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Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution methods with finite-time convergence guarantee: the lack of…
We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
A general-purpose C++ software program called $\mathbb{CGPOPS}$ is described for solving multiple-phase optimal control problems using adaptive Gaussian quadrature collocation. The software employs a Legendre-Gauss-Radau direct orthogonal…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
In this paper, we study symmetry-improved fractional Sobolev embeddings on closed Riemannian manifolds under the action of compact isometry groups. We prove that \(G\)-invariant fractional Sobolev spaces embed into higher \(L^p\) spaces,…
This work studies constrained stochastic optimization problems where the objective and constraint functions are convex and expressed as compositions of stochastic functions. The problem arises in the context of fair classification, fair…
This paper introduces and studies the generalized optimization problem (for short, GOP) defined by the conic order relation on a local sphere. The existence of solution to this problem is studied by using image space analysis (for short,…
We investigate time-dependent optimization problems in fractional Sobolev spaces with the sparsity promoting $L^p$-pseudo norm for $0<p<1$ in the objective functional. In order to avoid computing the fractional Laplacian on the time-space…
Stochastic optimization problems are generally known to be ill-conditioned to the form of the underlying uncertainty. A framework is introduced for optimal control problems with partial differential equations as constraints that is robust…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
Considering orthogonal Stiefel manifolds as constraint manifolds, we give an explicit description of a set of local coordinates that also generate a basis for the tangent space in any point of the orthogonal Stiefel manifolds. We show how…
We study a continuous-time system that solves optimization problems over the set of orthonormal matrices, which is also known as the Stiefel manifold. The resulting optimization flow follows a path that is not always on the manifold but…
We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statistics and machine learning, e.g., for matrix scaling,…
Traditional mathematical programming solvers require long computational times to solve constrained minimization problems of complex and large-scale physical systems. Therefore, these problems are often transformed into unconstrained ones,…
We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…
Nonsmooth Riemannian optimization has attracted increasing attention, especially in problems with sparse structures. While existing formulations typically involve convex nonsmooth terms, incorporating nonsmooth difference-of-convex (DC)…
Powered descent guidance (PDG) problems subject to six-degrees-of-freedom (6DOF) dynamics allow for enforcement of practical attitude constraints. However, numerical solutions to 6DOF PDG problems are challenging due to fast rotational…
Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…
We study the Heilbronn triangle problem, which involves placing n points in the unit square such that the minimum area of any triangle formed by these points is maximized. A straightforward maximin formulation of this problem is highly…
Convex relaxation methods have been studied and used extensively to obtain an optimal solution to the optimal power flow (OPF) problem. Meanwhile, convex relaxed power flow equations are also prerequisites for efficiently solving a wide…