相关论文: Towards a Broader View of Theory of Computing
Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…
The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their…
Projections onto sets are used in a wide variety of methods in optimization theory but not every method that uses projections really belongs to the class of projection methods as we mean it here. Here projection methods are iterative…
We consider a variant of online convex optimization in which both the instances (input vectors) and the comparator (weight vector) are unconstrained. We exploit a natural scale invariance symmetry in our unconstrained setting: the…
Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…
Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…
We treat uncertain linear programming problems by utilizing the notion of weighted analytic centers and notions from the area of multi-criteria decision making. After introducing our approach, we develop interactive cutting-plane algorithms…
The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theory. The first part of the thesis is concerned with the…
This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical…
This thesis focuses on the intersection of mathematical and computational optimization and quantum information. Main contributions are open-source software code: A hybrid approach mixing "traditional" nonconvex and convex methods can make…
This paper addresses a class of (non-)convex optimization problems subject to general convex constraints, which pose significant challenges for traditional methods due to their inherent non-convexity and diversity. Conventional convex…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
This work addresses integrating probabilistic propositional logic constraints into the distribution encoded by a probabilistic circuit (PC). PCs are a class of tractable models that allow efficient computations (such as conditional and…
Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…
With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
Scaling problems have a rich and diverse history, and thereby have found numerous applications in several fields of science and engineering. For instance, the matrix scaling problem has had applications ranging from theoretical computer…
In this paper we propose a model-based approach to the design of online optimization algorithms, with the goal of improving the tracking of the solution trajectory (trajectories) w.r.t. state-of-the-art methods. We focus first on quadratic…
The paper aims to investigate relevant computational issues of deep neural network architectures with an eye to the interaction between the optimization algorithm and the classification performance. In particular, we aim to analyze the…
It is known that adaptive optimization algorithms represent the key pillar behind the rise of the Machine Learning field. In the Optimization literature numerous studies have been devoted to accelerated gradient methods but only recently…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…