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In this paper, a robust sequential quadratic programming method for constrained optimization is generalized to problem with an {expectation} objective function {and} deterministic equality and inequality constraints. A stochastic line…

Optimization and Control · Mathematics 2024-10-07 Songqiang Qiu , Vyacheslav Kungurtsev

A neural network-based approach for solving parametric convex optimization problems is presented, where the network estimates the optimal points given a batch of input parameters. The network is trained by penalizing violations of the…

Optimization and Control · Mathematics 2024-09-17 Carmine Delle Femine

Spiking neural networks have gained significant attention due to their brain-like information processing capabilities. The use of surrogate gradients has made it possible to train spiking neural networks with backpropagation, leading to…

Neural and Evolutionary Computing · Computer Science 2023-05-24 Dongcheng Zhao , Guobin Shen , Yiting Dong , Yang Li , Yi Zeng

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

Optimization and Control · Mathematics 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

We present a new framework for the solution of mathematical programs with equilibrium constraints (MPECs). In this algorithmic framework, an MPECs is viewed as a concentration of an unconstrained optimization which minimizes the…

Optimization and Control · Mathematics 2023-01-18 Songqiang Qiu , Zhongwen Chen

The energy and latency of an accelerator running a deep neural network (DNN) depend on how the computation and data movement are scheduled in the accelerator (i.e., mapping), and picking an optimal mapping is essential to achieve…

Hardware Architecture · Computer Science 2026-05-05 Michael Gilbert , Tanner Andrulis , Vivienne Sze , Joel S. Emer

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

Deep generative models provide state-of-the-art performance across a wide array of applications, with recent studies showing increasing applicability for science and engineering. Despite a growing corpus of literature focused on the…

Machine Learning · Computer Science 2026-05-14 Jacob K. Christopher , James E. Warner , Ferdinando Fioretto

The Kaczmarz algorithm is a popular solver for overdetermined linear systems due to its simplicity and speed. In this paper, we propose a modification that speeds up the convergence of the randomized Kaczmarz algorithm for systems of linear…

Numerical Analysis · Computer Science 2013-05-17 Hassan Mansour , Ozgur Yilmaz

The famous greedy randomized Kaczmarz (GRK) method uses the greedy selection rule on maximum distance to determine a subset of the indices of working rows. In this paper, with the greedy selection rule on maximum residual, we propose the…

Numerical Analysis · Mathematics 2020-11-16 Yanjun Zhang , Hanyu Li

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the…

Machine Learning · Statistics 2025-03-31 Michael Unser , Alexis Goujon , Stanislas Ducotterd

This paper revisits the convergence of Stochastic Mirror Descent (SMD) in the contemporary nonconvex optimization setting. Existing results for batch-free nonconvex SMD restrict the choice of the distance generating function (DGF) to be…

Optimization and Control · Mathematics 2024-02-28 Ilyas Fatkhullin , Niao He

This work presents a novel methodology for analysis and control of nonlinear fluid systems using neural networks. The approach is demonstrated on four different study cases being the Lorenz system, a modified version of the…

Fluid Dynamics · Physics 2023-08-28 Tarcísio Déda , William Wolf , Scott Dawson

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Machine Learning · Computer Science 2013-06-05 Alex Gittens , Michael W. Mahoney

Solving fastest mixing Markov chain problem (i.e. finding transition probabilities on the edges to minimize the second largest eigenvalue modulus of the transition probability matrix) over networks with different topologies is one of the…

Discrete Mathematics · Computer Science 2010-08-17 Saber Jafarizadeh

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

Phase retrieval has been an attractive but difficult problem rising from physical science, and there has been a gap between state-of-the-art theoretical convergence analyses and the corresponding efficient retrieval methods. Firstly, these…

Information Theory · Computer Science 2017-12-06 Gen Li , Yuchen Jiao , Yuantao Gu

Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block average Kaczmarz method using two new randomized sketch…

Numerical Analysis · Mathematics 2025-11-18 Haochen Jiang , Dongdong Liu , Xianping Wu , Xu Yang

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li
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