Related papers: Robust and Efficient Optimization Using a Marquard…

Ensuring safety in MARL, particularly when deploying it in real-world applications such as autonomous driving, emerges as a critical challenge. To address this challenge, traditional safe MARL methods extend MARL approaches to incorporate…

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is…

We study the problem of multiway number partition optimization, which has a myriad of applications in the decision, learning and optimization literature. Even though the original multiway partitioning problem is NP-hard and requires…

In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with…

We present a local algorithm (constant-time distributed algorithm) for approximating max-min LPs. The objective is to maximise $\omega$ subject to $Ax \le 1$, $Cx \ge \omega 1$, and $x \ge 0$ for nonnegative matrices $A$ and $C$. The…

We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish…

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…

Many robots operating in unpredictable environments require an online path planning algorithm that can quickly compute high quality paths. Asymptotically optimal planners are capable of finding the optimal path, but can be slow to converge.…

Optimization modeling via mixed-integer linear programming (MILP) is fundamental to industrial planning and scheduling, yet translating natural-language requirements into solver-executable models and maintaining them under evolving business…

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

Sampling from heavy-tailed and multimodal distributions is challenging when neither the target density nor the proposal density can be evaluated, as in $\alpha$-stable L\'evy-driven fractional Langevin algorithms. While the target…

In this work, we focuses on the following saddle point problem $\min_x \max_y p(x) + R(x,y) - q(y)$ where $R(x,y)$ is $L_R$-smooth, $\mu_x$-strongly convex, $\mu_y$-strongly concave and $p(x), q(y)$ are convex and $L_p, L_q$-smooth…

We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To…

As large language models (LLMs) continue to scale in size, the computational overhead has become a major bottleneck for task-specific fine-tuning. While low-rank adaptation (LoRA) effectively curtails this cost by confining the weight…

Sampling from a high-dimensional probability distribution is a fundamental algorithmic task arising in wide-ranging applications across multiple disciplines, including scientific computing, computational statistics and machine learning.…

This study proposes an analytical Delta-V approximation of short-time transfers based on the linear relative motion and a gradient-based nonlinear programming model of multi-target rendezvous and flyby trajectories. In previous studies, the…

We consider the problem of finding a saddle point for the convex-concave objective $\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)$, where $f$ is a convex function with locally Lipschitz gradient and $g$ is convex and possibly…

We analyze the local convergence of proximal splitting algorithms to solve optimization problems that are convex besides a rank constraint. For this, we show conditions under which the proximal operator of a function involving the rank…

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…