Related papers: Certification of the proximal gradient method unde…
We present an optimal gradient method for smooth strongly convex optimization. The method is optimal in the sense that its worst-case bound on the distance to an optimal point exactly matches the lower bound on the oracle complexity for the…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
The efficiency of modern optimization methods, coupled with increasing computational resources, has led to the possibility of real-time optimization algorithms acting in safety critical roles. There is a considerable body of mathematical…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
This paper investigates a subgradient-based algorithm to solve the system identification problem for linear time-invariant systems with non-smooth objectives. This is essential for robust system identification in safety-critical…
In this paper, we propose a subgradient algorithm with a non-asymptotic convergence guarantee to solve copositive programming problems. The subproblem to be solved at each iteration is a standard quadratic programming problem, which is…
In the absence of error correction, noisy intermediate-scale quantum devices are operated by training parametrized quantum circuits (PQCs) so as to minimize a suitable loss function. Finding the optimal parameters of those circuits is a…
This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…
In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables solving constrained optimization problems on private…
In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the incremental proximal gradient algorithm. We explicitly model…
Providing an execution time certificate is a pressing requirement when deploying Model Predictive Control (MPC) in real-time embedded systems such as microcontrollers. Real-time MPC requires that its worst-case (maximum) execution time must…
We consider the problem of multi-fidelity zeroth-order optimization, where one can evaluate a function $f$ at various approximation levels (of varying costs), and the goal is to optimize $f$ with the cheapest evaluations possible. In this…
The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…
The graduated optimization approach, also known as the continuation method, is a popular heuristic to solving non-convex problems that has received renewed interest over the last decade. Despite its popularity, very little is known in terms…
In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…
For the implementations of controllers on digital processors, certain limitations, e.g. in the instruction set and register length, need to be taken into account, especially for safety-critical applications. This work aims to provide a…
The NP-hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. To tackle this problem (which we call unimodular…
The generalized quantum Arimoto--Blahut (QAB) algorithm is a powerful derivative-free iterative method in quantum information theory. A key obstacle to its broader use is that existing convergence guarantees typically rely on analytical…
Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…