相关论文: Accuracy Certificates for Convex Minimization with…

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

Frequently, when dealing with many machine learning models, optimization problems appear to be challenging due to a limited understanding of the constructions and characterizations of the objective functions in these problems. Therefore,…

NLCertify is a software package for handling formal certification of nonlinear inequalities involving transcendental multivariate functions. The tool exploits sparse semialgebraic optimization techniques with approximation methods for…

We consider the problem of minimizing a composite convex function with two different access methods: an oracle, for which we can evaluate the value and gradient, and a structured function, which we access only by solving a convex…

In this paper, we investigate how structural properties of the constraint system impact the oracle complexity of smooth non-convex optimization problems with convex inequality constraints over a simple polytope. In particular, we show that,…

We consider the problem of minimizing a convex function over a convex set given access only to an evaluation oracle for the function and a membership oracle for the set. We give a simple algorithm which solves this problem with…

Recent years have witnessed increasing interest in optimization proxies, i.e., machine learning models that approximate the input-output mapping of parametric optimization problems and return near-optimal feasible solutions. Following…

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

There has been a rapid development and interest in adversarial training and defenses in the machine learning community in the recent years. One line of research focuses on improving the performance and efficiency of adversarial robustness…

Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…

Recently, several universal methods have been proposed for online convex optimization, and attain minimax rates for multiple types of convex functions simultaneously. However, they need to design and optimize one surrogate loss for each…

Querying complex models for precise information (e.g. traffic models, database systems, large ML models) often entails intense computations and results in long response times. Thus, weaker models which give imprecise results quickly can be…

In the paper we consider one point and two point multiarmed bamdit problems. In other words we consider the online stochastic convex optimization problems with oracle that return the value (realization) of the function at one point or at…

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing methods, our framework yields a significant improvement over the…

This paper presents a canonical dual method for solving a quadratic discrete value selection problem subjected to inequality constraints. The problem is first transformed into a problem with quadratic objective and 0-1 integer variables.…

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…