Related papers: Safe Peeling for L0-Regularized Least-Squares with…

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

In this paper, we focus on finding the global minimizer of a general unconstrained nonsmooth nonconvex optimization problem. Taking advantage of the smoothing method and the consensus-based optimization (CBO) method, we propose a novel…

This paper focuses on the identical parallel machine scheduling problem with sequence-dependent setup time, with special attention paid to the uncertainty of processing time. In this paper, a mathematical model of the parallel machine…

State-of-the-art neural network verifiers are fundamentally based on one of two paradigms: either encoding the whole verification problem via tight multi-neuron convex relaxations or applying a Branch-and-Bound (BaB) procedure leveraging…

Iterative sketching and sketch-and-precondition are randomized algorithms used for solving overdetermined linear least-squares problems. When implemented in exact arithmetic, these algorithms produce high-accuracy solutions to least-squares…

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

Compression has emerged as one of the essential deep learning research topics, especially for the edge devices that have limited computation power and storage capacity. Among the main compression techniques, low-rank compression via matrix…

We propose a new class of exact continuous relaxations of l0-regularized criteria involving non-quadratic data terms such as the Kullback-Leibler divergence and the logistic regression, possibly combined with an l2 regularization. We first…

Assistive robotic devices are a particularly promising field of application for neural networks (NN) due to the need for personalization and hard-to-model human-machine interaction dynamics. However, NN based estimators and controllers may…

Channel pruning is broadly recognized as an effective approach to obtain a small compact model through eliminating unimportant channels from a large cumbersome network. Contemporary methods typically perform iterative pruning procedure from…

This paper considers the simple bilevel optimization (SBO) problem, which minimizes a composite convex function over the optimal solution set of another composite convex minimization problem. We first show that this bilevel problem is…

When solving numerical constraints such as nonlinear equations and inequalities, solvers often exploit pruning techniques, which remove redundant value combinations from the domains of variables, at pruning steps. To find the complete…

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

Integral equation methods for the solution of partial differential equations, when coupled with suitable fast algorithms, yield geometrically flexible, asymptotically optimal and well-conditioned schemes in either interior or exterior…

This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex nonsmooth composite optimization problems. Like other proximal bundle variants, RPB solves a sequence of prox bundle…

The analysis of online least squares estimation is at the heart of many stochastic sequential decision making problems. We employ tools from the self-normalized processes to provide a simple and self-contained proof of a tail bound of a…

Structured pruning efficiently compresses networks by identifying and removing unimportant neurons. While this can be elegantly achieved by applying sparsity-inducing regularisation on BatchNorm parameters, an L1 penalty would shrink all…

Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…