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Fairness and action smoothness are two crucial considerations in many online optimization problems, but they have yet to be addressed simultaneously. In this paper, we study a new and challenging setting of fairness-regularized smoothed…
We study the conditions under which the convex relaxation of a mixed-integer linear programming formulation for ordered optimization problems, where sorting is part of the decision process, yields integral optimal solutions. Thereby solving…
Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors $v_1,\ldots,v_m \in \mathbb{R}^d$ and a constraint family ${\cal B}\subseteq 2^{[m]}$, find a set $S \in \cal{B}$ that…
Matroids are a fundamental object of study in combinatorial optimization. Three closely related and important problems involving matroids are maximizing the size of the union of $k$ independent sets (that is, $k$-fold matroid union),…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
We propose a general convex optimization problem for computing regularized geodesic distances. We show that under mild conditions on the regularizer the problem is well posed. We propose three different regularizers and provide analytical…
High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…
We propose a Regularized Adaptive Momentum Dual Averaging (RAMDA) algorithm for training structured neural networks. Similar to existing regularized adaptive methods, the subproblem for computing the update direction of RAMDA involves a…
We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…
We propose an adaptive regularization scheme in a variational framework where a convex composite energy functional is optimized. We consider a number of imaging problems including denoising, segmentation and motion estimation, which are…
We study the convex relaxation of a polynomial optimization problem, maximizing a product of linear forms over the complex sphere. We show that this convex program is also a relaxation of the permanent of Hermitian positive semidefinite…
Since the alternating current optimal power flow (ACOPF) problem was introduced in 1962, developing efficient solution algorithms for the problem has been an active field of research. In recent years, there has been increasing interest in…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…
In this paper, we develop a unified convergence analysis framework for the Accelerated Smoothed GAp ReDuction algorithm (ASGARD) introduced in [20, Tran-Dinh et al, 2015] Unlike[20], the new analysis covers three settings in a single…
We propose a relax-and-round approach combined with a greedy search strategy for performing complex lattice basis reduction. Taking an optimization perspective, we introduce a relaxed version of the problem that, while still nonconvex, has…
Non-rigid 3D registration, which deforms a source 3D shape in a non-rigid way to align with a target 3D shape, is a classical problem in computer vision. Such problems can be challenging because of imperfect data (noise, outliers and…
We propose an algorithm to compute the dynamics of articulated rigid-bodies with different sensor distributions. Prior to the on-line computations, the proposed algorithm performs an off-line optimisation step to simplify the computational…
We study three families of online convex optimization algorithms: follow-the-proximally-regularized-leader (FTRL-Proximal), regularized dual averaging (RDA), and composite-objective mirror descent. We first prove equivalence theorems that…
Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…