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In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

Optimization and Control · Mathematics 2018-01-03 Saeed Ghadimi

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

Optimization and Control · Mathematics 2018-01-10 Jérôme Bolte , Shoham Sabach , Marc Teboulle

It is desirable in many multi-objective machine learning applications, such as multi-task learning with conflicting objectives and multi-objective reinforcement learning, to find a Pareto solution that can match a given preference of a…

Machine Learning · Computer Science 2024-02-19 Xiaoyuan Zhang , Xi Lin , Qingfu Zhang

Training learning parameterizations to solve optimal power flow (OPF) with pointwise constraints is proposed. In this novel training approach, a learning parameterization is substituted directly into an OPF problem with constraints required…

Systems and Control · Electrical Eng. & Systems 2025-10-24 Damian Owerko , Anna Scaglione , Alejandro Ribeiro

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

Optimization and Control · Mathematics 2024-12-03 Ion Necoara , Nitesh Kumar Singh

In high dimensions, most machine learning method perform fragile even there are a little outliers. To address this, we hope to introduce a new method with the base learner, such as Bayesian regression or stochastic gradient descent to solve…

Machine Learning · Computer Science 2022-06-16 Hanming Wang , Haozheng Luo , Yue Wang

In multiobjective optimization, inertial gradient systems accelerate convergence toward weakly Pareto optimal solutions. To achieve even faster convergence, we introduce a multiobjective inertial gradient system with time scaling (MITS),…

Optimization and Control · Mathematics 2026-01-08 Yingdong Yin

Although multi-task learning (MTL) has been a preferred approach and successfully applied in many real-world scenarios, MTL models are not guaranteed to outperform single-task models on all tasks mainly due to the negative effects of…

Machine Learning · Computer Science 2025-03-06 Shijie Zhu , Hui Zhao , Tianshu Wu , Pengjie Wang , Hongbo Deng , Jian Xu , Bo Zheng

Mean field game (MFG) is an expressive modeling framework for systems with a continuum of interacting agents. While many approaches exist for solving the forward MFG, few have studied its \textit{inverse} problem. In this work, we seek to…

Optimization and Control · Mathematics 2025-07-28 Han Huang , Jiajia Yu , Tianyi Chen , Rongjie Lai

This paper considers convex programs with a general (possibly non-differentiable) convex objective function and Lipschitz continuous convex inequality constraint functions. A simple algorithm is developed and achieves an $O(1/t)$…

Optimization and Control · Mathematics 2017-08-01 Hao Yu , Michael J. Neely

Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…

Machine Learning · Computer Science 2025-01-08 Han Shen , Quan Xiao , Tianyi Chen

We study the problem of generating diverse candidates in the context of Multi-Objective Optimization. In many applications of machine learning such as drug discovery and material design, the goal is to generate candidates which…

Assuming power travels instantaneously, can be steered by us, and is lost quadratically in each power line, the dynamic optimal power flow problem simplifies to a min-cost dynamic generalized flow with quadratic losses (MCDGFWQL) problem.…

Optimization and Control · Mathematics 2024-04-08 Jacob H. Rothschild

One-step generative modeling seeks to generate high-quality data samples in a single function evaluation, significantly improving efficiency over traditional diffusion or flow-based models. In this work, we introduce Modular MeanFlow (MMF),…

Machine Learning · Computer Science 2025-08-26 Haochen You , Baojing Liu , Hongyang He

It is widely recognized in modern machine learning practice that access to a diverse set of tasks can enhance performance across those tasks. This observation suggests that, unlike in general multi-objective optimization, the objectives in…

Machine Learning · Computer Science 2025-09-09 Ben Kretzu , Karen Ullrich , Yonathan Efroni

Abstract Objective: The objectives of this paper are to 1) construct a new network model compatible with distributed computation, 2) construct the full optimal power flow (OPF) in a distributed fashion so that an effective, non-inferior…

Optimization and Control · Mathematics 2021-07-14 HyungSeon Oh

A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…

Optimization and Control · Mathematics 2021-10-01 Karl Kunisch , Daniel Walter

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Optimization and Control · Mathematics 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

We examine stability properties of primal-dual gradient flow dynamics for composite convex optimization problems with multiple, possibly nonsmooth, terms in the objective function under the generalized consensus constraint. The proposed…

Optimization and Control · Mathematics 2026-01-14 Ibrahim K. Ozaslan , Panagiotis Patrinos , Mihailo R. Jovanović

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan
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