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In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
We study a variant of the quantum approximate optimization algorithm [ E. Farhi, J. Goldstone, and S. Gutmann, arXiv:1411.4028] with slightly different parametrization and different objective: rather than looking for a state which…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
In this paper, we revisit the distributed coverage control problem with multiple robots on both metric graphs and in non-convex continuous environments. Traditionally, the solutions provided for this problem converge to a locally optimal…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…
We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
Ordinal Embedding places n objects into R^d based on comparisons such as "a is closer to b than c." Current optimization-based approaches suffer from scalability problems and an abundance of low quality local optima. We instead consider a…
The numerical properties of algorithms for finding the intersection of sets depend to some extent on the regularity of the sets, but even more importantly on the regularity of the intersection. The alternating projection algorithm of von…
We consider algebraic iterative reconstruction methods with applications in image reconstruction. In particular, we are concerned with methods based on an unmatched projector/backprojector pair; i.e., the backprojector is not the exact…
Following a polynomial approach, many robust fixed-order controller design problems can be formulated as optimization problems whose set of feasible solutions is modelled by parametrized polynomial matrix inequalities (PMI). These…
Learning with complete or partial supervision is powerful but relies on ever-growing human annotation efforts. As a way to mitigate this serious problem, as well as to serve specific applications, unsupervised learning has emerged as an…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
Solving an optimization problem whose objective function is the sum of two convex functions has received considerable interests in the context of image processing recently. In particular, we are interested in the scenario when a…
Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…
An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…
We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…
The projected subgradient method for constrained minimization repeatedly interlaces subgradient steps for the objective function with projections onto the feasible region, which is the intersection of closed and convex constraints sets, to…