Related papers: \texttt{DR-DAQP}: An Hybrid Operator Splitting and…

To reduce complexity and achieve scalable performance in high-dimensional black-box settings, we propose a distributed method for nonconvex derivative-free optimization of continuous variables with an additively separable objective, subject…

Current methods for editing pre-trained models face significant challenges, primarily high computational costs and limited scalability. Task arithmetic has recently emerged as a promising solution, using simple arithmetic…

We examine convergence properties of continuous-time variants of accelerated Forward-Backward (FB) and Douglas-Rachford (DR) splitting algorithms for nonsmooth composite optimization problems. When the objective function is given by the sum…

We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality…

Vision-guided robot grasping methods based on Deep Neural Networks (DNNs) have achieved remarkable success in handling unknown objects, attributable to their powerful generalizability. However, these methods with this generalizability tend…

The random feature method (RFM), a mesh-free machine learning-based framework, has emerged as a promising alternative for solving PDEs on complex domains. However, for large three-dimensional nonlinear problems, attaining high accuracy…

Differential Dynamic Programming (DDP) is a popular technique used to generate motion for dynamic-legged robots in the recent past. However, in most cases, only the first-order partial derivatives of the underlying dynamics are used,…

We introduce a fast and scalable method for solving quadratic programs with conditional value-at-risk (CVaR) constraints. While these problems can be formulated as standard quadratic programs, the number of variables and constraints grows…

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…

This paper provides an overview, analysis, and comparison of second-order dynamic optimization algorithms, i.e., constrained Differential Dynamic Programming (DDP) and Sequential Quadratic Programming (SQP). Although a variety of these…

We propose and analyze an adaptive step-size variant of the Davis-Yin three operator splitting. This method can solve optimization problems composed by a sum of a smooth term for which we have access to its gradient and an arbitrary number…

We propose an adaptive mixed precision and dynamically scaled preconditioned conjugate gradient algorithm (AMP-PCG). It dynamically adjusts the precision for storing vectors and computing, exploiting low precision when appropriate, while…

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…

Autonomous vehicle (AV) motion planning problems often involve non-convex constraints, which present a major barrier to applying model predictive control (MPC) in real time on embedded hardware. This paper presents an approach for…

This work proposes an Accelerated Primal-Dual Fixed-Point (APDFP) method that employs Nesterov type acceleration to solve composite problems of the form min f(x) + g(Bx), where g is nonsmooth and B is a linear operator. The APDFP features…

In this paper, we develop a novel accelerated fixed-point-based framework using delayed inexact oracles to approximate a fixed point of a nonexpansive operator (or equivalently, a root of a co-coercive operator), a central problem in…

This paper investigates the problem of Online Convex-Concave Optimization, which extends Online Convex Optimization to two-player time-varying convex-concave games. The goal is to minimize the dynamic duality gap (D-DGap), a critical…

We revisit the classical Douglas-Rachford (DR) method for finding a zero of the sum of two maximal monotone operators. Since the practical performance of the DR method crucially depends on the stepsizes, we aim at developing an adaptive…