相关论文: Performance enhancements for a generic conic inter…
In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum of "`hard"', possibly non-convex part, and "`simple"'…
Min-max optimization arises in many domains such as game theory, adversarial machine learning, etc. For these problems, gradient-based methods are well understood and enjoy strong guarantees. However, in the absence of convexity or…
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…
Solving convex Semi-Infinite Programming (SIP) problems is challenging when the separation problem, i.e., the problem of finding the most violated constraint, is computationally hard. We propose to tackle this difficulty by solving the…
This paper shows that the OSGA algorithm -- which uses first-order information to solve convex optimization problems with optimal complexity -- can be used to efficiently solve arbitrary bound-constrained convex optimization problems. This…
In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact…
We present the GPU implementation of the general-purpose interior-point solver Clarabel for convex optimization problems with conic constraints. We introduce a mixed parallel computing strategy that processes linear constraints first, then…
Independent Component Analysis (ICA) is the problem of learning a square matrix $A$, given samples of $X=AS$, where $S$ is a random vector with independent coordinates. Most existing algorithms are provably efficient only when each $S_i$…
The problem of finding the optimal placement of emergency exits in an indoor environment to facilitate the rapid and orderly evacuation of crowds is addressed in this work. A cellular-automaton model is used to simulate the behavior of…
This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…
The solution of linear systems of equations is a very frequent operation and thus important in many fields. The complexity using classical methods increases linearly with the size of equations. The HHL algorithm proposed by Harrow et al.…
Many problems in statistical learning, imaging, and computer vision involve the optimization of a non-convex objective function with singularities at the boundary of the feasible set. For such challenging instances, we develop a new…
This paper presents new projection-free algorithms for Online Convex Optimization (OCO) over a convex domain $\mathcal{K} \subset \mathbb{R}^d$. Classical OCO algorithms (such as Online Gradient Descent) typically need to perform Euclidean…
In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The main structural property used in our analysis is the…
This paper shows how a class of non-convex optimization problems constrained by discretized nonlinear partial differential equations may be solved to global optimality using an interior point continuation method. The solution procedure…
In this paper, an evolutionary many-objective optimization algorithm based on corner solution search (MaOEA-CS) was proposed. MaOEA-CS implicitly contains two phases: the exploitative search for the most important boundary optimal solutions…
Evolutionary Algorithms (EAs) are widely employed tools for complex search and optimization tasks; however, the absence of an overarching operational framework that permits a systematic regulation of the exploration-exploitation…
We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian matrix of these methods such that, at each step, the modified…
A typical manipulation task consists of a manipulator equipped with a gripper to grasp and move an object with constraints on the motion of the hand-held object, which may be due to the nature of the task itself or from object-environment…
In this work, we propose a hybrid parallel Jaya optimisation algorithm for a multi-core environment with the aim of solving large-scale global optimisation problems. The proposed algorithm is called HHCPJaya, and combines the…