相关论文: The superiorization method with restarted perturba…

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

A wide range of applications arising in machine learning and signal processing can be cast as convex optimization problems. These problems are often ill-posed, i.e., the optimal solution lacks a desired property such as uniqueness or…

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

In intensity-modulated radiation therapy, optimal intensity distributions of incoming beams are decomposed into linear combinations of leaf openings of a multileaf collimator (segments). In order to avoid inefficient dose delivery, the…

Constraint problems can be trivially solved in parallel by exploring different branches of the search tree concurrently. Previous approaches have focused on implementing this functionality in the solver, more or less transparently to the…

This paper describes valuation-based systems for representing and solving discrete optimization problems. In valuation-based systems, we represent information in an optimization problem using variables, sample spaces of variables, a set of…

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

We study a scheduling problem in which jobs may be split into parts, where the parts of a split job may be processed simultaneously on more than one machine. Each part of a job requires a setup time, however, on the machine where the job…

Optimization networks are a new methodology for holistically solving interrelated problems that have been developed with combinatorial optimization problems in mind. In this contribution we revisit the core principles of optimization…

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…

This paper introduces the design and implementation of two parallel dual simplex solvers for general large scale sparse linear programming problems. One approach, called PAMI, extends a relatively unknown pivoting strategy called…

The study of the fundamental limits of information systems is a central theme in information theory. Both the traditional analytical approach and the recently proposed computational approach have significant limitations, where the former is…

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal…

We propose a variational regularization approach based on a multiscale representation called cylindrical shearlets aimed at dynamic imaging problems, especially dynamic tomography. The intuitive idea of our approach is to integrate a…