Related papers: Efficiency of the Multisection Method
We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…
In this paper, we investigate the problem of optimization multivariate performance measures, and propose a novel algorithm for it. Different from traditional machine learning methods which optimize simple loss functions to learn prediction…
We consider the problem of finding the minimizer of a convex function $F: \mathbb R^d \rightarrow \mathbb R$ of the form $F(w) := \sum_{i=1}^n f_i(w) + R(w)$ where a low-rank factorization of $\nabla^2 f_i(w)$ is readily available. We…
We present a novel method to solve the Maxwell-Liouville-von Neumann (MLN) equations in an accurate and efficient way without invoking the rotating wave approximation (RWA). The method is a combination of two established concepts, namely…
Inspired by multigrid methods for linear systems of equations, multilevel optimization methods have been proposed to solve structured optimization problems. Multilevel methods make more assumptions regarding the structure of the…
We study the optimal routing on multilayered communication networks, which are composed of two layers of subnetworks. One is a wireless network, and the other is a wired network. We develop a simple recurrent algorithm to find an optimal…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
New algorithms are devised for finding the maxima of multidimensional point samples, one of the very first problems studied in computational geometry. The algorithms are very simple and easily coded and modified for practical needs. The…
Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…
Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has…
A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…
The split covariance intersection filter (split CIF) is a useful tool for general data fusion and has the potential to be applied in a variety of engineering tasks. An indispensable optimization step (referred to as w-optimization) involved…
In this paper, we propose a unified energy minimization model for the segmentation of non-smooth image structures. The energy of piecewise linear patch reconstruction is considered as an objective measure of the quality of the segmentation…
Discretization of non-linear Poisson-Boltzmann Equation equations results in a system of non-linear equations with symmetric Jacobian. The Newton algorithm is the most useful tool for solving non-linear equations. It consists of solving a…
In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…
This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…
This paper introduces the Partition Tree Weighting technique, an efficient meta-algorithm for piecewise stationary sources. The technique works by performing Bayesian model averaging over a large class of possible partitions of the data…
A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…
We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut…
The Wasserstein barycenter (WB) is an important tool for summarizing sets of probability measures. It finds applications in applied probability, clustering, image processing, etc. When the measures' supports are finite, computing a…