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We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively calling the projection and rescaling methods the algorithms for solving exceptional cases of SCP. Although our algorithm can solve SCPs by itself, we…
We establish new lower-bounds for the information complexity of mixed-integer convex optimization under two "bit-wise" oracles. The first oracle provides bits of first-order information in the standard coordinate model, and the second…
In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…
Exactly solving first-order constraints (i.e., first-order formulas over a certain predefined structure) can be a very hard, or even undecidable problem. In continuous structures like the real numbers it is promising to compute approximate…
The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…
Conventional optimization methods in machine learning and controls rely heavily on first-order update rules. Selecting the right method and hyperparameters for a particular task often involves trial-and-error or practitioner intuition,…
Leveraging quantum computers for optimization problems holds promise across various application domains. Nevertheless, utilizing respective quantum computing solvers requires describing the optimization problem according to the Quadratic…
Procrustes problems are matrix approximation problems searching for a~transformation of the given dataset to fit another dataset. They find applications in numerous areas, such as factor and multivariate analysis, computer vision,…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
The paper suggests a new --- to the best of the author's knowledge --- characterization of decisions which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a…
In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…
Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…
Modeling hydrological fracture networks is a hallmark challenge in computational earth sciences. Accurately predicting critical features of fracture systems, e.g. percolation, can require solving large linear systems far beyond current or…
This work introduces a new cubic regularization method for nonconvex unconstrained multiobjective optimization problems. At each iteration of the method, a model associated with the cubic regularization of each component of the objective…
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…
The problem of optimizing over the cone of nonnegative polynomials is a fundamental problem in computational mathematics, with applications to polynomial optimization, control, machine learning, game theory, and combinatorics, among others.…
We give an algorithmic framework for minimizing general convex objectives (that are differentiable and monotone non-decreasing) over a set of covering constraints that arrive online. This substantially extends previous work on online…
Optimization under structural constraints is typically analyzed through projection or penalty methods, obscuring the geometric mechanism by which constraints shape admissible dynamics. We propose an operator-theoretic formulation in which…