Related papers: Senior Thesis for Haverford College Convex Optimiz…
Convex optimization encompasses a wide range of optimization problems that contain many efficiently solvable subclasses. Interior point methods are currently the state-of-the-art approach for solving such problems, particularly effective…
Beginning with the projectively invariant method for linear programming, interior point methods have led to powerful algorithms for many difficult computing problems, in combinatorial optimization, logic, number theory and non-convex…
Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…
In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
In this paper, we develop an interior-point method for solving a class of convex optimization problems with time-varying objective and constraint functions. Using log-barrier penalty functions, we propose a continuous-time dynamical system…
We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…
This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it…
In this paper we theoretically show that interior-point methods based on self-concordant barriers possess favorable global complexity beyond their standard application area of convex optimization. To do that we propose first- and…
We study the smooth structure of convex functions by generalizing a powerful concept so-called self-concordance introduced by Nesterov and Nemirovskii in the early 1990s to a broader class of convex functions, which we call generalized…
In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…
This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…
We extend recent computer-assisted design and analysis techniques for first-order optimization over structured functions--known as performance estimation--to apply to structured sets. We prove "interpolation theorems" for smooth and…
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…
Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…
In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi…
We provide a condition-based analysis of two interior-point methods for unconstrained geometric programs, a class of convex programs that arise naturally in applications including matrix scaling, matrix balancing, and entropy maximization.…