Related papers: MOCVXPY: a CVXPY extension for multiobjective opti…

Quadratic hypersurfaces are a natural generalization of affine subspaces, and projections are elementary blocks of algorithms in optimization and machine learning. It is therefore intriguing that no proper studies and tools have been…

In this paper, we deal with two ingredients that, as far as we know, have not been combined until now: multiobjective optimization and discrete convex analysis. First, we show that the entire Pareto optimal value set can be obtained in…

POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as…

In this paper we present SurvLIMEpy, an open-source Python package that implements the SurvLIME algorithm. This method allows to compute local feature importance for machine learning algorithms designed for modelling Survival Analysis data.…

Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson's outer…

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…

We introduce CBXPy and ConsensusBasedX.jl, Python and Julia implementations of consensus-based interacting particle systems (CBX), which generalise consensus-based optimization methods (CBO) for global, derivative-free optimisation. The…

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

Multi-variant execution (MVX) systems amplify the effectiveness of software diversity techniques. The key idea is to run multiple diversified program variants in lockstep while providing them with the same input and monitoring their…

This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…

We present a general-purpose interior-point solver for convex optimization problems with conic constraints. Our method is based on a homogeneous embedding method originally developed for general monotone complementarity problems and more…

BlackJAX is a library implementing sampling and variational inference algorithms commonly used in Bayesian computation. It is designed for ease of use, speed, and modularity by taking a functional approach to the algorithms' implementation.…

The purpose of this note is to highlight and address inaccuracies in the convergence guarantees of SCvx, a nonconvex trajectory optimization algorithm proposed by Mao et al. (arXiv:1804.06539), and make connections to relevant prior work.…

Machine learning techniques have been paramount throughout the last years, being applied in a wide range of tasks, such as classification, object recognition, person identification, and image segmentation. Nevertheless, conventional…

Determining the vanishing points (VPs) in a Manhattan world, as a fundamental task in many 3D vision applications, consists of jointly inferring the line-VP association and locating each VP. Existing methods are, however, either sub-optimal…

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical…

Manifold optimization is ubiquitous in computational and applied mathematics, statistics, engineering, machine learning, physics, chemistry and etc. One of the main challenges usually is the non-convexity of the manifold constraints. By…

The optimal power flow (OPF) is an optimization model dedicated to the development of computational tools used for the planning and operation of electric power systems (EPS). In this work, based on the polar formulation, an extended convex…

Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a constraint with a target probability. However, because of possible non-convexity and non-smoothness,…