Related papers: Log-Averaged Mirror Prox for Fast, Large-Scale Opt…
Generative models based on flow matching have attracted significant attention for their simplicity and superior performance in high-resolution image synthesis. By leveraging the instantaneous change-of-variables formula, one can directly…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…
Approximate message passing (AMP) is an algorithmic framework for solving linear inverse problems from noisy measurements, with exciting applications such as reconstructing images, audio, hyper spectral images, and various other signals,…
We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…
Compressive image recovery is a challenging problem that requires fast and accurate algorithms. Recently, neural networks have been applied to this problem with promising results. By exploiting massively parallel GPU processing…
Map-based LiDAR pose tracking is essential for long-term autonomous operation, where onboard map priors need be compact for scalable storage and fast retrieval, while online observations are often partial, repetitive, and heavily occluded.…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
In the contextual linear bandit setting, algorithms built on the optimism principle fail to exploit the structure of the problem and have been shown to be asymptotically suboptimal. In this paper, we follow recent approaches of deriving…
In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…
Identifying multiple novel classes in an image, known as open-vocabulary multi-label recognition, is a challenging task in computer vision. Recent studies explore the transfer of powerful vision-language models such as CLIP. However, these…
Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging…
We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…
This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…
To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each…
This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…
Multi-modal representation learning by pretraining has become an increasing interest due to its easy-to-use and potential benefit for various Visual-and-Language~(V-L) tasks. However its requirement of large volume and high-quality…
In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…
Orthogonal Matching Pursuit (OMP) has been a powerful method in sparse signal recovery and approximation. However, OMP suffers computational issues when the signal has a large number of non-zeros. This paper advances OMP and its extension…