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Enlightened from the inverse consideration of the stable continuous-time dynamics evolution, the Variation Evolving Method (VEM) analogizes the optimal solution to the equilibrium point of an infinite-dimensional dynamic system and solves…

Systems and Control · Computer Science 2018-01-08 Sheng Zhang , Bo Liao , Fei Liao

In non-private stochastic convex optimization, stochastic gradient methods converge much faster on interpolation problems -- problems where there exists a solution that simultaneously minimizes all of the sample losses -- than on…

Machine Learning · Computer Science 2022-11-01 Hilal Asi , Karan Chadha , Gary Cheng , John Duchi

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

We extend recent computer-assisted design and analysis techniques for first-order optimization over structured functions--known as performance estimation--to apply to structured sets. We prove "interpolation theorems" for smooth and…

Optimization and Control · Mathematics 2024-11-20 Alan Luner , Benjamin Grimmer

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

Bayesian parameter estimation provides a systematic approach to compare heavy ion collision models with measurements, leading to constraints on the properties of nuclear matter with proper accounting of experimental and theoretical…

Nuclear Theory · Physics 2023-05-31 Brandon Weiss , Jean-François Paquet , Steffen A. Bass

We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We first present a generic technique to derive interpolation…

Optimization and Control · Mathematics 2025-07-01 Anne Rubbens , Nizar Bousselmi , Julien M. Hendrickx , François Glineur

We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…

Machine Learning · Computer Science 2021-07-30 Abhishek Kumar , Harikrishna Narasimhan , Andrew Cotter

We consider differentially private approximate singular vector computation. Known worst-case lower bounds show that the error of any differentially private algorithm must scale polynomially with the dimension of the singular vector. We are…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

Extremal optimization is a new general-purpose method for approximating solutions to hard optimization problems. We study the method in detail by way of the NP-hard graph partitioning problem. We discuss the scaling behavior of extremal…

Statistical Mechanics · Physics 2009-11-07 S. Boettcher , A. G. Percus

Finding point configurations, that yield the maximum polarization (Chebyshev constant) is gaining interest in the field of geometric optimization. In the present article, we study the problem of unconstrained maximum polarization on compact…

Optimization and Control · Mathematics 2023-03-20 Jan Rolfes , Robert Schüler , Marc Christian Zimmermann

We illustrate how computer-aided methods can be used to investigate the fundamental limits of the caching systems, which are significantly different from the conventional analytical approach usually seen in the information theory…

Information Theory · Computer Science 2018-08-28 Chao Tian

A general condition determining the optimal performance of a complex system has not yet been found and the possibility of its existence is unknown. To contribute in this direction, an optimization algorithm as a complex system is presented.…

Computational Complexity · Computer Science 2007-05-23 Victor Korotkikh , Galina Korotkikh , Darryl Bond

In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…

Optimization and Control · Mathematics 2024-09-05 Shilin Ma , Yukun Yue

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the…

Machine Learning · Statistics 2018-08-06 Zi Wang , Stefanie Jegelka

We present a class of linear programming approximations for constrained optimization problems. In the case of mixed-integer polynomial optimization problems, if the intersection graph of the constraints has bounded tree-width our…

Optimization and Control · Mathematics 2016-10-20 Daniel Bienstock , Gonzalo Munoz

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

One of the primary goals of the mathematical analysis of algorithms is to provide guidance about which algorithm is the "best" for solving a given computational problem. Worst-case analysis summarizes the performance profile of an algorithm…

Data Structures and Algorithms · Computer Science 2020-07-28 Tim Roughgarden

In practice, deep neural networks are often able to easily interpolate their training data. To understand this phenomenon, many works have aimed to quantify the memorization capacity of a neural network architecture: the largest number of…

Machine Learning · Statistics 2024-12-09 Sjoerd Dirksen , Patrick Finke , Martin Genzel

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

Numerical Analysis · Mathematics 2018-10-30 Junyan Su , Yanlin Zha , Kai Wang , Mario E. Villanueva , Radoslav Paulen , Boris Houska
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