Related papers: Safe Learning under Uncertain Objectives and Const…

Unsupervised learning is the most challenging problem in machine learning and especially in deep learning. Among many scenarios, we study an unsupervised learning problem of high economic value --- learning to predict without costly pairing…

Satisfying safety constraints is a priority concern when solving optimal control problems (OCPs). Due to the existence of infeasibility phenomenon, where a constraint-satisfying solution cannot be found, it is necessary to identify a…

We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assumption. This appears to be the first result on BCFW…

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Ensuring solution feasibility is a key challenge in developing Deep Neural Network (DNN) schemes for solving constrained optimization problems, due to inherent DNN prediction errors. In this paper, we propose a ``preventive learning''…

This paper focuses on finding reinforcement learning policies for control systems with hard state and action constraints. Despite its success in many domains, reinforcement learning is challenging to apply to problems with hard constraints,…

We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…

Optimal power flow (OPF) is a central problem in the operation of electric power systems. An OPF problem optimizes a specified objective function subject to constraints imposed by both the non-linear power flow equations and engineering…

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

In this paper, we consider conditional gradient methods. These are methods that use a linear minimization oracle, which, for a given vector $p \in \mathbb{R}^n$, computes the solution of the subproblem $$\arg \min_{x\in X}{\langle p,x…

We introduce regularized Frank-Wolfe, a general and effective algorithm for inference and learning of dense conditional random fields (CRFs). The algorithm optimizes a nonconvex continuous relaxation of the CRF inference problem using…

The computational bottleneck in applying online learning to massive data sets is usually the projection step. We present efficient online learning algorithms that eschew projections in favor of much more efficient linear optimization steps…

Optimizing noisy functions online, when evaluating the objective requires experiments on a deployed system, is a crucial task arising in manufacturing, robotics and many others. Often, constraints on safe inputs are unknown ahead of time,…

We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…

The safety constraints commonly used by existing safe reinforcement learning (RL) methods are defined only on expectation of initial states, but allow each certain state to be unsafe, which is unsatisfying for real-world safety-critical…

Optimal control problems with constraints ensuring safety and convergence to desired states can be mapped onto a sequence of real time optimization problems through the use of Control Barrier Functions (CBFs) and Control Lyapunov Functions…

Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…

Reinforcement Learning (RL) has shown exceptional performance across various applications, enabling autonomous agents to learn optimal policies through interaction with their environments. However, traditional RL frameworks often face…

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…

The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…