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In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…
In this work, we describe a new data-driven approach for inverse problems that exploits technologies from machine learning, in particular autoencoder network structures. We consider a paired autoencoder framework, where two autoencoders are…
Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…
Self-supervision has emerged as a propitious method for visual representation learning after the recent paradigm shift from handcrafted pretext tasks to instance-similarity based approaches. Most state-of-the-art methods enforce similarity…
Unsupervised discovery of latent representations, in addition to being useful for density modeling, visualisation and exploratory data analysis, is also increasingly important for learning features relevant to discriminative tasks.…
In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
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…
As neural networks grow deeper and wider, learning networks with hard-threshold activations is becoming increasingly important, both for network quantization, which can drastically reduce time and energy requirements, and for creating large…
Most of the optimal guidance problems can be formulated as nonconvex optimization problems, which can be solved indirectly by relaxation, convexification, or linearization. Although these methods are guaranteed to converge to the global…
In this paper we consider a problem, called convex projection, of projecting a convex set onto a subspace. We will show that to a convex projection one can assign a particular multi-objective convex optimization problem, such that the…
As machine learning models, specifically neural networks, are becoming increasingly popular, there are concerns regarding their trustworthiness, specially in safety-critical applications, e.g. actions of an autonomous vehicle must be safe.…
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…
Layout design with complex constraints is a challenging problem to solve due to the non-uniqueness of the solution and the difficulties in incorporating the constraints into the conventional optimization-based methods. In this paper, we…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…
Training RNNs to learn long-term dependencies is difficult due to vanishing gradients. We explore an alternative solution based on explicit memorization using linear autoencoders for sequences, which allows to maximize the short-term memory…
This work proposes an autoencoder neural network as a non-linear generalization of projection-based methods for solving Partial Differential Equations (PDEs). The proposed deep learning architecture presented is capable of generating the…
In this paper, we investigate the framework of Online Convex Optimization (OCO) for online learning. OCO offers a very powerful online learning framework for many applications. In this context, we study a specific framework of OCO called…