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We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

Optimization and Control · Mathematics 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

The particle filter is a popular Bayesian filtering algorithm for use in cases where the state-space model is nonlinear and/or the random terms (initial state or noises) are non-Gaussian distributed. We study the behavior of the error in…

Computation · Statistics 2019-03-29 Ziyu Liu , Shihong Wei , James C. Spall

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

Particle filtering is a powerful tool for target tracking. When the budget for observations is restricted, it is necessary to reduce the measurements to a limited amount of samples carefully selected. A discrete stochastic nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Antoine Aspeel , Amaury Gouverneur , Raphaël M. Jungers , Benoît Macq

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

Before we combine actions and probabilities two very obvious questions should be asked. Firstly, what does "the probability of an action" mean? Secondly, how does probability interact with nondeterminism? Neither question has a single…

Software Engineering · Computer Science 2011-06-22 Steve Reeves , David Streader

Optimization is a critical tool for addressing a broad range of human and technical problems. However, the paradox of advanced optimization techniques is that they have maximum utility for problems in which the relationship between the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-04 Hazhir Aliahmadi , Ruben Perez , Greg van Anders

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Recent efforts to develop trustworthy AI systems have increased interest in learning problems with explicit requirements, or constraints. In deep learning, however, such problems are often handled through fixed weighted-sum penalization:…

Machine Learning · Computer Science 2026-05-08 Juan Ramirez , Meraj Hashemizadeh , Simon Lacoste-Julien

In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…

Methodology · Statistics 2025-05-23 Michael Levine

To reduce memory footprint and run-time latency, techniques such as neural network pruning and binarization have been explored separately. However, it is unclear how to combine the best of the two worlds to get extremely small and efficient…

Computer Vision and Pattern Recognition · Computer Science 2018-12-12 Yinghao Xu , Xin Dong , Yudian Li , Hao Su

Algorithms frequently assist, rather than replace, human decision-makers. However, the design and analysis of algorithms often focus on predicting outcomes and do not explicitly model their effect on human decisions. This discrepancy…

Human-Computer Interaction · Computer Science 2024-10-31 Bryce McLaughlin , Jann Spiess

In robotics, methods and softwares usually require optimizations of hyperparameters in order to be efficient for specific tasks, for instance industrial bin-picking from homogeneous heaps of different objects. We present a developmental…

Robotics · Computer Science 2020-07-31 Maxime Petit , Emmanuel Dellandrea , Liming Chen

Nondeterministic choice is a useful program construct that provides a way to describe the behaviour of a program without specifying the details of possible implementations. It supports the stepwise refinement of programs, a method that has…

Logic in Computer Science · Computer Science 2023-02-17 Yuan Feng , Yingte Xu

A novel correction algorithm is proposed for multi-class classification problems with corrupted training data. The algorithm is non-intrusive, in the sense that it post-processes a trained classification model by adding a correction…

Machine Learning · Computer Science 2020-02-13 Jun Hou , Tong Qin , Kailiang Wu , Dongbin Xiu

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

We study the termination problem for nondeterministic recursive probabilistic programs. First, we show that a ranking-supermartingales-based approach is both sound and complete for bounded terminiation (i.e., bounded expected termination…

Programming Languages · Computer Science 2017-01-12 Krishnendu Chatterjee , Hongfei Fu

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

Decomposition methods have been proposed to approximate solutions to large sequential decision making problems. In contexts where an agent interacts with multiple entities, utility decomposition can be used to separate the global objective…

Machine Learning · Computer Science 2019-04-24 Maxime Bouton , Kyle Julian , Alireza Nakhaei , Kikuo Fujimura , Mykel J. Kochenderfer