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This article introduces a novel approach to learning monotone neural networks through a newly defined penalization loss. The proposed method is particularly effective in solving classes of variational problems, specifically monotone…

Optimization and Control · Mathematics 2025-03-07 Younes Belkouchi , Jean-Christophe Pesquet , Audrey Repetti , Hugues Talbot

Physics-informed neural networks (PINNs) provide a flexible framework for solving forward and inverse problems governed by partial differential equations (PDEs), but standard PINN training typically relies on soft penalty formulations that…

Machine Learning · Computer Science 2026-05-12 Binghang Lu , Runyu Zhang , Changhong Mou , Na Li , Guang Lin

Infinite-horizon optimal control of constrained piecewise affine (PWA) systems has been approximately addressed by hybrid model predictive control (MPC), which, however, has computational limitations, both in offline design and online…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Kanghui He , Shengling Shi , Ton van den Boom , Bart De Schutter

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Optimization and Control · Mathematics 2017-03-09 Jialei Wang , Lin Xiao

The primal-dual method of Chambolle and Pock is a widely used algorithm to solve various optimization problems written as convex-concave saddle point problems. Each update step involves the application of both the forward linear operator…

Optimization and Control · Mathematics 2022-10-13 Dirk A. Lorenz , Felix Schneppe

In solid mechanics, Data-driven approaches are widely considered as the new paradigm that can overcome the classic problems of constitutive models such as limiting hypothesis, complexity, and high dependence on training data. However,…

Soft Condensed Matter · Physics 2020-11-23 Aref Ghaderi , Vahid Morovati , Roozbeh Dargazany

We consider the "all-for-one" decentralized learning problem for generalized linear models. The features of each sample are partitioned among several collaborating agents in a connected network, but only one agent observes the response…

Optimization and Control · Mathematics 2021-10-29 Brighton Ancelin , Sohail Bahmani , Justin Romberg

In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…

Optimization and Control · Mathematics 2019-07-23 Yan Zhang , Michael M. Zavlanos

We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…

Machine Learning · Computer Science 2022-09-09 Danil Provodin , Pratik Gajane , Mykola Pechenizkiy , Maurits Kaptein

Deep neural networks, despite their success in numerous applications, often function without established theoretical foundations. In this paper, we bridge this gap by drawing parallels between deep learning and classical numerical analysis.…

Machine Learning · Computer Science 2023-10-04 Emanuele Zappala , Daniel Levine , Sizhuang He , Syed Rizvi , Sacha Levy , David van Dijk

We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the…

Machine Learning · Computer Science 2018-11-06 Jia Li , Cong Fang , Zhouchen Lin

This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…

Optimization and Control · Mathematics 2026-01-06 Yuan Zhou , Xinli Shi , Luyao Guo , Jinde Cao , Mahmoud Abdel-Aty

The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…

Optimization and Control · Mathematics 2022-08-19 Sedi Bartz , Rubén Campoy , Hung M. Phan

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

Neural operators, which aim to approximate mappings between infinite-dimensional function spaces, have been widely applied in the simulation and prediction of physical systems. However, the limited representational capacity of network…

Machine Learning · Computer Science 2025-06-03 Jin Song , Kenji Kawaguchi , Zhenya Yan

In this paper we address the solution of the popular Wordle puzzle, using new reinforcement learning methods, which apply more generally to adaptive control of dynamic systems and to classes of Partially Observable Markov Decision Process…

Artificial Intelligence · Computer Science 2022-12-01 Siddhant Bhambri , Amrita Bhattacharjee , Dimitri Bertsekas

Much of reinforcement learning theory is built on top of oracles that are computationally hard to implement. Specifically for learning near-optimal policies in Partially Observable Markov Decision Processes (POMDPs), existing algorithms…

Machine Learning · Computer Science 2022-06-08 Noah Golowich , Ankur Moitra , Dhruv Rohatgi

This work develops new algorithms with rigorous efficiency guarantees for infinite horizon imitation learning (IL) with linear function approximation without restrictive coherence assumptions. We begin with the minimax formulation of the…

Machine Learning · Computer Science 2023-05-31 Luca Viano , Angeliki Kamoutsi , Gergely Neu , Igor Krawczuk , Volkan Cevher

This paper considers a class of structured fractional minimization problems. The numerator consists of a differentiable function, a simple nonconvex nonsmooth function, a concave nonsmooth function, and a convex nonsmooth function composed…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…

Optimization and Control · Mathematics 2020-08-05 Jiawei Zhang , Zhi-Quan Luo
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