Related papers: Non-Promise Version of Unique Sink Orientations
We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…
In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…
This paper introduces PROMISE ($\textbf{Pr}$econditioned Stochastic $\textbf{O}$ptimization $\textbf{M}$ethods by $\textbf{I}$ncorporating $\textbf{S}$calable Curvature $\textbf{E}$stimates), a suite of sketching-based preconditioned…
any practical multiobjective optimization (MOO) problems include discrete decision variables and/or nonlinear model equations and exhibit disconnected or smooth but nonconvex Pareto surfaces. Scalarization methods, such as the weighted-sum…
Two-view relative pose estimation and structure reconstruction is a classical problem in computer vision. The typical methods usually employ the singular value decomposition of the essential matrix to get multiple solutions of the relative…
A new universal derivative-free optimization method CDOS (Conjugate Direction with Orthogonal Shift) is proposed. The CDOS method was specially developed to solve optimization tasks where the objective function and constraints are black…
Quantifying the uncertainty of an object's pose estimate is essential for robust control and planning. Although pose estimation is a well-studied robotics problem, attaching statistically rigorous uncertainty is not well understood without…
In many security and healthcare systems, the detection and diagnosis systems use a sequence of sensors/tests. Each test outputs a prediction of the latent state and carries an inherent cost. However, the correctness of the predictions…
Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…
In this paper, a Gauss-Seidel method with oblique direction (GSO) is proposed for finding the least-squares solution to a system of linear equations, where the coefficient matrix may be full rank or rank deficient and the system is…
In this paper, we present a first-order projection-free method, namely, the universal conditional gradient sliding (UCGS) method, for solving $\varepsilon$-approximate solutions to convex differentiable optimization problems. For objective…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…
This work considers stochastic optimization problems in which the objective function values can only be computed by a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based on sequential…
In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…
We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…
We propose universally slimmable self-supervised learning (dubbed as US3L) to achieve better accuracy-efficiency trade-offs for deploying self-supervised models across different devices. We observe that direct adaptation of self-supervised…
We provide a sparse version of the bounded degree SOS hierarchy BSOS [7] for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the…
Real-world decision-making systems are often subject to uncertainties that have to be resolved through observational data. Therefore, we are frequently confronted with combinatorial optimization problems of which the objective function is…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…