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We consider the inverse problem of retrieving aerosol extinction coefficients from Raman lidar measurements. In this problem the unknown and the data are related through the exponential of a linear operator, the unknown is non-negative and…

Numerical Analysis · Mathematics 2018-08-21 Giulia Denevi , Sara Garbarino , Alberto Sorrentino

We study iterative signal reconstruction in computed tomography (CT), wherein measurements are produced by a linear transformation of the unknown signal followed by an exponential nonlinear map. Approaches based on pre-processing the data…

Optimization and Control · Mathematics 2024-07-19 Vasileios Charisopoulos , Rebecca Willett

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…

Optimization and Control · Mathematics 2022-03-23 François Pacaud , Sungho Shin , Michel Schanen , Daniel Adrian Maldonado , Mihai Anitescu

Current state of the art preconditioners for the reduced Hessian and the Karush-Kuhn-Tucker (KKT) operator for large scale inverse problems are typically based on approximating the reduced Hessian with the regularization operator. However,…

Numerical Analysis · Mathematics 2017-08-03 Nick Alger , Umberto Villa , Tan Bui-Thanh , Omar Ghattas

We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition…

Optimization and Control · Mathematics 2022-04-19 Kyriakos Axiotis , Maxim Sviridenko

We present a new approach for finding a minimal value of an arbitrary function assuming only its continuity. The process avoids verifying Lagrange- or KKT-conditions. The method enables us to obtain a Brouwer fixed point (of a continuous…

Optimization and Control · Mathematics 2020-09-24 Sompong Dhompongsa , Wachirapong Jirakitpuwapat , Konrawut Khammahawong , Poom Kumam

Combinatorial optimization (CO) is the fundamental problem at the intersection of computer science, applied mathematics, etc. The inherent hardness in CO problems brings up challenge for solving CO exactly, making deep-neural-network-based…

Machine Learning · Computer Science 2024-10-02 Runzhong Wang , Yang Li , Junchi Yan , Xiaokang Yang

We develop refined Karush-Kuhn-Tucker (KKT) and Fritz-John (FJ)-type optimality conditions for nonsmooth, nonconvex mathematical pro\-gra\-mming problems. We pay special attention in the case that the functional constraint belongs to a…

Optimization and Control · Mathematics 2026-04-15 Felipe Lara , Alberto Ramos

Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Luke Metz , Niru Maheswaranathan , Jeremy Nixon , C. Daniel Freeman , Jascha Sohl-Dickstein

We propose a method that substantially improves the efficiency of deep distance metric learning based on the optimization of the triplet loss function. One epoch of such training process based on a naive optimization of the triplet loss…

Computer Vision and Pattern Recognition · Computer Science 2019-04-19 Thanh-Toan Do , Toan Tran , Ian Reid , Vijay Kumar , Tuan Hoang , Gustavo Carneiro

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

In this paper we study a class of unconstrained and constrained bilevel optimization problems in which the lower level is a possibly nonsmooth convex optimization problem, while the upper level is a possibly nonconvex optimization problem.…

Optimization and Control · Mathematics 2024-03-08 Zhaosong Lu , Sanyou Mei

Fast and accurate solution of time-dependent partial differential equations (PDEs) is of key interest in many research fields including physics, engineering, and biology. Generally, implicit schemes are preferred over the explicit ones for…

Numerical Analysis · Mathematics 2019-11-28 Suprosanna Shit , Abinav Ravi Venkatakrishnan , Ivan Ezhov , Jana Lipkova , Marie Piraud , Bjoern Menze

Much as replacing hand-designed features with learned functions has revolutionized how we solve perceptual tasks, we believe learned algorithms will transform how we train models. In this work we focus on general-purpose learned optimizers…

Machine Learning · Computer Science 2020-09-24 Luke Metz , Niru Maheswaranathan , C. Daniel Freeman , Ben Poole , Jascha Sohl-Dickstein

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

Several learning problems involve solving min-max problems, e.g., empirical distributional robust learning or learning with non-standard aggregated losses. More specifically, these problems are convex-linear problems where the minimization…

Machine Learning · Computer Science 2021-06-07 Christophe Roux , Elias Wirth , Sebastian Pokutta , Thomas Kerdreux

This paper presents a novel learning-based trajectory planning framework for quadrotors that combines model-based optimization techniques with deep learning. Specifically, we formulate the trajectory optimization problem as a quadratic…

Robotics · Computer Science 2023-12-05 Yuwei Wu , Xiatao Sun , Igor Spasojevic , Vijay Kumar

This paper re-visits the spectral method for learning latent variable models defined in terms of observable operators. We give a new perspective on the method, showing that operators can be recovered by minimizing a loss defined on a finite…

Machine Learning · Computer Science 2012-07-03 Borja Balle , Ariadna Quattoni , Xavier Carreras

Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…

Machine Learning · Computer Science 2024-03-18 James Kotary , Ferdinando Fioretto
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