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We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…
Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
The optimization-based meta-learning approach is gaining increased traction because of its unique ability to quickly adapt to a new task using only small amounts of data. However, existing optimization-based meta-learning approaches, such…
Logistic models are commonly used for binary classification tasks. The success of such models has often been attributed to their connection to maximum-likelihood estimators. It has been shown that gradient descent algorithm, when applied on…
Deep Neural Networks(DNNs) require huge GPU memory when training on modern image/video databases. Unfortunately, the GPU memory is physically finite, which limits the image resolutions and batch sizes that could be used in training for…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
This work investigates a variant of the conjugate gradient (CG) method and embeds it into the context of high-order finite-element schemes with fast matrix-free operator evaluation and cheap preconditioners like the matrix diagonal. Relying…
We propose an iterative programmatic planning (IPP) framework for solving grid-based tasks by synthesizing interpretable agent policies expressed in code using large language models (LLMs). Instead of relying on traditional search or…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
Column Generation (CG) is an effective and iterative algorithm to solve large-scale linear programs (LP). During each CG iteration, new columns are added to improve the solution of the LP. Typically, CG greedily selects one column with the…
Constrained Markov decision processes (CMDPs) are used as a decision-making framework to study the long-run performance of a stochastic system. It is well-known that a stationary optimal policy of a CMDP problem under discounted cost…
Recently, there emerged revived interests of designing automatic programs (e.g., using genetic/evolutionary algorithms) to optimize the structure of Convolutional Neural Networks (CNNs) for a specific task. The challenge in designing such…
The time required for training the neural networks increases with size, complexity, and depth. Training model parameters by backpropagation inherently creates feedback loops. These loops hinder efficient pipelining and scheduling of the…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Hyperparameter tuning of multi-stage pipelines introduces a significant computational burden. Motivated by the observation that work can be reused across pipelines if the intermediate computations are the same, we propose a pipeline-aware…
This paper presents a novel collaborative generative modeling (CGM) framework that incentivizes collaboration among self-interested parties to contribute data to a pool for training a generative model (e.g., GAN), from which synthetic data…
In recent years, topology optimization has been developed sufficiently and many researchers have concentrated on enhancing to computationally numerical algorithms for computational effectiveness of this method. Along with the development of…
As machine learning algorithms enter applications in industrial settings, there is increased interest in controlling their cpu-time during testing. The cpu-time consists of the running time of the algorithm and the extraction time of the…