相关论文: Iteratively Preconditioned Gradient-Descent Approa…

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Numerous real-world applications of uncertain multiobjective optimization problems (UMOPs) can be found in science, engineering, business, and management. To handle the solution of uncertain optimization problems, robust optimization is a…

This paper introduces PROMISE ($\textbf{Pr}$econditioned Stochastic $\textbf{O}$ptimization $\textbf{M}$ethods by $\textbf{I}$ncorporating $\textbf{S}$calable Curvature $\textbf{E}$stimates), a suite of sketching-based preconditioned…

Motivated by high-dimensional nonlinear optimization problems as well as ill-posed optimization problems arising in image processing, we consider a bilevel optimization model where we seek among the optimal solutions of the inner level…

Business environments characterized by intermittent demand, high variability, and multi-step planning require model selection procedures aligned with future operational horizons rather than static test-horizon evaluation. Because no…

In this paper we consider the problem of minimizing a convex function using a randomized block coordinate descent method. One of the key steps at each iteration of the algorithm is determining the update to a block of variables. Existing…

Non-convex optimization problems are challenging to solve; the success and computational expense of a gradient descent algorithm or variant depend heavily on the initialization strategy. Often, either random initialization is used or…

A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…

Learning an efficient update rule from data that promotes rapid learning of new tasks from the same distribution remains an open problem in meta-learning. Typically, previous works have approached this issue either by attempting to train a…

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

We propose a suboptimal moving horizon estimation (MHE) scheme for a general class of nonlinear systems. To this end, we consider an MHE formulation that optimizes over the trajectory of a robustly stable observer. Assuming that the…

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…

In this paper, we propose time-discounted schemes for full information estimation (FIE) and moving horizon estimation (MHE) that are robustly globally asymptotically stable (RGAS). We consider general nonlinear system dynamics with…

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

First-order optimization solvers, such as the Fast Gradient Method, are increasingly being used to solve Model Predictive Control problems in resource-constrained environments. Unfortunately, the convergence rate of these solvers is…