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Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

This paper is devoted to the proof of Lipschitz regularity, down to the microscopic scale, for solutions of an elliptic system with highly oscillating coefficients, over a highly oscillating Lipschitz boundary. The originality of this…

Analysis of PDEs · Mathematics 2015-04-08 Carlos Kenig , Christophe Prange

We have observed an interesting, yet unexplained, phenomenon: Semidefinite programming (SDP) based relaxations of maximum likelihood estimators (MLE) tend to be tight in recovery problems with noisy data, even when MLE cannot exactly…

Optimization and Control · Mathematics 2014-04-11 Afonso S. Bandeira , Yuehaw Khoo , Amit Singer

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

Machine Learning · Computer Science 2024-11-11 Raef Bassily , Cristóbal Guzmán , Michael Menart

The success of deep learning relies on the availability of large-scale annotated data sets, the acquisition of which can be costly, requiring expert domain knowledge. Semi-supervised learning (SSL) mitigates this challenge by exploiting the…

Machine Learning · Computer Science 2020-09-25 Prashnna Kumar Gyawali , Sandesh Ghimire , Linwei Wang

Semidefinite Programming (SDP) provides tight lower bounds for Optimal Power Flow problems. However, solving large-scale SDP problems requires exploiting sparsity. In this paper, we experiment several clique decomposition algorithms that…

Optimization and Control · Mathematics 2019-12-20 Julie Sliwak , Miguel Anjos , Lucas Létocart , Jean Maeght , Emiliano Traversi

This paper presents a framework for bounding the approximation error in imitation model predictive controllers utilizing neural networks. Leveraging the Lipschitz properties of these neural networks, we derive a bound that guides dataset…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Hendrik Alsmeier , Lukas Theiner , Anton Savchenko , Ali Mesbah , Rolf Findeisen

Montanari and Richard (2015) asked whether a natural semidefinite programming (SDP) relaxation can effectively optimize $\mathbf{x}^{\top}\mathbf{W} \mathbf{x}$ over $\|\mathbf{x}\| = 1$ with $x_i \geq 0$ for all coordinates $i$, where…

Data Structures and Algorithms · Computer Science 2020-12-07 Afonso S. Bandeira , Dmitriy Kunisky , Alexander S. Wein

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Iterative algorithms solve problems by taking steps until a solution is reached. Models in the form of Deep Thinking (DT) networks have been demonstrated to learn iterative algorithms in a way that can scale to different sized problems at…

Machine Learning · Computer Science 2024-11-01 Jay Bear , Adam Prügel-Bennett , Jonathon Hare

We propose a new method to deal with the essential boundary conditions encountered in the deep learning-based numerical solvers for partial differential equations. The trial functions representing by deep neural networks are…

Numerical Analysis · Mathematics 2021-04-06 Yulei Liao , Pingbing Ming

This paper presents a margin-based multiclass generalization bound for neural networks that scales with their margin-normalized "spectral complexity": their Lipschitz constant, meaning the product of the spectral norms of the weight…

Machine Learning · Computer Science 2017-12-06 Peter Bartlett , Dylan J. Foster , Matus Telgarsky

In this paper, we determine analytical upper bounds on the local Lipschitz constants of feedforward neural networks with ReLU activation functions. We do so by deriving Lipschitz constants and bounds for ReLU, affine-ReLU, and max pooling…

Machine Learning · Computer Science 2021-05-03 Trevor Avant , Kristi A. Morgansen

Lipschitz-constrained neural networks have several advantages over unconstrained ones and can be applied to a variety of problems, making them a topic of attention in the deep learning community. Unfortunately, it has been shown both…

Machine Learning · Computer Science 2023-12-20 Stanislas Ducotterd , Alexis Goujon , Pakshal Bohra , Dimitris Perdios , Sebastian Neumayer , Michael Unser

Configurable Markov Decision Processes (Conf-MDPs) have recently been introduced as an extension of the traditional Markov Decision Processes (MDPs) to model the real-world scenarios in which there is the possibility to intervene in the…

Machine Learning · Computer Science 2024-02-22 Alberto Maria Metelli

Deep learning has achieved remarkable success across a wide range of domains, significantly expanding the frontiers of what is achievable in artificial intelligence. Yet, despite these advances, critical challenges remain -- most notably,…

Machine Learning · Computer Science 2026-02-05 Róisín Luo

Neural networks are often highly sensitive to input and weight perturbations. This sensitivity has been linked to pathologies such as vulnerability to adversarial examples, divergent training, and overfitting. To combat these problems, past…

Machine Learning · Computer Science 2025-07-18 Laker Newhouse , R. Preston Hess , Franz Cesista , Andrii Zahorodnii , Jeremy Bernstein , Phillip Isola

Despite the large success of deep neural networks (DNN) in recent years, most neural networks still lack mathematical guarantees in terms of stability. For instance, DNNs are vulnerable to small or even imperceptible input perturbations, so…

Machine Learning · Computer Science 2022-11-02 Leon Bungert , René Raab , Tim Roith , Leo Schwinn , Daniel Tenbrinck

The Lipschitz bound, a technique from robust statistics, can limit the maximum changes in the output concerning the input, taking into account associated irrelevant biased factors. It is an efficient and provable method for examining the…

Machine Learning · Computer Science 2023-12-13 Yaning Jia , Chunhui Zhang

Semilinear parabolic partial differential equations (PDEs) are fundamental to modeling complex dynamical systems across scientific domains. The Deep Backward Stochastic Differential Equation (BSDE) method is a promising approach for…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Xiaotao Zheng , Xingye Yue , Zhihong Xia , Xin Li
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