Related papers: Model Construction for Convex-Constrained Derivati…
In this work we study convex relaxations of quadratic optimisation problems over permutation matrices. While existing semidefinite programming approaches can achieve remarkably tight relaxations, they have the strong disadvantage that they…
An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…
Discriminative Correlation Filters (DCF) have demonstrated excellent performance for visual object tracking. The key to their success is the ability to efficiently exploit available negative data by including all shifted versions of a…
In this work we consider a model problem of deep neural learning, namely the learning of a given function when it is assumed that we have access to its point values on a finite set of points. The deep neural network interpolant is the the…
This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our…
In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives of the objective function. We introduce a unifying framework,…
The majority of First Order methods for large-scale convex-concave saddle point problems and variational inequalities with monotone operators are proximal algorithms which at every iteration need to minimize over problem's domain X the sum…
We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…
Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…
Recently, remarkable progress has been made in large-scale pre-trained model tuning, and inference efficiency is becoming more crucial for practical deployment. Early exiting in conjunction with multi-stage predictors, when cooperated with…
Direct numerical simulation of dynamical systems is of fundamental importance in studying a wide range of complex physical phenomena. However, the ever-increasing need for accuracy leads to extremely large-scale dynamical systems whose…
We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…
We present a new method to estimate the rate-distortion-perception function in the perfect realism regime (PR-RDPF), for multivariate continuous sources subject to a single-letter average distortion constraint. The proposed approach is not…
For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…
In this paper, we propose a systematic approach for extending first-order optimization algorithms, originally designed for unconstrained strongly convex problems, to handle closed and convex set constraints. We show that the resulting…
In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…
This work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and…
This paper studies hidden convexity properties associated with constrained optimization problems over the set of rotation matrices $\text{SO}(n)$. Such problems are nonconvex due to the constraint $X \in \text{SO}(n)$. Nonetheless, we show…