Related papers: Novel min-max reformulations of Linear Inverse Pro…
The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…
We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…
In tomographic reconstruction, the goal is to reconstruct an unknown object from a collection of line integrals. Given a complete sampling of such line integrals for various angles and directions, explicit inverse formulas exist to…
Stochastic nonconvex-concave min-max saddle point problems appear in many machine learning and control problems including distributionally robust optimization, generative adversarial networks, and adversarial learning. In this paper, we…
Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…
We introduce in this document a direct method allowing to solve numerically inverse type problems for linear parabolic equations. We consider the reconstruction of the full solution of the parabolic equation posed in $\Omega\times (0,T)$ -…
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…
Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…
Many machine learning tasks, such as learning with invariance and policy evaluation in reinforcement learning, can be characterized as problems of learning from conditional distributions. In such problems, each sample $x$ itself is…
Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…
Whenever we use devices to take measurements, calibration is indispensable. While the purpose of calibration is to reduce bias and uncertainty in the measurements, it can be quite difficult, expensive, and sometimes even impossible to…
The problem of computing minimally sparse solutions of under-determined linear systems is $NP$ hard in general. Subsets with extra properties, may allow efficient algorithms, most notably problems with the restricted isometry property (RIP)…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
Physics-Informed Machine Learning (PIML) offers a powerful paradigm of integrating data with physical laws to address important scientific problems, such as parameter estimation, inferring hidden physics, equation discovery, and state…
The matrix low-rank approximation problem with additional convex constraints can find many applications and has been extensively studied before. However, this problem is shown to be nonconvex and NP-hard; most of the existing solutions are…
Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
We investigate a family of bilevel imaging learning problems where the lower-level instance corresponds to a convex variational model involving first- and second-order nonsmooth sparsity-based regularizers. By using geometric properties of…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…