相关论文: Solving Conic Systems via Projection and Rescaling
Diffractive lenses have recently been applied to the domain of multispectral imaging in the X-ray and UV regimes where they can achieve very high resolution as compared to reflective and refractive optics. Conventionally, spectral…
The perceptron algorithm for linear programming, arising from machine learning, has been around since the 1950s. While not a polynomial-time algorithm, it is useful in practice due to its simplicity and robustness. In 2004, Dunagan and…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…
This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…
This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…
Efficiently and completely capturing the three-dimensional data of an object is a fundamental problem in industrial and robotic applications. The task of next-best-view (NBV) planning is to infer the pose of the next viewpoint based on the…
This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…
Object shape and pose estimation is a foundational robotics problem, supporting tasks from manipulation to scene understanding and navigation. We present a fast local solver for shape and pose estimation which requires only category-level…
We consider distributed convex optimization problems that involve a separable objective function and nontrivial functional constraints, such as Linear Matrix Inequalities (LMIs). We propose a decentralized and computationally inexpensive…
In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…
We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…
In this paper, we consider the feasibility problem, which aims to find a feasible point for the constraint set $\{x \in \mathbb{R}^n: c(x) = 0\}$ over a possibly non-regular subset $\mathcal{X} \subset \mathbb{R}^n$. Under the constraint…
In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…
Given a set of dissimilarity measurements amongst data points, determining what metric representation is most "consistent" with the input measurements or the metric that best captures the relevant geometric features of the data is a key…
Many clustering applications in machine learning and data mining rely on solving metric-constrained optimization problems. These problems are characterized by $O(n^3)$ constraints that enforce triangle inequalities on distance variables…
In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…
The \emph{top-$k$-sum} operator computes the sum of the largest $k$ components of a given vector. The Euclidean projection onto the top-$k$-sum sublevel set serves as a crucial subroutine in iterative methods to solve composite…