Related papers: Neural Network Training as an Optimal Control Prob…
We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…
We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…
We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…
In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…
Using deep neural networks to predict the solutions of AC optimal power flow (ACOPF) problems has been an active direction of research. However, because the ACOPF is nonconvex, it is difficult to construct a good data set that contains…
This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
Deep neural networks (DNNs) are notorious for making more mistakes for the classes that have substantially fewer samples than the others during training. Such class imbalance is ubiquitous in clinical applications and very crucial to handle…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…
This paper presents a novel, mathematically rigorous framework for autoencoder-type deep neural networks that combines optimal control theory and low-rank tensor methods to yield memory-efficient training and automated architecture…
Regularizing Deep Neural Networks (DNNs) is essential for improving generalizability and preventing overfitting. Fixed penalty methods, though common, lack adaptability and suffer from hyperparameter sensitivity. In this paper, we propose a…
Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…
The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…
In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…
This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…
Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…
We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…
Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…