相关论文: Separable convex optimization over indegree polyto…
Given an undirected graph, one can assign directions to each of the edges of the graph, thus orienting the graph. To be as egalitarian as possible, one may wish to find an orientation such that no vertex is unfairly hit with too many arcs…
We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
We consider the problem of finding a subgraph of a given graph minimizing the sum of given functions at vertices evaluated at their subgraph degrees. While the problem is NP-hard already for bipartite graphs when the functions are convex on…
We consider the problem of finding a subgraph of a given graph which maximizes a given function evaluated at its degree sequence. While the problem is intractable already for convex functions, we show that it can be solved in polynomial…
We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…
In this paper, we study the decentralized optimization problem of minimizing a finite sum of continuously differentiable and possibly nonconvex functions over a fixed-connected undirected network. We propose a unified decentralized…
We study the general integer programming (IP) problem of optimizing a separable convex function over the integer points of a polytope: $\min \{f(\mathbf{x}) \mid A\mathbf{x} = \mathbf{b}, \, \mathbf{l} \leq \mathbf{x} \leq \mathbf{u}, \,…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…
In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…
This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…
We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth…
Many discrete optimization problems amount to selecting a feasible set of edges of least weight. We consider in this paper the context of spatial graphs where the positions of the vertices are uncertain and belong to known uncertainty sets.…
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…
For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…
We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…
We introduce and study the problem of optimizing arbitrary functions over degree sequences of hypergraphs and multihypergraphs. We show that over multihypergraphs the problem can be solved in polynomial time. For hypergraphs, we show that…
This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…
This paper considers a distributed convex optimization problem with inequality constraints over time-varying unbalanced digraphs, where the cost function is a sum of local objectives, and each node of the graph only knows its local…