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Several approaches exist to model gravitational lens systems. In this study, we apply global optimization methods to find the optimal set of lens parameters using a genetic algorithm. We treat the full optimization procedure as a two-step…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-11 Adam Rogers , Jason D. Fiege

Many practical applications require solving an optimization over large and high-dimensional data sets, which makes these problems hard to solve and prohibitively time consuming. In this paper, we propose a parallel distributed algorithm…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-12-03 Elad Gilboa , Phani Chavali , Peng Yang , Arye Nehorai

Diverse inverse problems in imaging can be cast as variational problems composed of a task-specific data fidelity term and a regularization term. In this paper, we propose a novel learnable general-purpose regularizer exploiting recent…

Optimization and Control · Mathematics 2020-02-19 Erich Kobler , Alexander Effland , Karl Kunisch , Thomas Pock

The optimization of the variance supplemented by a budget constraint and an asymmetric $\ell_1$ regularizer is carried out analytically by the replica method borrowed from the theory of disordered systems. The asymmetric regularizer allows…

Portfolio Management · Quantitative Finance 2018-07-16 Imre Kondor , Gábor Papp , Fabio Caccioli

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…

Artificial Intelligence · Computer Science 2021-07-05 Yunzhuang Shen , Yuan Sun , Andrew Eberhard , Xiaodong Li

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Optimization and Control · Mathematics 2025-04-01 Rongxuan Li

A polyhedral convex set optimization problem is given by a set-valued objective mapping from the $n$-dimensional to the $q$-dimensional Euclidean space whose graph is a convex polyhedron. This problem can be seen as the most elementary…

Optimization and Control · Mathematics 2023-04-25 Niklas Hey , Andreas Löhne

We present GraphMix, a regularization method for Graph Neural Network based semi-supervised object classification, whereby we propose to train a fully-connected network jointly with the graph neural network via parameter sharing and…

Machine Learning · Computer Science 2020-10-12 Vikas Verma , Meng Qu , Kenji Kawaguchi , Alex Lamb , Yoshua Bengio , Juho Kannala , Jian Tang

In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…

Optimization and Control · Mathematics 2017-12-29 Bo Jiang , Tianyi Lin , Shuzhong Zhang

Combinatorial optimization problems are pervasive across science and industry. Modern deep learning tools are poised to solve these problems at unprecedented scales, but a unifying framework that incorporates insights from statistical…

Machine Learning · Computer Science 2022-04-26 Martin J. A. Schuetz , J. Kyle Brubaker , Helmut G. Katzgraber

This paper introduces a new global optimization algorithm for solving the generalized linear multiplicative problem (GLMP). The algorithm starts by introducing $\bar{p}$ new variables and applying a logarithmic transformation to convert the…

Optimization and Control · Mathematics 2024-01-03 Bo Zhang

Partitioning the vertices of a graph into two roughly equal parts while minimizing the number of edges crossing the cut is a fundamental problem (called Balanced Separator) that arises in many settings. For this problem, and variants such…

Computational Complexity · Computer Science 2015-03-20 Venkatesan Guruswami , Ali Kemal Sinop , Yuan Zhou

This paper develops a method to obtain the optimal value for the regularization coefficient in a general mixed-integer problem (MIP). This approach eliminates the cross-validation performed in the existing penalty techniques to obtain a…

Optimization and Control · Mathematics 2020-08-05 Behrad Soleimani , Behzad Khamidehi , Maryam Sabbaghian

We develop a framework for convexifying a fairly general class of optimization problems. Under additional assumptions, we analyze the suboptimality of the solution to the convexified problem relative to the original nonconvex problem and…

Systems and Control · Computer Science 2014-06-04 Krishnamurthy Dvijotham , Maryam Fazel , Emanuel Todorov

Graph sampling with noise is a fundamental problem in graph signal processing (GSP). Previous works assume an unbiased least square (LS) signal reconstruction scheme and select samples greedily via expensive extreme eigenvector computation.…

Signal Processing · Electrical Eng. & Systems 2019-02-19 Yuanchao Bai , Gene Cheung , Fen Wang , Xianming Liu , Wen Gao

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

While nowadays most gradient-based optimization methods focus on exploring the high-dimensional geometric features, the random error accumulated in a stochastic version of any algorithm implementation has not been stressed yet. In this…

Machine Learning · Computer Science 2020-08-14 Tong Yang , Long Sha , Pengyu Hong

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter
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