Related papers: Multilevel Geometric Optimization for Regularised …
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…
In this paper, we extend a previously presented Grover-based heuristic to tackle general combinatorial optimization problems with linear constraints. We further describe the introduced method as a framework that enables performance…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
In this paper, a new iterative two-level algorithm is presented for solving the finite element discretization for nonsymmetric or indefinite elliptic problems. The iterative two-level algorithm uses the same coarse space as the traditional…
Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…
Bilevel optimization, a hierarchical mathematical framework where one optimization problem is nested within another, has emerged as a powerful tool for modeling complex decision-making processes in various fields such as economics,…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
We develop a new optimisation technique that combines multiresolution subdivision surfaces for boundary description with immersed finite elements for the discretisation of the primal and adjoint problems of optimisation. Similar to wavelets…
The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…
Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…
To facilitate widespread adoption of automated engineering design techniques, existing methods must become more efficient and generalizable. In the field of topology optimization, this requires the coupling of modern optimization methods…
Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…
A multiscale optimization framework for problems over a space of Lipschitz continuous functions is developed. The method solves a coarse-grid discretization followed by linear interpolation to warm-start project gradient descent on…
We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…
We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Convex optimization with equality and inequality constraints is a ubiquitous problem in several optimization and control problems in large-scale systems. Recently there has been a lot of interest in establishing accelerated convergence of…
Constrained bilevel optimization tackles nested structures present in constrained learning tasks like constrained meta-learning, adversarial learning, and distributed bilevel optimization. However, existing bilevel optimization methods…
Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…