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We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…
Deep structured models are widely used for tasks like semantic segmentation, where explicit correlations between variables provide important prior information which generally helps to reduce the data needs of deep nets. However, current…
In this short note, the recently popular modifier-adaptation framework for real-time optimization is discussed in tandem with the well-developed trust-region framework of numerical optimization, and it is shown that the basic version of the…
We consider embedding a predictive machine-learning model within a prescriptive optimization problem. In this setting, called constraint learning, we study the concept of a validity domain, i.e., a constraint added to the feasible set,…
Constrained generative modeling is fundamental to applications such as robotic control and autonomous driving, where models must respect physical laws and safety-critical constraints. In real-world settings, these constraints rarely take…
Stochastic minimax optimization has drawn much attention over the past decade due to its broad applications in machine learning, signal processing and game theory. In some applications, the probability distribution of uncertainty depends on…
In this article, we develop a trust-region technique to find critical points of unconstrained set optimization problems with the objective set-valued map defined by finitely many twice continuously differentiable functions. The technique is…
Offline reinforcement learning suffers from the out-of-distribution issue and extrapolation error. Most policy constraint methods regularize the density of the trained policy towards the behavior policy, which is too restrictive in most…
Concise complexity analyses are presented for simple trust region algorithms for solving unconstrained optimization problems. In contrast to a traditional trust region algorithm, the algorithms considered in this paper require certain…
Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…
Embedding models, which learn latent representations of users and items based on user-item interaction patterns, are a key component of recommendation systems. In many applications, contextual constraints need to be applied to refine…
Recent work in learning ontologies (hierarchical and partially-ordered structures) has leveraged the intrinsic geometry of spaces of learned representations to make predictions that automatically obey complex structural constraints. We…
The problem of ensuring constraints satisfaction on the output of machine learning models is critical for many applications, especially in safety-critical domains. Modern approaches rely on penalty-based methods at training time, which do…
As machine learning models, specifically neural networks, are becoming increasingly popular, there are concerns regarding their trustworthiness, specially in safety-critical applications, e.g. actions of an autonomous vehicle must be safe.…
Trust-region algorithms can be applied to very abstract optimization problems because they do not require a specific direction of descent or gradient. This has lead to recent interest in them, in particular in the area of integer optimal…
This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…
We introduce a constrained optimization framework for training transformers that behave like optimization descent algorithms. Specifically, we enforce layerwise descent constraints on the objective function and replace standard empirical…
In this paper, a new alternating direction trust region method based on conic model is used to solve unconstrained optimization problems. By use of the alternating direction method, the new conic model trust region subproblem is solved by…
In this paper we consider the use of probabilistic or random models within a classical trust-region framework for optimization of deterministic smooth general nonlinear functions. Our method and setting differs from many stochastic…
In order for reinforcement learning techniques to be useful in real-world decision making processes, they must be able to produce robust performance from limited data. Deep policy optimization methods have achieved impressive results on…