Related papers: Inference and Optimization for Engineering and Phy…
The concept of \emph{data depth} in non-parametric multivariate descriptive statistics is the generalization of the univariate rank method to multivariate data. \emph{Halfspace depth} is a measure of data depth. Given a set $S$ of points…
We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…
Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…
Combinatorial optimization problems are pervasive across science and industry. Modern deep learning tools are poised to solve these problems at unprecedented scales, but a unifying framework that incorporates insights from statistical…
Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…
We consider the energy minimization problem for undirected graphical models, also known as MAP-inference problem for Markov random fields which is NP-hard in general. We propose a novel polynomial time algorithm to obtain a part of its…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
Limited resources motivate decomposing large-scale problems into smaller,``local" subsystems and stitching together the so-found solutions. We explore the physics underlying this approach and discuss the concept of ``local hardness", i.e.,…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
Given a complex high-dimensional distribution over $\{\pm 1\}^n$, what is the best way to increase the expected number of $+1$'s by controlling the values of only a small number of variables? Such a problem is known as influence…
We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…
The race to heuristically solve non-deterministic polynomial-time (NP) problems through efficient methods is ongoing. Recently, optics was demonstrated as a promising tool to find the ground state of a spin-glass Ising Hamiltonian, which…
Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…
We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…
In this paper, we study a number of well-known combinatorial optimization problems that fit in the following paradigm: the input is a collection of (potentially inconsistent) local relationships between the elements of a ground set (e.g.,…
Computing the ground state of Ising spin-glass models with p-spin interactions is, in general, an NP-hard problem. In this work we show that unlike in the case of the standard Ising spin glass with two-spin interactions, computing ground…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…