Related papers: TROPHY: Trust Region Optimization Using a Precisio…
The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…
Computing approximate Karush--Kuhn--Tucker (KKT) points for constrained nonconvex programs is a fundamental problem in mathematical programming. Interior-point trust-region (IPTR) methods are particularly attractive for such problems…
We prove global convergence of a bundle trust region algorithm for non-smooth non-convex optimization, where cutting planes are generated by oracles respecting four basic rules. The benefit is that convergence theory applies to a large…
We present a sequential hierarchical least-squares programming solver with trust-region and hierarchical step-filter with application to prioritized discrete non-linear optimal control. It is based on a hierarchical step-filter which…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
We apply methods and techniques of tropical optimization to develop a new theoretical and computational framework for the implementation of the Analytic Hierarchy Process in multi-criteria problems of rating alternatives from pairwise…
In this work we introduce the stochastic nonlinear constrained derivative-free optimization method (S)NOWPAC (Stochastic Nonlinear Optimization With Path-Augmented Constraints). The method extends the derivative-free optimizer NOWPAC to be…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
Federated learning heavily relies on distributed gradient descent techniques. In the situation where gradient information is not available, the gradients need to be estimated from zeroth-order information, which typically involves computing…
Trust region methods, such as TRPO, are often used to stabilize policy optimization algorithms in reinforcement learning (RL). While current trust region strategies are effective for continuous control, they typically require a…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
Trajectory optimization and model predictive control are essential techniques underpinning advanced robotic applications, ranging from autonomous driving to full-body humanoid control. State-of-the-art algorithms have focused on data-driven…
Reliable operation of wind turbines requires frequent inspections, as even minor surface damages can degrade aerodynamic performance, reduce energy output, and accelerate blade wear. Central to automating these inspections is the accurate…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
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…
Future spacecraft and surface robotic missions require increasingly capable autonomy stacks for exploring challenging and unstructured domains, and trajectory optimization will be a cornerstone of such autonomy stacks. However, the…
Mixed precision training (MPT) is becoming a practical technique to improve the speed and energy efficiency of training deep neural networks by leveraging the fast hardware support for IEEE half-precision floating point that is available in…
We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…
Neural network quantization is frequently used to optimize model size, latency and power consumption for on-device deployment of neural networks. In many cases, a target bit-width is set for an entire network, meaning every layer get…
Distributed memory machines equipped with CPUs and GPUs (hybrid computing nodes) are hard to program because of the multiple layers of memory and heterogeneous computing configurations. In this paper, we introduce a region template…