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We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

Optimization and Control · Mathematics 2022-06-28 Daniela di Serafino , Nataša Krejić , Nataša Krklec Jerinkić , Marco Viola

There has been a resurgence of interest in lower bounds whose truth rests on the conjectured hardness of well known computational problems. These conditional lower bounds have become important and popular due to the painfully slow progress…

Data Structures and Algorithms · Computer Science 2015-04-09 Raphael Clifford , Allan Grønlund , Kasper Green Larsen

The focus of this paper is on linear system identification in the setting where it is known that the underlying partially-observed linear dynamical system lies within a finite collection of known candidate models. We first consider the…

Optimization and Control · Mathematics 2024-04-15 Haoyuan Sun , Ali Jadbabaie

A first step towards more reliable software is to execute each statement and each control-flow path in a method once. In this paper, we present a formal method to automatically compute test cases for this purpose based on the idea of a…

Programming Languages · Computer Science 2012-05-31 Jürgen Christ , Jochen Hoenicke , Martin Schäf

In this paper, we consider derivative free optimization problems, where the objective function is smooth but is computed with some amount of noise, the function evaluations are expensive and no derivative information is available. We are…

Optimization and Control · Mathematics 2019-06-05 Albert S Berahas , Liyuan Cao , Krzysztof Choromanski , Katya Scheinberg

We analyze the oracle complexity of the stochastic Halpern iteration with minibatch, where we aim to approximate fixed-points of nonexpansive and contractive operators in a normed finite-dimensional space. We show that if the underlying…

Optimization and Control · Mathematics 2025-05-13 Mario Bravo , Juan Pablo Contreras

Increasingly demanding performance requirements for dynamical systems motivates the adoption of nonlinear and adaptive control techniques. One challenge is the nonlinearity of the resulting closed-loop system complicates verification that…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Estimating the length of the longest increasing subsequence (LIS) in an array is a problem of fundamental importance. Despite the significance of the LIS estimation problem and the amount of attention it has received, there are important…

Data Structures and Algorithms · Computer Science 2021-02-12 Ilan Newman , Nithin Varma

Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…

Optimization and Control · Mathematics 2025-05-14 Wei Liu , Qihang Lin , Yangyang Xu

Free-discontinuity problems describe situations where the solution of interest is defined by a function and a lower dimensional set consisting of the discontinuities of the function. Hence, the derivative of the solution is assumed to be a…

Numerical Analysis · Mathematics 2009-04-29 Massimo Fornasier , Rachel Ward

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

There are distributed graph algorithms for finding maximal matchings and maximal independent sets in $O(\Delta + \log^* n)$ communication rounds; here $n$ is the number of nodes and $\Delta$ is the maximum degree. The lower bound by Linial…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-13 Alkida Balliu , Sebastian Brandt , Juho Hirvonen , Dennis Olivetti , Mikaël Rabie , Jukka Suomela

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

Optimization and Control · Mathematics 2025-11-06 Lei Wang , Xin Liu , Xiaojun Chen

We consider the query complexity of finding a local minimum of a function defined on a graph. This abstract problem is fundamental to many optimization tasks, such as finding a local minimum of the loss function when training deep neural…

Data Structures and Algorithms · Computer Science 2025-12-15 Simina Brânzei , Jiawei Li

We describe and motivate a proposed new approach to lowerbounding the circuit complexity of boolean functions, based on a new formalization of "patterns" as elements of a special basis of the vector space of all truth table properties. We…

Computational Complexity · Computer Science 2016-06-17 Bruce K. Smith

In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…

Optimization and Control · Mathematics 2020-04-13 Daniel Arnström , Daniel Axehill

We extend traditional complexity analyses of trust-region methods for unconstrained, possibly nonconvex, optimization. Whereas most complexity analyses assume uniform boundedness of the model Hessians, we work with potentially unbounded…

Optimization and Control · Mathematics 2025-12-01 Youssef Diouane , Mohamed Laghdaf Habiboullah , Dominique Orban

In the noisy query model, the (binary) return value of every query (possibly repeated) is independently flipped with some fixed probability $p \in (0, 1/2)$. In this paper, we obtain tight bounds on the noisy query complexity of several…

Data Structures and Algorithms · Computer Science 2025-02-17 Yuzhou Gu , Xin Li , Yinzhan Xu

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…

Mathematical Finance · Quantitative Finance 2016-10-06 Christopher W. Miller

Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi N. , Paul H. Siegel