Related papers: Momentum-based Accelerated Mirror Descent Stochast…

We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…

Reference-based super-resolution (RefSR) has made significant progress in producing realistic textures using an external reference (Ref) image. However, existing RefSR methods obtain high-quality correspondence matchings consuming quadratic…

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Cascading failure causes a major risk to society currently. To effectively mitigate the risk, dynamic thermal rating (DTR) technique can be applied as a cost-effective strategy to exploit potential transmission capability. From the…

We propose a new modularity optimization method, Mod-CSA, based on stochastic global optimization algorithm, conformational space annealing (CSA). Our method outperforms simulated annealing in terms of both efficiency and accuracy, finding…

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…

This article considers the problem of source localization (SL) using possibly unreliable time-of-arrival (TOA) based range measurements. Adopting the strategy of statistical robustification, we formulate TOA SL as minimization of a…

We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…

In this paper, we study the minimax optimization problem in the smooth and strongly convex-strongly concave setting when we have access to noisy estimates of gradients. In particular, we first analyze the stochastic Gradient Descent Ascent…

Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

Parameter-efficient fine-tuning (PEFT), particularly Low-Rank Adaptation (LoRA), adapts large language models (LLMs) by training only a small fraction of parameters. However, as the rank of the low-rank matrices used for adaptation…

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…

Most existing distance metric learning methods assume perfect side information that is usually given in pairwise or triplet constraints. Instead, in many real-world applications, the constraints are derived from side information, such as…