Related papers: Deep FlexQP: Accelerated Nonlinear Programming via…
The rapid growth of spatial data urges the research community to find efficient processing techniques for interactive queries on large volumes of data. Approximate Query Processing (AQP) is the most prominent technique that can provide…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
The NP-hard problem of optimizing a quadratic form over the unimodular vector set arises in radar code design scenarios as well as other active sensing and communication applications. To tackle this problem (which we call unimodular…
We present ReLU-QP, a GPU-accelerated solver for quadratic programs (QPs) that is capable of solving high-dimensional control problems at real-time rates. ReLU-QP is derived by exactly reformulating the Alternating Direction Method of…
Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we…
In this letter, an accelerated quadratic programming (QP) algorithm is proposed based on the proximal gradient method. The algorithm can achieve convergence rate $O(1/p^{\alpha})$, where $p$ is the iteration number and $\alpha$ is the given…
DeepWarp is an efficient and highly re-usable deep neural network (DNN) based nonlinear deformable simulation framework. Unlike other deep learning applications such as image recognition, where different inputs have a uniform and consistent…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
Ensuring solution feasibility is a key challenge in developing Deep Neural Network (DNN) schemes for solving constrained optimization problems, due to inherent DNN prediction errors. In this paper, we propose a ``preventive learning''…
Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…
Deep-unrolling and plug-and-play (PnP) approaches have become the de-facto standard solvers for single-pixel imaging (SPI) inverse problem. PnP approaches, a class of iterative algorithms where regularization is implicitly performed by an…
This paper improves the algorithms based on supporting halfspaces and quadratic programming for convex set intersection problems in our earlier paper in several directions. First, we give conditions so that much smaller quadratic programs…
In cancer radiotherapy, the standard formulation of the optimal fractionation problem based on the linear-quadratic dose-response model is a non-convex quadratically constrained quadratic program (QCQP). An optimal solution for this QCQP…
Recently various optimization problems, such as Mixed Integer Linear Programming Problems (MILPs), have undergone comprehensive investigation, leveraging the capabilities of machine learning. This work focuses on learning-based solutions…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…
Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…
This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…