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Distributed optimization, where the computations are performed in a localized and coordinated manner using multiple agents, is a promising approach for solving large-scale optimization problems, e.g., those arising in model predictive…
In this paper, we propose a Robbins-Monro augmented Lagrangian method (RMALM) to solve a class of constrained stochastic convex optimization, which can be regarded as a hybrid of the Robbins-Monro type stochastic approximation method and…
In the past several years, there have been several representative attitude determination methods developed using derivative-based optimization algorithms. Optimization techniques e.g. gradient-descent algorithm (GDA), Gauss-Newton algorithm…
Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…
The Linear Assignment Problem (LAP) is a fundamental combinatorial optimization task with applications ranging from computer vision to logistics. Classical exact solvers such as the Hungarian and Jonker-Volgenant (LAPJV) algorithms…
We propose the approximate Laplace approximation (ALA) to evaluate integrated likelihoods, a bottleneck in Bayesian model selection. The Laplace approximation (LA) is a popular tool that speeds up such computation and equips strong model…
The Metropolis-Adjusted Langevin Algorithm (MALA) is a widely used Markov Chain Monte Carlo (MCMC) method for sampling from high-dimensional distributions. However, MALA relies on differentiability assumptions that restrict its…
With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…
The goal of this paper is to present a method for simultaneous trajectory and local stabilizing policy optimization to generate local policies for trajectory-centric model-based reinforcement learning (MBRL). This is motivated by the fact…
In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…
Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
When minimizing a nonlinear least-squares function, the Levenberg-Marquardt algorithm can suffer from a slow convergence, particularly when it must navigate a narrow canyon en route to a best fit. On the other hand, when the least-squares…
This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…
A major approach to saddle point optimization $\min_x\max_y f(x, y)$ is a gradient based approach as is popularized by generative adversarial networks (GANs). In contrast, we analyze an alternative approach relying only on an oracle that…
Large language model (LLM)-enhanced recommendation models inject LLM representations into backbone recommenders to exploit rich item text without inference-time LLM cost. However, we find that existing LLM-enhanced methods significantly…
Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The Lov\'{a}sz Local Lemma (LLL) is a cornerstone principle in the probabilistic method of combinatorics, and a seminal algorithm of Moser & Tardos (2010) provides an efficient randomized algorithm to implement it. This can be parallelized…