Related papers: A Spectral Projected Gradient Method for Computati…
A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…
The projected gradient descent (PGD) method has shown to be effective in recovering compressed signals described in a data-driven way by a generative model, i.e., a generator which has learned the data distribution. Further reconstruction…
This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…
Probabilistic point cloud registration methods are becoming more popular because of their robustness. However, unlike point-to-plane variants of iterative closest point (ICP) which incorporate local surface geometric information such as…
We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their…
We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…
This paper proposes a sign gradient descent (SGD) algorithm for predicting the three-dimensional folded protein molecule structures under the kinetostatic compliance method (KCM). In the KCM framework, which can be used to simulate the…
A constrained optimization problem is primal infeasible if its constraints cannot be satisfied, and dual infeasible if the constraints of its dual problem cannot be satisfied. We propose a novel iterative method, named proportional-integral…
General quadratically constrained quadratic programs (QCQPs) are challenging to solve as they are known to be NP-hard. A popular approach to approximating QCQP solutions is to use semidefinite programming (SDP) relaxations. It is well-known…
We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction followed by a feasibility regaining step via orthogonal projection…
The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…
A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…
Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…
While neural networks allow highly accurate predictions in many tasks, their lack of robustness towards even slight input perturbations often hampers their deployment. Adversarial attacks such as the seminal projected gradient descent (PGD)…
Most model reduction methods reduce the state dimension and then temporally evolve a set of coefficients that encode the state in the reduced representation. In this paper, we instead employ an efficient representation of the entire…
Optimizing with group sparsity is significant in enhancing model interpretability in machining learning applications, e.g., feature selection, compressed sensing and model compression. However, for large-scale stochastic training problems,…
In solving hard computational problems, semidefinite program (SDP) relaxations often play an important role because they come with a guarantee of optimality. Here, we focus on a popular semidefinite relaxation of K-means clustering which…
Sequential design of real and computer experiments via Gaussian Process (GP) models has proven useful for parsimonious, goal-oriented data acquisition purposes. In this work, we focus on acquisition strategies for a GP model that needs to…