Related papers: Fitting an Escalier to a Curve
Recent road trials have shown that guaranteeing the safety of driving decisions is essential for the wider adoption of autonomous vehicle technology. One promising direction is to pose safety requirements as planning constraints in…
When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…
We address in this paper the following two closely related problems: 1. How to represent functions with singularities (up to a prescribed accuracy) in a compact way? 2. How to reconstruct such functions from a small number of measurements?…
Convergence failure and slow convergence rates are among the biggest challenges with solving the system of non-linear equations numerically. Although mitigated, such issues still linger when using strictly small time steps and…
We consider algorithmic problems motivated by modular robotic reconfiguration in the sliding square model, in which we are given $n$ square-shaped modules in a (labeled or unlabeled) start configuration and need to find a schedule of…
Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…
Current state-of-the-art multi-objective optimization solvers, by computing gradients of all $m$ objective functions per iteration, produce after $k$ iterations a measure of proximity to critical conditions that is upper-bounded by…
We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…
In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…
Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…
For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…
Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…
This paper studies the complexity of finding an $\epsilon$-stationary point for stochastic bilevel optimization when the upper-level problem is nonconvex and the lower-level problem is strongly convex. Recent work proposed the first-order…
Can we accelerate convergence of gradient descent without changing the algorithm -- just by carefully choosing stepsizes? Surprisingly, we show that the answer is yes. Our proposed Silver Stepsize Schedule optimizes strongly convex…
Given a set of $n$ weighted points on the $x$-$y$ plane, we want to find a step function consisting of $k$ horizontal steps such that the maximum vertical weighted distance from any point to a step is minimized. We solve this problem in…
The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…
This paper presents an accelerated proximal gradient method for multiobjective optimization, in which each objective function is the sum of a continuously differentiable, convex function and a closed, proper, convex function. Extending…
In this paper, we introduce a new iterative method which we call one step back approach: the main idea is to anticipate the consequence of the iterative computation per coordinate and to optimize on the choice of the sequence of the…
In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…
We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…