相关论文: Towards a Broader View of Theory of Computing
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we extend this line of research to multi-objective formulations. In…
The central object of this PhD thesis is known under different names in the fields of computer science and statistical mechanics. In computer science, it is called the Maximum Cut problem, one of the famous twenty-one Karp's original…
The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…
An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
With the increasing deployment of machine learning systems in practice, transparency and explainability have become serious issues. Contrastive explanations are considered to be useful and intuitive, in particular when it comes to…
Nonlinear models and optimization methods have successfully tackled a rapidly growing set of problems in recent years. Indeed, a relatively small toolbox of such models and methods can provide sufficient performance across a large landscape…
The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…
This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…
Computational methods are the most effective tools we have besides scientific experiments to explore the properties of complex biological systems. Progress is slowing because digital silicon computers have reached their limits in terms of…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
This paper details an investigation into the computational performance of algorithms used for solving a convex formulation of the optimization problem associated with model predictive control for energy management in hybrid electric…
Convex optimizers have known many applications as differentiable layers within deep neural architectures. One application of these convex layers is to project points into a convex set. However, both forward and backward passes of these…
Incremental computation aims to compute more efficiently on changed input by reusing previously computed results. We give a high-level overview of works on incremental computation, and highlight the essence underlying all of them, which we…
We examine the convergence properties of sequences of nonnegative real numbers that satisfy a particular class of recursive inequalities, from the perspective of proof theory and computability theory. We first establish a number of results…
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with upper-C2 objective functions is proposed and analyzed. Upper-C2 is a weakly concave property that exists in difference of convex (DC) functions and…