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We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

Preliminary trajectory design is a global search problem that seeks multiple qualitatively different solutions to a trajectory optimization problem. Due to its high dimensionality and non-convexity, and the frequent adjustment of problem…

Machine Learning · Computer Science 2023-08-09 Anjian Li , Amlan Sinha , Ryne Beeson

Hybrid model predictive control with both continuous and discrete variables is widely applicable to robotic control tasks, especially those involving contacts with the environment. Due to combinatorial complexity, the solving speed of…

Robotics · Computer Science 2025-12-22 Xuan Lin

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…

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…

Optimization and Control · Mathematics 2021-03-04 Dimitris Bertsimas , Michael Lingzhi Li

Modern instances of combinatorial optimization problems often exhibit billion-scale ground sets, which have many uninformative or redundant elements. In this work, we develop light-weight pruning algorithms to quickly discard elements that…

Data Structures and Algorithms · Computer Science 2024-10-24 Ankur Nath , Alan Kuhnle

We consider robust combinatorial optimization problems where the decision maker can react to a scenario by choosing from a finite set of $k$ solutions. This approach is appropriate for decision problems under uncertainty where the…

Optimization and Control · Mathematics 2019-03-28 André Chassein , Marc Goerigk , Jannis Kurtz , Michael Poss

Time-varying optimization problems are prevalent in various engineering fields, and the ability to solve them accurately in real-time is becoming increasingly important. The prediction-correction algorithms used in smooth time-varying…

Optimization and Control · Mathematics 2024-02-12 Hidenori Iwakiri , Tomoya Kamijima , Shinji Ito , Akiko Takeda

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate…

Optimization and Control · Mathematics 2019-10-29 Jacob Abernethy , Kevin A. Lai , Andre Wibisono

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…

Machine Learning · Computer Science 2013-08-02 Yongsub Lim , Kyomin Jung , Pushmeet Kohli

The convergence of many numerical optimization techniques is highly dependent on the initial guess given to the solver. To address this issue, we propose a novel approach that utilizes tensor methods to initialize existing optimization…

Robotics · Computer Science 2023-11-23 Suhan Shetty , Teguh Lembono , Tobias Loew , Sylvain Calinon

We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for…

Optimization and Control · Mathematics 2023-07-18 Jan Harold Alcantara , Ching-pei Lee

Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…

Optimization and Control · Mathematics 2023-07-10 Didier Chételat , Andrea Lodi

Many core problems in robotics can be framed as constrained optimization problems. Often on these problems, the robotic system has uncertainty, or it would be advantageous to identify multiple high quality feasible solutions. To enable…

Robotics · Computer Science 2025-06-03 Griffin Tabor , Tucker Hermans

Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…

Optimization and Control · Mathematics 2021-10-11 Zeren Huang , Kerong Wang , Furui Liu , Hui-ling Zhen , Weinan Zhang , Mingxuan Yuan , Jianye Hao , Yong Yu , Jun Wang

In this short paper, we present an improved algorithm for approximating the minimum cut on distributed (CONGEST) networks. Let $\lambda$ be the minimum cut. Our algorithm can compute $\lambda$ exactly in…

Data Structures and Algorithms · Computer Science 2014-05-16 Danupon Nanongkai

The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…

Machine Learning · Computer Science 2017-11-27 Fabien Lauer

We propose a new globalization strategy that can be used in unconstrained optimization algorithms to support rapid convergence from remote starting points. Our approach is based on using multiple points at each iteration to build a…

Optimization and Control · Mathematics 2017-05-16 Figen Öztoprak , Ş. İlker Birbil

In an undirected graph, a $k$-cut is a set of edges whose removal breaks the graph into at least $k$ connected components. The minimum weight $k$-cut can be computed in $O(n^{O(k)})$ time, but when $k$ is treated as part of the input,…

Data Structures and Algorithms · Computer Science 2018-11-20 Kent Quanrud

We describe algorithms to efficiently compute minimum $(s,t)$-cuts and global minimum cuts of undirected surface-embedded graphs. Given an edge-weighted undirected graph $G$ with $n$ vertices embedded on an orientable surface of genus $g$,…

Data Structures and Algorithms · Computer Science 2019-10-11 Erin W. Chambers , Jeff Erickson , Kyle Fox , Amir Nayyeri