相关论文: Self-Certifying Primal-Dual Optimization Proxies f…

We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…

We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…

Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…

In this paper, we study the problem of minimizing a sum of convex objective functions, which are locally available to agents in a network. Distributed optimization algorithms make it possible for the agents to cooperatively solve the…

Primal-dual algorithms for the resolution of convex-concave saddle point problems usually come with one or several step size parameters. Within the range where convergence is guaranteed, choosing well the step size can make the difference…

Constrained optimization problems arise in various engineering systems such as inventory management and power grids. Standard deep neural network (DNN) based machine learning proxies are ineffective in practical settings where labeled data…

We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…

Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…

Collaborative training can improve the accuracy of a model for a user by trading off the model's bias (introduced by using data from other users who are potentially different) against its variance (due to the limited amount of data on any…

The size of deep learning models has been increasing to enhance model quality. The linear increase in training computation budget with model size means that training an extremely large-scale model is exceedingly time-consuming. Recently,…

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…

A common practice in most of deep convolutional neural architectures is to employ fully-connected layers followed by Softmax activation to minimize cross-entropy loss for the sake of classification. Recent studies show that substitution or…