Related papers: HDSDP: Software for Semidefinite Programming
In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…
We introduce a novel method for handling endpoint constraints in constrained differential dynamic programming (DDP). Unlike existing approaches, our method guarantees quadratic convergence and is exact, effectively managing rank…
We express the optimization of entanglement witnesses for arbitrary bipartite states in terms of a class of convex optimization problems known as Robust Semidefinite Programs (RSDP). We propose, using well known properties of RSDP, several…
Statistical inference problems arising within signal processing, data mining, and machine learning naturally give rise to hard combinatorial optimization problems. These problems become intractable when the dimensionality of the data is…
Hyperdimensional Computing (HDC), a technique inspired by cognitive models of computation, has been proposed as an efficient and robust alternative basis for machine learning. HDC programs are often manually written in low-level and target…
PDDL+ planning has its semantics rooted in hybrid automata (HA) and recent work has shown that it can be modeled as a network of HAs. Addressing the complexity of nonlinear PDDL+ planning as HAs requires both space and time efficient…
Large-scale deep learning models contribute to significant performance improvements on varieties of downstream tasks. Current data and model parallelism approaches utilize model replication and partition techniques to support the…
We propose a semidefinite programming (SDP) algorithm for community detection in the stochastic block model, a popular model for networks with latent community structure. We prove that our algorithm achieves exact recovery of the latent…
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in $\{0, \pm 1\}$. While semidefinite programming (SDP) techniques are well established for $\{0,1\}$-…
Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…
Recent advances in symbolic dynamic programming (SDP) combined with the extended algebraic decision diagram (XADD) data structure have provided exact solutions for mixed discrete and continuous (hybrid) MDPs with piecewise linear dynamics…
We introduce StoDCuP (Stochastic Dynamic Cutting Plane), an extension of the Stochastic Dual Dynamic Programming (SDDP) algorithm to solve multistage stochastic convex optimization problems. At each iteration, the algorithm builds lower…
Hyperdimensional Computing (HDC) is a bio-inspired computing framework that has gained increasing attention, especially as a more efficient approach to machine learning (ML). This work introduces the \name{} compiler, the first open-source…
The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…
Scaling multi-dimensional transformers to long sequences is indispensable across various domains. However, the challenges of large memory requirements and slow speeds of such sequences necessitate sequence parallelism. All existing…
Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…
SDPNAL+ is a {\sc Matlab} software package that implements an augmented Lagrangian based method to solve large scale semidefinite programming problems with bound constraints. The implementation was initially based on a majorized semismooth…
The Downhill Simplex Method (DSM) is a fast-converging derivative-free optimization technique for nonlinear systems. However, the optimization process is often subject to premature convergence due to degenerated simplices or noise-induced…
We present SSD, Software for Systems with Delays, a de novo MATLAB package for the analysis and model reduction of retarded time delay systems (RTDS). Underneath, our delay system object bridges RTDS representation and Linear Fractional…