相关论文: Tutorial on the Robust Interior Point Method

Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…

We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…

Point sets matching method is very important in computer vision, feature extraction, fingerprint matching, motion estimation and so on. This paper proposes a robust point sets matching method. We present an iterative algorithm that is…

Applying an interior-point method to the central-path conditions is a widely used approach for solving quadratic programs. Reformulating these conditions in the log-domain is a natural variation on this approach that to our knowledge is…

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

This paper provides an overview of current approaches for solving inverse problems in imaging using variational methods and machine learning. A special focus lies on point estimators and their robustness against adversarial perturbations.…

We develop a short-step interior point method to optimize a linear function over a convex body assuming that one only knows a membership oracle for this body. The approach is based on Abernethy and Hazan's sketch of a universal interior…

We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization. On extensive synthetic benchmarks, the interior-point method…

This work presents an innovative method for point set self-embedding, that encodes the structural information of a dense point set into its sparser version in a visual but imperceptible form. The self-embedded point set can function as the…

In this paper, we study an infeasible interior-point method for linear optimization with full-Newton step. The introduced method uses an algebraic equivalent transformation on the centering equation of the system which defines the central…

The robust estimator presented in this paper processes each structure independently. The scales of the structures are estimated adaptively and no threshold is involved in spite of different objective functions. The user has to specify only…

Interior-point algorithms constitute a very interesting class of algorithms for solving linear-programming problems. In this paper we study efficient implementations of such algorithms for solving the linear program that appears in the…

In recent years numerous methods have been developed to formally verify the robustness of deep neural networks (DNNs). Though the proposed techniques are effective in providing mathematical guarantees about the DNNs behavior, it is not…

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…

Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of…

Computing the Wasserstein barycenter of a set of probability measures under the optimal transport metric can quickly become prohibitive for traditional second-order algorithms, such as interior-point methods, as the support size of the…

This tutorial paper provides an introduction to recently developed tools for machine learning, especially learning dynamical systems (system identification), with stability and robustness constraints. The main ideas are drawn from…

This paper delves into the problem of computing robust controlled invariants for monotone continuous-time systems, with a specific focus on lower-closed specifications. We consider the classes of state monotone (SM) and control-state…

It is known that one can solve semidefinite programs to within fixed accuracy in polynomial time using the ellipsoid method (under some assumptions). In this paper it is shown that the same holds true when one uses the short-step, primal…

Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…