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In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…
In a typical video rate allocation problem, the objective is to optimally distribute a source rate budget among a set of (in)dependently coded data units to minimize the total distortion of all units. Conventional Lagrangian approaches…
Tight and efficient neural network bounding is crucial to the scaling of neural network verification systems. Many efficient bounding algorithms have been presented recently, but they are often too loose to verify more challenging…
We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing implementation and can quickly provide a lower bound for the…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
This paper studies how to train machine-learning models that directly approximate the optimal solutions of constrained optimization problems. This is an empirical risk minimization under constraints, which is challenging as training must…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…
In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint on the dual matrix by employing a factorization. Hints on…
This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…
Deep neural networks (DNNs) are notorious for making more mistakes for the classes that have substantially fewer samples than the others during training. Such class imbalance is ubiquitous in clinical applications and very crucial to handle…
Enabling low precision implementations of deep learning models, without considerable performance degradation, is necessary in resource and latency constrained settings. Moreover, exploiting the differences in sensitivity to quantization…
Conventional learning methods simplify the bilinear model by regarding two intrinsically coupled factors independently, which degrades the optimization procedure. One reason lies in the insufficient training due to the asynchronous gradient…
When deploying machine learning solutions, they must satisfy multiple requirements beyond accuracy, such as fairness, robustness, or safety. These requirements are imposed during training either implicitly, using penalties, or explicitly,…
The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems. However, it suffers from difficulties in effective solution of multi-classification and fast model selection.…
This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…
Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…
We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…
Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when…
Recurrent Neural Networks (RNNs) are widely used to model sequential data in a wide range of areas, such as natural language processing, speech recognition, machine translation, and time series analysis. In this paper, we model the training…