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Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

Combinatorial optimization problems are pervasive across science and industry. Modern deep learning tools are poised to solve these problems at unprecedented scales, but a unifying framework that incorporates insights from statistical…

Machine Learning · Computer Science 2022-04-26 Martin J. A. Schuetz , J. Kyle Brubaker , Helmut G. Katzgraber

Outer approximation methods have long been employed to tackle a variety of optimization problems, including linear programming, in the 1960s, and continue to be effective for solving variational inequalities, general convex problems, as…

Optimization and Control · Mathematics 2024-09-24 Ewa M. Bednarczuk , Giovanni Bruccola , Jean-Christophe Pesquet , Krzysztof Rutkowski

We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is described by the intersection of a large number of functional…

Optimization and Control · Mathematics 2024-12-09 Guillaume Van Dessel , François Glineur

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

A gradient-free deterministic method is developed to solve global optimization problems for Lipschitz continuous functions defined in arbitrary path-wise connected compact sets in Euclidean spaces. The method can be regarded as granular…

Optimization and Control · Mathematics 2021-07-15 Tao Qian , Lei Dai , Liming Zhang , Zehua Chen

Finding a maximum cut is a fundamental task in many computational settings. Surprisingly, it has been insufficiently studied in the classic distributed settings, where vertices communicate by synchronously sending messages to their…

Data Structures and Algorithms · Computer Science 2017-07-27 Keren Censor-Hillel , Rina Levy , Hadas Shachnai

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Optimization and Control · Mathematics 2016-05-30 James Renegar

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected…

Optimization and Control · Mathematics 2016-03-09 Hossein Mohammadi , Rodolphe Le Riche , Eric Touboul

We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…

Optimization and Control · Mathematics 2025-07-08 Sabrina Bonandin , Michael Herty

An autonomous variational inference algorithm for arbitrary graphical models requires the ability to optimize variational approximations over the space of model parameters as well as over the choice of tractable families used for the…

Machine Learning · Computer Science 2012-07-19 Eric P. Xing , Michael I. Jordan , Stuart Russell

Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…

Data Structures and Algorithms · Computer Science 2021-12-07 Antonios Antoniadis , Peyman Jabbarzade Ganje , Golnoosh Shahkarami

The Max-Cut problem is a fundamental NP-hard problem, which is attracting attention in the field of quantum computation these days. Regarding the approximation algorithm of the Max-Cut problem, algorithms based on semidefinite programming…

Data Structures and Algorithms · Computer Science 2022-03-01 Eiichiro Sato

We develop new $(1+\epsilon)$-approximation algorithms for finding the global minimum edge-cut in a directed edge-weighted graph, and for finding the global minimum vertex-cut in a directed vertex-weighted graph. Our algorithms are…

Data Structures and Algorithms · Computer Science 2025-12-17 Ron Mosenzon

The minimum and maximum cuts of an undirected edge-weighted graph are classic problems in graph theory. While the Min-Cut Problem can be solved in P, the Max-Cut Problem is NP-Complete. Exact and heuristic methods have been developed for…

Combinatorics · Mathematics 2023-08-15 Justo Puerto , José L. Sainz-Pardo

Sequential minimum optimization is a machine-learning global search training algorithm. It is applicable when the functional dependence of the cost function on a tunable parameter given the other parameters can be cheaply determined. This…

Quantum Physics · Physics 2023-03-03 Wojciech Roga , Takafumi Ono , Masahiro Takeoka

A class of algorithms for the solution of discrete material optimization problems in electromagnetic applications is discussed. The idea behind the algorithm is similar to that of the sequential programming. However, in each major iteration…

Optimization and Control · Mathematics 2017-07-14 Johannes Semmler , Lukas Pflug , Michael Stingl

Mixed membership factorization is a popular approach for analyzing data sets that have within-sample heterogeneity. In recent years, several algorithms have been developed for mixed membership matrix factorization, but they only guarantee…

Methodology · Statistics 2016-10-26 Fan Zhang , Chuangqi Wang , Andrew Trapp , Patrick Flaherty
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