Related papers: Adaptive Localized Cayley Parametrization for Opti…

We propose an algorithm for change point monitoring in linear causal models that accounts for interventions. Through a special centralization technique, we can concentrate the changes arising from causal propagation across nodes into a…

We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parameter in the update formula in EKI, and (ii) criteria for the…

We propose a new method to obtain landmark-matching transformations between n-dimensional Euclidean spaces with large deformations. Given a set of feature correspondences, our algorithm searches for an optimal folding-free mapping that…

This paper considers optimization problems on the Stiefel manifold $X^{\mathsf{T}}X=I_p$, where $X\in \mathbb{R}^{n \times p}$ is the variable and $I_p$ is the $p$-by-$p$ identity matrix. A framework of constraint preserving update schemes…

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Conformal transformations of a Euclidean (complex) plane have some kind of completeness (sufficiency) for the solution of many mathematical and physical-mathematical problems formulated on this plane. There is no such completeness in the…

We are concerned with decentralized optimization over a compact submanifold, where the loss functions of local datasets are defined by their respective local datasets. A key challenge in decentralized optimization is mitigating the…

Benders decomposition with adaptive oracles was proposed to solve large-scale optimisation problems with a column bounded block-diagonal structure, where subproblems differ on the right-hand side and cost coefficients. Adaptive Benders…

We consider network-based decentralized optimization problems, where each node in the network possesses a local function and the objective is to collectively attain a consensus solution that minimizes the sum of all the local functions. A…

This work is on constrained large-scale non-convex optimization where the constraint set implies a manifold structure. Solving such problems is important in a multitude of fundamental machine learning tasks. Recent advances on Riemannian…

We study the design of efficient approximation algorithms for the $\ell$-center clustering and minimum-diameter $\ell$-clustering problems in high dimensional Euclidean and Hamming spaces. Our main tool is randomized dimension reduction.…

This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…

Center-based clustering is a fundamental primitive for data analysis and becomes very challenging for large datasets. In this paper, we focus on the popular $k$-median and $k$-means variants which, given a set $P$ of points from a metric…

Optimization in distributed networks plays a central role in almost all distributed machine learning problems. In principle, the use of distributed task allocation has reduced the computational time, allowing better response rates and…

This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…

This paper investigates numerical solution methods for the Schatten-$p$ quasi-norm regularized problem with $p \in [0,1]$, which has been widely studied for finding low-rank solutions of linear inverse problems and gained successful…

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variables may vary across different nodes in the network, while…

Optimization, a key tool in machine learning and statistics, relies on regularization to reduce overfitting. Traditional regularization methods control a norm of the solution to ensure its smoothness. Recently, topological methods have…

This paper investigates an adaptive wavelet collocation time domain method for the numerical solution of Maxwell's equations. In this method a computational grid is dynamically adapted at each time step by using the wavelet decomposition of…