embedded systems larger and more complex in structure. Ensuring system reliability, especially in terms of security, necessitates selecting an appropriate…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…
In this paper, we propose objective-function-free (OFF) variants of the proximal Newton method for nonconvex composite optimization problems and the regularized Newton method for unconstrained optimization problems, respectively, using…
We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal…
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…
Training and inference efficiency of deep neural networks highly rely on the performance of tensor operators on hardware platforms. Manually optimizing tensor operators has limitations in terms of supporting new operators or hardware…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
High-voltage direct current (HVDC) systems are increasingly incorporated into today's AC power grids, necessitating optimal power flow (OPF) tools for the analysis, planning, and operation of such hybrid systems. To this end, we introduce…
Originating in the artificial intelligence literature, optimistic planning (OP) is an algorithm that generates near-optimal control inputs for generic nonlinear discrete-time systems whose input set is finite. This technique is therefore…