Related papers: Neural Network Training as an Optimal Control Prob…
Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…
Neural differential equations have recently emerged as a flexible data-driven/hybrid approach to model time-series data. This work experimentally demonstrates that if the data contains oscillations, then standard fitting of a neural…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…
We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…
We propose a data-driven technique to automatically learn contextual uncertainty sets in robust optimization, resulting in excellent worst-case and average-case performance while also guaranteeing constraint satisfaction. Our method…
We present an approach to solving unconstrained nonlinear optimal control problems for a broad class of dynamical systems. This approach involves lifting the nonlinear problem to a linear ``super-problem'' on a dual Banach space, followed…
Artificial Intelligence algorithms have been steadily increasing in popularity and usage. Deep Learning, allows neural networks to be trained using huge datasets and also removes the need for human extracted features, as it automates the…
A recent line of work has shown that an overparametrized neural network can perfectly fit the training data, an otherwise often intractable nonconvex optimization problem. For (fully-connected) shallow networks, in the best case scenario,…
Neural networks are a group of neurons stacked together in multiple layers to mimic the biological neurons in a human brain. Neural networks have been trained using the backpropagation algorithm based on gradient descent strategy for…
Gradient-based algorithms for training ResNets typically require a forward pass of the input data, followed by back-propagating the objective gradient to update parameters, which are time-consuming for deep ResNets. To break the…
In this paper, a projected primal-dual gradient flow of augmented Lagrangian is presented to solve convex optimization problems that are not necessarily strictly convex. The optimization variables are restricted by a convex set with…
The theory-guided neural network (TgNN) is a kind of method which improves the effectiveness and efficiency of neural network architectures by incorporating scientific knowledge or physical information. Despite its great success, the…
Lagrangian decomposition (LD) is a relaxation method that provides a dual bound for constrained optimization problems by decomposing them into more manageable sub-problems. This bound can be used in branch-and-bound algorithms to prune the…
This paper introduces an optimal control framework to address the inverse problem using a learned regularizer, with applications in image reconstruction. We build upon the concept of Learnable Optimization Algorithms (LOA), which combine…
Recently, integrated optics has gained interest as a hardware platform for implementing machine learning algorithms. Of particular interest are artificial neural networks, since matrix-vector multi- plications, which are used heavily in…
Augmented Lagrangian method (also called as method of multipliers) is an important and powerful optimization method for lots of smooth or nonsmooth variational problems in modern signal processing, imaging, optimal control and so on.…
This paper proposes a novel approach to solving nonlinear programming problems using a sharp augmented Lagrangian method with a smoothing technique. Traditional sharp augmented Lagrangian methods are known for their effectiveness but are…
This paper presents a millisecond-level look-ahead control algorithm for energy storage with constant space complexity and worst-case linear run-time complexity. The algorithm connects the optimal control with the Lagrangian multiplier…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…