相关论文: Log-Averaged Mirror Prox for Fast, Large-Scale Opt…

We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth…

The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original…

This work is about the use of regularized optimal-transport distances for convex, histogram-based image segmentation. In the considered framework, fixed exemplar histograms define a prior on the statistical features of the two regions in…

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

We propose PRISM-Loc - a lightweight and robust approach for localization in large outdoor environments that combines a compact topological representation with a novel scan-matching and curb-detection module operating on raw LiDAR scans.…

Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Nonlinearly constrained nonconvex and nonsmooth optimization models play an increasingly important role in machine learning, statistics and data analytics. In this paper, based on the augmented Lagrangian function we introduce a flexible…

Non-convex functional constrained optimization problems have gained substantial attention in machine learning and data science, addressing broad requirements that typically go beyond the often performance-centric objectives. An influential…

Approximate message passing (AMP) is a low-cost iterative parameter-estimation technique for certain high-dimensional linear systems with non-Gaussian distributions. However, AMP only applies to independent identically distributed (IID)…

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…

Recent research has shown that optimization proxies can be trained to high fidelity, achieving average optimality gaps under 1% for large-scale problems. However, worst-case analyses show that there exist in-distribution queries that result…

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Pose graph optimization (PGO) is fundamental to robot perception and navigation systems, serving as the mathematical backbone for solving simultaneous localization and mapping (SLAM). Existing solvers suffer from polynomial growth in…

In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…

We introduce a novel primal-dual flow for affine constrained convex optimization problems. As a modification of the standard saddle-point system, our primal-dual flow is proved to possess the exponential decay property, in terms of a…

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

We introduce Prox-ITEM, an optimal proximal gradient method for minimizing $f+g$, where $f$ is smooth and strongly convex, and $g$ is convex, proper, and lower semicontinuous. In the smooth case $g=0$, Prox-ITEM reduces to the…

Collecting well-matched multimedia datasets is crucial for training cross-modal retrieval models. However, in real-world scenarios, massive multimodal data are harvested from the Internet, which inevitably contains Partially Mismatched…