Related papers: Continuation Path with Linear Convergence Rate
Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity…
This paper provides examples of various synchronous and asynchronous signal processing systems for performing optimization, utilizing the framework and elements developed in a preceding paper. The general strategy in that paper was to…
Machine learning algorithms have made remarkable achievements in the field of artificial intelligence. However, most machine learning algorithms are sensitive to the hyper-parameters. Manually optimizing the hyper-parameters is a common…
Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…
Tuning parameters is an important step for the application of metaheuristics to problem classes of interest. In this work we present a tuning framework based on the sequential optimization of perturbed regression models. Besides providing…
The paper provides a thorough comparison between R-continuity and other fundamental tools in optimization such as metric regularity, metric subregularity and calmness. We show that R-continuity has some advantages in the convergence rate…
We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…
Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…
The paper presents an experimental study of resilient path planning for con-tinuum robots taking into account the multi-objective optimisation problem. To do this, we used two well-known algorithms, namely Genetic algorithm and A*…
Machine learning pipelines that include a combinatorial optimization layer can give surprisingly efficient heuristics for difficult combinatorial optimization problems. Three questions remain open: which architecture should be used, how…
Selecting the right compiler optimisations has a severe impact on programs' performance. Still, the available optimisations keep increasing, and their effect depends on the specific program, making the task human intractable. Researchers…
We propose a new iterative procedure to optimize the restart for meta-heuristic algorithms to solve combinatorial optimization, which uses independent algorithm executions. The new procedure consists of either adding new executions or…
We consider the problem of minimizing a sum of $n$ functions over a convex parameter set $\mathcal{C} \subset \mathbb{R}^p$ where $n\gg p\gg 1$. In this regime, algorithms which utilize sub-sampling techniques are known to be effective. In…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
Evaluating solutions to optimization problems is arguably the most important step for heuristic algorithms, as it is used to guide the algorithms towards the optimal solution in the solution search space. Research has shown evaluation…
In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…
We introduce a class of "inverse parametric optimization" problems, in which one is given both a parametric optimization problem and a desired optimal solution; the task is to determine parameter values that lead to the given solution. We…
We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…
We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…