Related papers: Feasibility and A Fast Algorithm for Euclidean Dis…
Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional settings remains a significant challenge. We address this…
We propose an adaptive optimization algorithm for solving unconstrained scaled gradient flow problems that achieves fast convergence by controlling the optimization trajectory shape and the discretization step sizes. Under a broad class of…
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…
Rank-based zeroth-order (ZO) optimization -- which relies only on the ordering of function evaluations -- offers strong robustness to noise and monotone transformations, and underlies many successful algorithms such as CMA-ES, natural…
We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…
The minimum volume enclosing ellipsoid (MVEE) problem is an optimization problem in the basis of many practical problems. This paper describes some new properties of this model and proposes a first-order oracle algorithm, the Adjusted…
We consider the \emph{exact} error correction of a noisy Euclidean distance matrix, EDM, where the elements are the squared distances between $n$ points in $R^d$. For our problem we are given two facts: (i) the embedding dimension, $d$,…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
Whether the goal is to analyze voting behavior, locate facilities, or recommend products, the problem of translating between (ordinal) rankings and (numerical) utilities arises naturally in many contexts. This task is commonly approached by…
We proposed a new criterion \textit{noise-stability}, which revised the classical rigidity theory, for evaluation of MDS algorithms which can truthfully represent the fidelity of global structure reconstruction; then we proved the…
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…
Clustering has been one of the most basic and essential problems in unsupervised learning due to various applications in many critical fields. The recently proposed sum-of-norms (SON) model by Pelckmans et al. (2005), Lindsten et al. (2011)…
This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently…
We investigate the finite-time analysis of finding ($\delta,\epsilon$)-stationary points for nonsmooth nonconvex objectives in decentralized stochastic optimization. A set of agents aim at minimizing a global function using only their local…
In this paper we describe a new algorithm called Fast Adaptive Sequencing Technique (FAST) for maximizing a monotone submodular function under a cardinality constraint $k$ whose approximation ratio is arbitrarily close to $1-1/e$, is…
Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…
We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…
We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…