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Automatic generation of convex relaxations and subgradients is critical in global optimization, and is typically carried out using variants of automatic/algorithmic differentiation (AD). At previous AD conferences, variants of the forward…

最优化与控制 · 数学 2025-01-31 Yingkai Song , Kamil A. Khan

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

系统与控制 · 电气工程与系统科学 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the quality of these relaxations by studying the approximation…

最优化与控制 · 数学 2010-06-21 Francis Bach , Selin Damla Ahipasaoglu , Alexandre d'Aspremont

Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…

数值分析 · 数学 2019-12-03 Elizaveta Rebrova , Deanna Needell

We present an accelerated relax-and-round algorithm for concave coverage problems, which generalize the classic maximum coverage problem. Building on the relax-and-round framework of Barman et al. [STACS 2021], we propose two significant…

数据结构与算法 · 计算机科学 2026-05-11 Matthew Fahrbach , Mehraneh Liaee , Morteza Zadimoghaddam

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

机器学习 · 计算机科学 2018-02-12 Di Wang , Jinhui Xu

Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more…

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

计算机视觉与模式识别 · 计算机科学 2015-08-20 Zhao Kang , Chong Peng , Qiang Cheng

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

最优化与控制 · 数学 2025-05-22 Yongchun Li

This article presents an arithmetic, called superposition relaxation, for bracketing the graph of a multivariate factorable function on a compact domain between a pair of underestimating and overestimating functions that are both separable.…

数值分析 · 数学 2026-05-12 Yanlin Zha , Mario Eduardo Villanueva , Boris Houska , Benoît Chachuat

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

最优化与控制 · 数学 2021-03-30 April Sagan , John E. Mitchell

In recent years, attention has been focused on the relationship between black-box optimiza- tion problem and reinforcement learning problem. In this research, we propose the Mirror Descent Search (MDS) algorithm which is applicable both for…

机器学习 · 计算机科学 2018-05-15 Megumi Miyashita , Shiro Yano , Toshiyuki Kondo

LP relaxation-based message passing algorithms provide an effective tool for MAP inference over Probabilistic Graphical Models. However, different LP relaxations often have different objective functions and variables of differing…

计算机视觉与模式识别 · 计算机科学 2014-04-22 Zhen Zhang , Qinfeng Shi , Yanning Zhang , Chunhua Shen , Anton van den Hengel

We propose an incomplete algorithm for Maximum Satisfiability (MaxSAT) specifically designed to run on neural network accelerators such as GPUs and TPUs. Given a MaxSAT problem instance in conjunctive normal form, our procedure constructs a…

人工智能 · 计算机科学 2023-11-07 David Warde-Farley , Vinod Nair , Yujia Li , Ivan Lobov , Felix Gimeno , Simon Osindero

Self-supervised pre-training has drawn increasing attention in recent years due to its superior performance on numerous downstream tasks after fine-tuning. However, it is well-known that deep learning models lack the robustness to…

计算机视觉与模式识别 · 计算机科学 2022-10-17 Yuanhao Ban , Yinpeng Dong

This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…

组合数学 · 数学 2007-05-23 W. J. van Hoeve

In this work, we address the exact D-optimal experimental design problem by proposing an efficient algorithm that rapidly identifies the support of its continuous relaxation. Our method leverages a column generation framework to solve such…

最优化与控制 · 数学 2026-05-18 Selin Ahipasaoglu , Stefano Cipolla , Jacek Gondzio

We consider the MAP-inference problem for graphical models, which is a valued constraint satisfaction problem defined on real numbers with a natural summation operation. We propose a family of relaxations (different from the famous…

计算机视觉与模式识别 · 计算机科学 2020-04-15 Stefan Haller , Paul Swoboda , Bogdan Savchynskyy

In the article, within the framework of the Boolean Satisfiability problem (SAT), the problem of estimating the hardness of specific Boolean formulas w.r.t. a specific complete SAT solving algorithm is considered. Based on the well-known…

人工智能 · 计算机科学 2023-12-19 Daniil Chivilikhin , Artem Pavlenko , Alexander Semenov

In this paper, a non-linear p-robust hub location problem is extended to a risky environment where augmented chance constraint with a min-max regret form is employed to consider network risk as one of the objectives. The model considers…

最优化与控制 · 数学 2017-02-02 Saeid Abbasi Parizi , Mahdi Bashiri , Andrew Eberhard