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In safety-critical applications that rely on the solution of an optimization problem, the certification of the optimization algorithm is of vital importance. Certification and suboptimality results are available for a wide range of…

Optimization and Control · Mathematics 2023-12-06 Pablo Krupa , Omar Inverso , Mirco Tribastone , Alberto Bemporad

To improve the robustness of deep classifiers against adversarial perturbations, many approaches have been proposed, such as designing new architectures with better robustness properties (e.g., Lipschitz-capped networks), or modifying the…

Machine Learning · Computer Science 2025-03-27 Mahyar Fazlyab , Taha Entesari , Aniket Roy , Rama Chellappa

We study the problem of zeroth-order (black-box) optimization of a Lipschitz function $f$ defined on a compact subset $\mathcal X$ of $\mathbb R^d$, with the additional constraint that algorithms must certify the accuracy of their…

Statistics Theory · Mathematics 2023-03-23 François Bachoc , Tommaso R Cesari , Sébastien Gerchinovitz

Abstracting neural networks with constraints they impose on their inputs and outputs can be very useful in the analysis of neural network classifiers and to derive optimization-based algorithms for certification of stability and robustness…

Machine Learning · Computer Science 2021-05-04 Navid Hashemi , Justin Ruths , Mahyar Fazlyab

Lipschitz constant is a fundamental property in certified robustness, as smaller values imply robustness to adversarial examples when a model is confident in its prediction. However, identifying the worst-case adversarial examples is known…

Machine Learning · Computer Science 2025-12-16 Yongjin Han , Suhyun Kim

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Preference-based global optimization algorithms minimize an unknown objective function only based on whether the function is better, worse, or similar for given pairs of candidate optimization vectors. Such optimization problems arise in…

Optimization and Control · Mathematics 2021-12-21 Mengjia Zhu , Dario Piga , Alberto Bemporad

We consider the problem of multi-fidelity zeroth-order optimization, where one can evaluate a function $f$ at various approximation levels (of varying costs), and the goal is to optimize $f$ with the cheapest evaluations possible. In this…

Machine Learning · Computer Science 2024-10-14 Étienne de Montbrun , Sébastien Gerchinovitz

Distributionally Robust (DR) optimization aims to certify worst-case risk within a Wasserstein uncertainty set. Current certifications typically rely either on global Lipschitz bounds, which are often conservative, or on local gradient…

Optimization and Control · Mathematics 2026-04-09 Hong T. M. Chu

We propose an adaptive refinement algorithm to solve total variation regularized measure optimization problems. The method iteratively constructs dyadic partitions of the unit cube based on i) the resolution of discretized dual problems and…

Optimization and Control · Mathematics 2023-01-19 Axel Flinth , Frédéric de Gournay , Pierre Weiss

We present a novel approach to non-convex optimization with certificates, which handles smooth functions on the hypercube or on the torus. Unlike traditional methods that rely on algebraic properties, our algorithm exploits the regularity…

Optimization and Control · Mathematics 2023-12-21 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting with a priori unknown, non-convex objective and constraint functions that have Lipschitz continuous…

Optimization and Control · Mathematics 2020-11-19 Abraham P. Vinod , Arie Israel , Ufuk Topcu

An algorithm is proposed, analyzed, and tested for minimizing locally Lipschitz objective functions that may be nonconvex and/or nonsmooth. The algorithm, which is built upon the gradient-sampling methodology, is designed specifically for…

Optimization and Control · Mathematics 2026-04-02 Albert S. Berahas , Frank E. Curtis , Lara Zebiane

The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…

Optimization and Control · Mathematics 2024-11-01 Xiao Li , Lei Zhao , Daoli Zhu , Anthony Man-Cho So

Randomized smoothing is the dominant standard for provable defenses against adversarial examples. Nevertheless, this method has recently been proven to suffer from important information theoretic limitations. In this paper, we argue that…

Machine Learning · Computer Science 2022-06-06 Raphael Ettedgui , Alexandre Araujo , Rafael Pinot , Yann Chevaleyre , Jamal Atif

This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…

Optimization and Control · Mathematics 2025-12-16 Vaibhav Rajoriya , Prateek Priyaranjan Pradhan , Ketan Rajawat

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

Optimization and Control · Mathematics 2011-07-27 Yaroslav D. Sergeyev , Dmitri E. Kvasov , Falah M. H. Khalaf

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

Optimization and Control · Mathematics 2021-06-11 Vien V. Mai , Mikael Johansson

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

Machine Learning · Computer Science 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

We address the problem of verifying neural networks against geometric transformations of the input image, including rotation, scaling, shearing, and translation. The proposed method computes provably sound piecewise linear constraints for…

Machine Learning · Computer Science 2024-09-24 Ben Batten , Yang Zheng , Alessandro De Palma , Panagiotis Kouvaros , Alessio Lomuscio
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