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A sequential quadratic optimization algorithm for minimizing an objective function defined by an expectation subject to nonlinear inequality and equality constraints is proposed, analyzed, and tested. The context of interest is when it is…

Optimization and Control · Mathematics 2023-03-01 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

Gradient-type distributed optimization methods have blossomed into one of the most important tools for solving a minimization learning task over a networked agent system. However, only one gradient update per iteration is difficult to…

Optimization and Control · Mathematics 2024-03-06 Mou Wu , Haibin Liao , Zhengtao Ding , Yonggang Xiao

We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…

Optimization and Control · Mathematics 2023-06-13 Yan Huang , Jinming Xu

Bilevel Optimization Programming is used to model complex and conflicting interactions between agents, for example in Robust AI or Privacy-preserving AI. Integrating bilevel mathematical programming within deep learning is thus an essential…

Machine Learning · Computer Science 2023-03-01 Francesco Alesiani

We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…

Optimization and Control · Mathematics 2017-01-03 Matthias Köppe , Maurice Queyranne , Christopher Thomas Ryan

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating…

Optimization and Control · Mathematics 2024-02-07 Yongqiang Wang , Angelia Nedic

Oftentimes, machine learning applications using neural networks involve solving discrete optimization problems, such as in pruning, parameter-isolation-based continual learning and training of binary networks. Still, these discrete problems…

Machine Learning · Computer Science 2024-02-19 Hugo Silva , Martha White

It seems that in the current age, computers, computation, and data have an increasingly important role to play in scientific research and discovery. This is reflected in part by the rise of machine learning and artificial intelligence,…

Machine Learning · Computer Science 2024-05-15 Ronan Keane

The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However,…

Optimization and Control · Mathematics 2020-03-26 Juan Di Mauro , Hugo D. Scolnik

Discrete gradient methods are geometric integration techniques that can preserve the dissipative structure of gradient flows. Due to the monotonic decay of the function values, they are well suited for general convex and nonconvex…

Optimization and Control · Mathematics 2024-07-17 Matthias J. Ehrhardt , Erlend S. Riis , Torbjørn Ringholm , Carola-Bibiane Schönlieb

Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…

Machine Learning · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh

This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…

Optimization and Control · Mathematics 2017-10-26 Yuchen Zheng , Ilbin Lee , Nicoleta Serban

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

In this paper we provide an algorithm for solving constrained composite primal-dual monotone inclusions, i.e., monotone inclusions in which a priori information on primal-dual solutions is represented via closed convex sets. The proposed…

Optimization and Control · Mathematics 2018-05-31 Luis Briceño-Arias , Sergio López Rivera

In computational design and fabrication, neural networks are becoming important surrogates for bulky forward simulations. A long-standing, intertwined question is that of inverse design: how to compute a design that satisfies a desired…

Graphics · Computer Science 2022-08-30 Navid Ansari , Hans-Peter Seidel , Vahid Babaei

Privacy protection has become an increasingly pressing requirement in distributed optimization. However, equipping distributed optimization with differential privacy, the state-of-the-art privacy protection mechanism, will unavoidably…

Optimization and Control · Mathematics 2023-04-28 Yu Xuan , Yongqiang Wang

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

This paper introduces an improved recursive algorithm to generate the set of all nondominated objective vectors for the Multi-Objective Integer Programming (MOIP) problem. We significantly improve the earlier recursive algorithm of \"Ozlen…

Optimization and Control · Mathematics 2014-03-25 Melih Ozlen , Benjamin A. Burton , Cameron A. G. MacRae

In this paper, a branch and bound algorithm that incorporates the decision maker's preference information is proposed for multiobjective optimization. In the proposed algorithm, a new discarding test is designed to check whether a box…

Optimization and Control · Mathematics 2023-02-28 Weitian Wu , Xinmin Yang

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný