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The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this paper we show how the design of an optimization algorithm…

Neural and Evolutionary Computing · Computer Science 2016-12-01 Marcin Andrychowicz , Misha Denil , Sergio Gomez , Matthew W. Hoffman , David Pfau , Tom Schaul , Brendan Shillingford , Nando de Freitas

This paper concerns a fundamental class of convex matrix optimization problems. It presents the first algorithm that uses optimal storage and provably computes a low-rank approximation of a solution. In particular, when all solutions have…

Optimization and Control · Mathematics 2017-02-23 Alp Yurtsever , Madeleine Udell , Joel A. Tropp , Volkan Cevher

Constraint satisfaction problems (CSPs) are ubiquitous in theoretical computer science. We study the problem of StrongCSPs, i.e. instances where a large induced sub-instance has a satisfying assignment. More formally, given a CSP instance…

Data Structures and Algorithms · Computer Science 2022-05-24 Suprovat Ghoshal , Anand Louis

The Constraint Shortest Path (CSP) problem is as follows. An $n$-vertex graph is given, each edge/arc assigned two weights. Let us call them "cost" and "length" for definiteness. Finding a min-cost upper-bounded length path between a given…

Data Structures and Algorithms · Computer Science 2022-04-12 Adil Erzin , Roman Plotnikov , Ilya Ladygin

This work presents the first projection-free algorithm to solve stochastic bi-level optimization problems, where the objective function depends on the solution of another stochastic optimization problem. The proposed $\textbf{S}$tochastic…

Optimization and Control · Mathematics 2023-02-08 Zeeshan Akhtar , Amrit Singh Bedi , Srujan Teja Thomdapu , Ketan Rajawat

We develop a new parallel algorithm for minimizing Lipschitz, convex functions with a stochastic subgradient oracle. The total number of queries made and the query depth, i.e., the number of parallel rounds of queries, match the prior…

Optimization and Control · Mathematics 2024-06-12 Arun Jambulapati , Aaron Sidford , Kevin Tian

We design and analyze minimax-optimal algorithms for online linear optimization games where the player's choice is unconstrained. The player strives to minimize regret, the difference between his loss and the loss of a post-hoc benchmark…

Machine Learning · Computer Science 2013-02-12 H. Brendan McMahan

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…

Optimization and Control · Mathematics 2019-05-17 Lihua Lei , Cheng Ju , Jianbo Chen , Michael I. Jordan

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

Artificial Intelligence · Computer Science 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

The measure and conquer approach has proven to be a powerful tool to analyse exact algorithms for combinatorial problems, like Dominating Set and Independent Set. In this paper, we propose to use measure and conquer also as a tool in the…

Data Structures and Algorithms · Computer Science 2008-02-21 Johan M. M. Van Rooij , Hans L. Bodlaender

Lattice paths are functional entities that model efficient navigation in discrete/grid maps. This paper presents a new scheme to generate collision-free lattice paths with utmost efficiency using the bijective property to rooted ordered…

Robotics · Computer Science 2022-09-13 Victor Parque

Object detection and instance segmentation in remote sensing images is a fundamental and challenging task, due to the complexity of scenes and targets. The latest methods tried to take into account both the efficiency and the accuracy of…

Computer Vision and Pattern Recognition · Computer Science 2020-08-31 Zhenhang Huang , Shihao Sun , Ruirui Li

We study a variant of online convex optimization where the player is permitted to switch decisions at most $S$ times in expectation throughout $T$ rounds. Similar problems have been addressed in prior work for the discrete decision set…

Machine Learning · Computer Science 2023-09-19 Uri Sherman , Tomer Koren

In this paper the problem of maximizing the distance to a given fixed point over an intersection of balls is considered. It is known that this problem is NP complete in the general case, since any subset sum problem can be solved upon…

Optimization and Control · Mathematics 2023-07-26 Marius Costandin

The convex body chasing problem, introduced by Friedman and Linial, is a competitive analysis problem on any normed vector space. In convex body chasing, for each timestep $t\in\mathbb N$, a convex body $K_t\subseteq \mathbb R^d$ is given…

Data Structures and Algorithms · Computer Science 2021-08-16 Sébastien Bubeck , Bo'az Klartag , Yin Tat Lee , Yuanzhi Li , Mark Sellke

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

Chv\'{a}tal and Klincsek (1980) gave an $O(n^3)$-time algorithm for the problem of finding a maximum-cardinality convex subset of an arbitrary given set $P$ of $n$ points in the plane. This paper examines a generalization of the problem,…

Computational Geometry · Computer Science 2021-08-31 Stephane Durocher , J. Mark Keil , Saeed Mehrabi , Debajyoti Mondal