相关论文: Towards a Broader View of Theory of Computing
The proximal point algorithm is a widely used tool for solving a variety of convex optimization problems such as finding zeros of maximally monotone operators, fixed points of nonexpansive mappings, as well as minimizing convex functions.…
The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…
Recent advances in quantum computers are demonstrating the ability to solve problems at a scale beyond brute force classical simulation. As such, a widespread interest in quantum algorithms has developed in many areas, with optimization…
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…
This paper draws on diverse areas of computer science to develop a unified view of computation: (1) Optimization in operations research, where a numerical objective function is maximized under constraints, is generalized from the numerical…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
Inverse problems are concerned with the reconstruction of unknown physical quantities using indirect measurements and are fundamental across diverse fields such as medical imaging, remote sensing, and material sciences. These problems serve…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
Recent progress in deep learning has been driven by increasingly larger models. However, their computational and energy demands have grown proportionally, creating significant barriers to their deployment and to a wider adoption of deep…
This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extensively studied convex, composite objective problems as a…
We introduce a concept that generalizes several different notions of a "centerpoint" in the literature. We develop an oracle-based algorithm for convex mixed-integer optimization based on centerpoints. Further, we show that algorithms based…
We study numerical computation of conformal invariants of domains in the complex plane. In particular, we provide an algorithm for computing the conformal capacity of a condenser. The algorithm applies for wide kind of geometries: domains…