Related papers: A penalty-interior point method combined with MADS…

Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of…

In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…

We investigate the computational complexity of min-max optimization under coupled constraints. The work of Daskalakis, Skoulakis, and Zampetakis [DSZ21] was the first to study min-max optimization through the lens of computational…

We study the combination of the alternating direction method of multipliers (ADMM) with physics-informed neural networks (PINNs) for a general class of nonsmooth partial differential equation (PDE)-constrained optimization problems, where…

This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing.…

We explore novel approaches for solving nonlinear optimization problems with unrelaxable bound constraints, which must be satisfied before the objective function can be evaluated. Our method reformulates the unrelaxable bound-constrained…

Quality Diversity (QD) algorithms such as MAP-Elites are a class of optimisation techniques that attempt to find many high performing points that all behave differently according to a user-defined behavioural metric. In this paper we…

Maximum Inner Product Search (MIPS) is a fundamental challenge in machine learning and information retrieval, particularly in high-dimensional data applications. Existing approaches to MIPS either rely solely on Inner Product (IP)…

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Black-box optimization is a powerful approach for discovering global optima in noisy and expensive black-box functions, a problem widely encountered in real-world scenarios. Recently, there has been a growing interest in leveraging domain…

We consider binary integer programming problems with the min-max regret objective function under interval objective coefficients. We propose a new heuristic framework, which we call the iterated dual substitution (iDS) algorithm. The iDS…

Many contemporary signal processing, machine learning and wireless communication applications can be formulated as nonconvex nonsmooth optimization problems. Often there is a lack of efficient algorithms for these problems, especially when…

We present MADAM, a parallel semidefinite based exact solver for Max-Cut, a problem of finding the cut with maximum weight in a given graph. The algorithm uses branch and bound paradigm that applies alternating direction method of…

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

We study the problem of constrained efficient global optimization, where both the objective and constraints are expensive black-box functions that can be learned with Gaussian processes. We propose CONFIG (CONstrained efFIcient Global…

We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal design constraints. Such constraints arise naturally in this…