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Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

Gradient tracking methods have emerged as one of the most popular approaches for solving decentralized optimization problems over networks. In this setting, each node in the network has a portion of the global objective function, and the…

Optimization and Control · Mathematics 2023-11-27 Albert S. Berahas , Raghu Bollapragada , Shagun Gupta

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

This paper presents a unified optimization-based path planning approach to efficiently compute locally optimal solutions to advanced path planning problems. The approach is motivated by first showing that a lattice-based path planner can be…

Optimization and Control · Mathematics 2019-03-26 Kristoffer Bergman , Oskar Ljungqvist , Daniel Axehill

The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…

Optimization and Control · Mathematics 2024-01-30 Mihai I. Florea

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

Distributed optimization enables networked agents to cooperatively solve a global optimization problem even with each participating agent only having access to a local partial view of the objective function. Despite making significant…

Optimization and Control · Mathematics 2022-10-04 Yongqiang Wang , Tamer Başar

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

Merging multiple expert models offers a promising approach for performing multi-task learning without accessing their original data. Existing methods attempt to alleviate task conflicts by sparsifying task vectors or promoting orthogonality…

Machine Learning · Computer Science 2025-05-27 Yongxian Wei , Anke Tang , Li Shen , Zixuan Hu , Chun Yuan , Xiaochun Cao

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. Mor\'e and G.…

Optimization and Control · Mathematics 2019-02-19 Daniela di Serafino , Gerardo Toraldo , Marco Viola , Jesse Barlow

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat

Deep Neural Networks and Reinforcement Learning methods have empirically shown great promise in tackling challenging combinatorial problems. In those methods a deep neural network is used as a solution generator which is then trained by…

Machine Learning · Computer Science 2023-11-08 Constantine Caramanis , Dimitris Fotakis , Alkis Kalavasis , Vasilis Kontonis , Christos Tzamos

World models simulate environment dynamics from raw sensory inputs like video. However, using them for planning can be challenging due to the vast and unstructured search space. We propose a robust and highly parallelizable planner that…

Machine Learning · Computer Science 2026-02-03 Michael Psenka , Michael Rabbat , Aditi Krishnapriyan , Yann LeCun , Amir Bar

We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…

Machine Learning · Computer Science 2021-05-04 Mohammani Zaki , Avi Mohan , Aditya Gopalan , Shie Mannor

Machine learning algorithms, both in their classical and quantum versions, heavily rely on optimization algorithms based on gradients, such as gradient descent and alike. The overall performance is dependent on the appearance of local…

Quantum Physics · Physics 2024-04-26 Pablo Bermejo , Borja Aizpurua , Roman Orus