Related papers: Constrained global optimization of functions with …
This paper studies lower bounds for fundamental optimization problems in the CONGEST model. We show that solving problems exactly in this model can be a hard task, by providing $\tilde{\Omega}(n^2)$ lower bounds for cornerstone problems,…
We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence…
Random projection has been widely used in data classification. It maps high-dimensional data into a low-dimensional subspace in order to reduce the computational cost in solving the related optimization problem. While previous studies are…
Optimization with orthogonality constraints frequently arises in various fields such as machine learning. Riemannian optimization offers a powerful framework for solving these problems by equipping the constraint set with a Riemannian…
Continuous p-dispersion problems with and without boundary constraints are NP-hard optimization problems with numerous real-world applications, notably in facility location and circle packing, which are widely studied in mathematics and…
We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…
We consider minimizing an objective function subject to constraints defined by the intersection of lower-level sets of convex functions. We study two cases: (i) strongly convex and Lipschitz-smooth objective function and (ii) convex but…
In real-time trajectory planning for unmanned vehicles, on-board sensors, radars and other instruments are used to collect information on possible obstacles to be avoided and pathways to be followed. Since, in practice, observations of the…
Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…
We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…
Constrained coding plays a key role in optimizing performance and mitigating errors in applications such as storage and communication, where specific constraints on codewords are required. While non-parametric constraints have been…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…
A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…
We study a pair of budget- and performance-constrained weak-submodular maximization problems. For computational efficiency, we explore the use of stochastic greedy algorithms which limit the search space via random sampling instead of the…
We consider unconstrained randomized optimization of convex objective functions. We analyze the Random Pursuit algorithm, which iteratively computes an approximate solution to the optimization problem by repeated optimization over a…
We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…
Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank…
Random dimensionality reduction is a versatile tool for speeding up algorithms for high-dimensional problems. We study its application to two clustering problems: the facility location problem, and the single-linkage hierarchical clustering…