Related papers: Graph-structured tensor optimization for nonlinear…
Optimization over trained machine learning models has applications including: verification, minimizing neural acquisition functions, and integrating a trained surrogate into a larger decision-making problem. This paper formulates and solves…
Weight optimization of frame structures with continuous cross-section parametrization is a challenging non-convex problem that has traditionally been solved by local optimization techniques. Here, we exploit its inherent semi-algebraic…
This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential…
We consider the problem of tensor completion with graphs serving as side information to represent interrelationships among variables. Existing approaches suffer from several limitations: (1) they are often task-specific and lack generality…
In graph signal processing, data samples are associated to vertices on a graph, while edge weights represent similarities between those samples. We propose a convex optimization problem to learn sparse well connected graphs from data. We…
Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…
Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…
We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…
Graph coloring involves assigning colors to the vertices of a graph such that two vertices linked by an edge receive different colors. Graph coloring problems are general models that are very useful to formulate many relevant applications…
This paper is concerned with a constrained optimization problem over a directed graph (digraph) of nodes, in which the cost function is a sum of local objectives, and each node only knows its local objective and constraints. To…
We study level set teleportation, an optimization routine which tries to accelerate gradient descent (GD) by maximizing the gradient norm over a level set of the objective. While teleportation intuitively speeds-up GD via bigger steps,…
This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…
High-dimensional graphical models are often estimated using regularization that is aimed at reducing the number of edges in a network. In this work, we show how even simpler networks can be produced by aggregating the nodes of the graphical…
Combinatorial optimization algorithms for graph problems are usually designed afresh for each new problem with careful attention by an expert to the problem structure. In this work, we develop a new framework to solve any combinatorial…
The convergence of many numerical optimization techniques is highly dependent on the initial guess given to the solver. To address this issue, we propose a novel approach that utilizes tensor methods to initialize existing optimization…
We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…
We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…
This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…