相关论文: String-Averaging Algorithms for Convex Feasibility…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
Two-stage stochastic mixed-integer programming (SMIP) problems with general integer variables in the second-stage are generally difficult to solve. This paper develops the theory of integer set reduction for characterizing the subset of the…
In this paper, we propose a successive convex approximation framework for sparse optimization where the nonsmooth regularization function in the objective function is nonconvex and it can be written as the difference of two convex…
With the development of robotics, there are growing needs for real time motion planning. However, due to obstacles in the environment, the planning problem is highly non-convex, which makes it difficult to achieve real time computation…
This paper considers online convex optimization with time-varying constraint functions. Specifically, we have a sequence of convex objective functions $\{f_t(x)\}_{t=0}^{\infty}$ and convex constraint functions…
This paper presents lossless prefix codes optimized with respect to a pay-off criterion consisting of a convex combination of maximum codeword length and average codeword length. The optimal codeword lengths obtained are based on a new…
In this paper, we present a study of a kernel-based consensual aggregation on randomly projected high-dimensional features of predictions for regression. The aggregation scheme is composed of two steps: the high-dimensional features of…
In this paper, we consider convex feasibility problems where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal…
Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…
In the computational-mechanics structural analysis of one-dimensional cellular automata the following automata-theoretic analogue of the \emph{change-point problem} from time series analysis arises: \emph{Given a string $\sigma$ and a…
Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…
This paper studies distributed strategies for average-consensus of arbitrary vectors in the presence of network interference. We assume that the underlying communication on any \emph{link} suffers from \emph{additive interference} caused…
There are two methods for counting the number of occurrences of a string in another large string. One is to count the number of places where the string is found. The other is to determine how many pieces of string can be extracted without…
Discrimination in machine learning often arises along multiple dimensions (a.k.a. protected attributes); it is then desirable to ensure \emph{intersectional fairness} -- i.e., that no subgroup is discriminated against. It is known that…
The \emph{index set} of a computable structure $\mathcal{A}$ is the set of indices for computable copies of $\mathcal{A}$. We determine the complexity of the index sets of various mathematically interesting structures, including arbitrary…
Convex clustering is a recent stable alternative to hierarchical clustering. It formulates the recovery of progressively coalescing clusters as a regularized convex problem. While convex clustering was originally designed for handling…
We relate the computational complexity of finite strings to universal representations of their underlying symmetries. First, Boolean functions are classified using the universal covering topologies of the circuits which enumerate them. A…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…