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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.…
In recent years, important progress has been made in applying methods and techniques of convex optimization to many fields of applications such as location science, engineering, computational statistics, and computer science. In this paper,…
In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…
In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…
In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…
We consider a problem of optimizing convex functionals over matroid bases. It is richly expressive and captures certain quadratic assignment and clustering problems. While generally NP-hard, we show it is polynomial time solvable when a…
We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…
The Euclidean space notion of convex sets (and functions) generalizes to Riemannian manifolds in a natural sense and is called geodesic convexity. Extensively studied computational problems such as convex optimization and sampling in convex…
Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…
This paper studies a class of multi-robot coordination problems where a team of robots aim to reach their goal regions with minimum time and avoid collisions with obstacles and other robots. A novel numerical algorithm is proposed to…
This paper considers the problem of minimizing a convex expectation function over a closed convex set, coupled with a set of inequality convex expectation constraints. We present a new stochastic approximation type algorithm, namely the…
In this paper, we provide a new scheme for approximating the weakly efficient solution set for a class of vector optimization problems with rational objectives over a feasible set defined by finitely many polynomial inequalities. More…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
We develop polynomial-time algorithms for near-optimal minimax mean estimation under $\ell_2$-squared loss in a Gaussian sequence model under convex constraints. The parameter space is an origin-symmetric, type-2 convex body $K \subset…
The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…
The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…
In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…
We develop an adaptive-metric framework for norm-minimization-based outer approximation algorithms in bounded convex vector optimization. The key idea is to let the scalarization metric vary across iterations while measuring approximation…
We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…