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This paper shows that the OSGA algorithm -- which uses first-order information to solve convex optimization problems with optimal complexity -- can be used to efficiently solve arbitrary bound-constrained convex optimization problems. This…
Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…
We discuss a general technique that can be used to form a differentiable bound on the optima of non-differentiable or discrete objective functions. We form a unified description of these methods and consider under which circumstances the…
We discuss issues of problem formulation for algorithms in real algebraic geometry, focussing on quantifier elimination by cylindrical algebraic decomposition. We recall how the variable ordering used can have a profound effect on both…
Optimization plays an important role in solving many inverse problems. Indeed, the task of inversion often either involves or is fully cast as a solution of an optimization problem. In this light, the mere non-linear, non-convex, and…
We examine a variety of numerical methods that arise when considering dynamical systems in the context of physics-based simulations of deformable objects. Such problems arise in various applications, including animation, robotics, control…
Compacting orthogonal drawings is a challenging task. Usually algorithms try to compute drawings with small area or edge length while preserving the underlying orthogonal shape. We present a one-dimensional compaction algorithm that alters…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…
Many combinatorial problems can be formulated as a polynomial optimization problem that can be solved by state-of-the-art methods in real algebraic geometry. In this paper we explain many important methods from real algebraic geometry, we…
This paper deals with exploiting symmetry for solving linear and integer programming problems. Basic properties of linear representations of finite groups can be used to reduce symmetric linear programming to solving linear programs of…
In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like "input", "size" and…
Nonlinear programming is explicitly analyzed via a novel perspective/method and from a bottom-up manner. The philosophy is based on the recent findings on convex quadratic equation (CQE), which help clarify a geometric interpretation that…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…
Linear programming is the seminal optimization problem that has spawned and grown into today's rich and diverse optimization modeling and algorithmic landscape. This article provides an overview of the recent development of first-order…
Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…
We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…
In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum algorithms has developed in many areas, with optimization…
The difficulty of solving a multi-objective optimization problem is impacted by the number of objectives to be optimized. The presence of many objectives typically introduces a number of challenges that affect the choice/design of…