相关论文: A Theory of Composition and Duality of Extremal Op…
We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…
In this work we design graph neural network architectures that capture optimal approximation algorithms for a large class of combinatorial optimization problems, using powerful algorithmic tools from semidefinite programming (SDP).…
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…
A dominating set D in a graph G is a subset of its vertices such that every vertex of the graph which does not belong to set D is adjacent to at least one vertex from set D. A set of vertices of graph G is a global dominating set if it is a…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…
This paper considers the fixed point problem for a nonexpansive mapping on a real Hilbert space and proposes novel line search fixed point algorithms to accelerate the search. The termination conditions for the line search are based on the…
Submodularity is one of the most well-studied properties of problem classes in combinatorial optimization and many applications of machine learning and data mining, with strong implications for guaranteed optimization. In this thesis, we…
We propose a model-based, automated, bottom-up approach for design, which is applicable to various physical domains, but in this work we focus on the electrical domain. This bottom-up approach is based on a meta-topology in which each link…
Many distributed optimization algorithms achieve existentially-optimal running times, meaning that there exists some pathological worst-case topology on which no algorithm can do better. Still, most networks of interest allow for…
Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…
Motivated by federated learning, we consider the hub-and-spoke model of distributed optimization in which a central authority coordinates the computation of a solution among many agents while limiting communication. We first study some past…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
Semi-Infinite Programming (SIP) has emerged as a powerful framework for modeling problems with infinite constraints, however, its theoretical development in the context of nonconvex and large-scale optimization remains limited. In this…
In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications…
A hypergraph ${\cal F}$ is a set family defined on vertex set $V$. The dual of ${\cal F}$ is the set of minimal subsets $H$ of $V$ such that $F\cap H \ne \emptyset$ for any $F\in {\cal F}$. The computation of the dual is equivalent to many…
We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…
We present a first exact study on higher-dimensional packing problems with order constraints. Problems of this type occur naturally in applications such as logistics or computer architecture and can be interpreted as higher-dimensional…