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In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…
The Euclidean Median (EM) of a set of points $\Omega$ in an Euclidean space is the point x minimizing the (weighted) sum of the Euclidean distances of x to the points in $\Omega$. While there exits no closed-form expression for the EM, it…
In this paper, we are interested in finding the global minimizer of a nonsmooth nonconvex unconstrained optimization problem. By combining the discrete consensus-based optimization (CBO) algorithm and the gradient descent method, we develop…
As the complexity of learning tasks surges, modern machine learning encounters a new constrained learning paradigm characterized by more intricate and data-driven function constraints. Prominent applications include Neyman-Pearson…
Bayesian optimization is a principled optimization strategy for a black-box objective function. It shows its effectiveness in a wide variety of real-world applications such as scientific discovery and experimental design. In general, the…
In this work, we establish non-asymptotic convergence bounds for the Gauss-Newton method in training neural networks with smooth activations. In the underparameterized regime, the Gauss-Newton gradient flow in parameter space induces a…
Typically, the sequence of points generated by an optimization algorithm may have multiple limit points. Under convexity assumptions, however, (sub)gradient methods are known to generate a convergent sequence of points. In this paper, we…
Scientific machine learning increasingly uses spectral methods to understand physical systems. Current spectral learning approaches provide only point estimates without uncertainty quantification, limiting their use in safety-critical…
Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent…
Bregman proximal-type algorithms (BPs), such as mirror descent, have become popular tools in machine learning and data science for exploiting problem structures through non-Euclidean geometries. In this paper, we show that BPs can get…
Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…
Motivated by variational models in continuum mechanics, we introduce a novel algorithm to perform nonsmooth and nonconvex minimizations with linear constraints in Euclidean spaces. We show how this algorithm is actually a natural…
A branch and bound algorithm is developed for global optimization. Branching in the algorithm is accomplished by subdividing the feasible set using ellipses. Lower bounds are obtained by replacing the concave part of the objective function…
We study the deterministic global optimization of trained Gaussian process posterior mean functions over hyperrectangular domains. Although the posterior mean function has a compact closed-form representation, its global optimization is…
An algorithm framework is proposed for minimizing nonsmooth functions. The framework is variable-metric in that, in each iteration, a step is computed using a symmetric positive definite matrix whose value is updated as in a quasi-Newton…
We consider the problem of learning uncertainty regions for parameter estimation problems. The regions are ellipsoids that minimize the average volumes subject to a prescribed coverage probability. As expected, under the assumption of…
The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…
This article proposes a new approach based on finite-horizon parameterizing manifolds (PMs) for the design of low-dimensional suboptimal controllers to optimal control problems of nonlinear partial differential equations (PDEs) of parabolic…
Given $n$ points in a $d$ dimensional Euclidean space, the Minimum Enclosing Ball (MEB) problem is to find the ball with the smallest radius which contains all $n$ points. We give a $O(nd\Qcal/\sqrt{\epsilon})$ approximation algorithm for…
We propose a distributed nonparametric algorithm for solving measure-valued optimization problems with additive objectives. Such problems arise in several contexts in stochastic learning and control including Langevin sampling from an…