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作者:Liberti, Leo; Sager, Sebastian; Wiegele, Angelika
作者单位:Institut Polytechnique de Paris; Ecole Polytechnique; Otto von Guericke University; University of Klagenfurt
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作者:Jang, Uijeong; Gupta, Shuvomoy Das; Ryu, Ernest K.
作者单位:University of California System; University of California Los Angeles; Rice University
摘要:The accelerated composite optimization method FISTA (Beck, Teboulle 2009) is suboptimal by a constant factor, and we present a new method OptISTA that improves FISTA by a constant factor of 2. The performance estimation problem (PEP) has recently been introduced as a new computer-assisted paradigm for designing optimal first-order methods. In this work, we present a double-function stepsize-optimization PEP methodology that poses the optimization over fixed-step first-order methods for composi...
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作者:Buchheim, Christoph; Merkert, Maximilian
作者单位:Dortmund University of Technology; Braunschweig University of Technology
摘要:Many discrete optimal control problems feature combinatorial constraints on the possible switching patterns, a common example being minimum dwell-time constraints. After discretizing to a finite time grid, it is sometimes possible to give a description of the convex hull of feasible (finite-dimensional) binary controls via flow-based extended formulations. For example, this is the case if the feasible set can be characterized via finite-state automata. In this work, we aim to transfer such des...
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作者:Neuwohner, Meike
作者单位:University of London; London School Economics & Political Science
摘要:The Maximum Leaf Spanning Arborescence problem (MLSA) in directed acyclic graphs (dags) is defined as follows: Given a directed acyclic graph G and a vertex r is an element of V(G) from which every other vertex is reachable, find a spanning arborescence rooted at r maximizing the number of leaves (vertices with out-degree zero). The MLSAin dags is known to be APX-hard as reported byNadine Schwartges, Spoerhase, andWolff (Approximation and OnlineAlgorithms, Springer, Berlin Heidelberg, 2012) an...
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作者:Lasserre, Jean B.
作者单位:Centre National de la Recherche Scientifique (CNRS); Communaute d'universites et etablissements de Toulouse (Comue); Universite Toulouse 1 Capitole; Toulouse School of Economics
摘要:We consider the Moment-SOS hierarchy in polynomial optimization. We first provide a sufficient condition to solve the truncated K -moment problem associated with a given degree-2n pseudo-moment sequence phi n and a semi-algebraic set K subset of Rd . Namely, let 2v be the maximum degree of the polynomials that describe K . If the rank r of its associated moment matrix is less than n-v+1 , then phi n restricted to degree- 2n-1 moments, has an atomic representing measure supported on at most r p...
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作者:Luke, D. Russell; Schultze, Steffen; Grubmuller, Helmut
作者单位:University of Gottingen
摘要:We apply a recently developed framework for analyzing the convergence of stochastic algorithms to the general problem of large-scale nonconvex composite optimization more generally, and nonconvex likelihood maximization in particular. Our theory is demonstrated on a stochastic gradient descent algorithm for determining the electron density of a molecule from random samples of its scattering amplitude. Numerical results on an idealized synthetic example provide a proof of concept. The algorithm...
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作者:Weninger, Noah; Fukasawa, Ricardo
作者单位:University of Waterloo
摘要:In the minimum spanning tree (MST) interdiction problem, we are given a graph G=(V,E)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G=(V,E)$$\end{document} with edge weights, and want to find some X subset of E\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage...
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作者:Huang, Kun; Pu, Shi; Nedic, Angelia
作者单位:The Chinese University of Hong Kong, Shenzhen; Arizona State University-Tempe; Arizona State University; Arizona State University-Tempe
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作者:Kober, Stefan
作者单位:Universite Libre de Bruxelles
摘要:Integer programs (IPs) on constraint matrices with bounded subdeterminants are conjectured to be solvable in polynomial time. We give a strongly polynomial-time algorithm to solve IPs where the constraint matrix has bounded subdeterminants and at most two non-zeros per row after removing a constant number of rows and columns. This result extends the work by Fiorini, Joret, Weltge & Yuditsky (J. ACM 72(1), 1-50 (2025)) by allowing for additional, unifying constraints and variables. Further, we ...
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作者:Gess, Benjamin; Kassing, Sebastian
作者单位:University of Wuppertal; Technical University of Berlin; Max Planck Society
摘要:We prove explicit bounds on the exponential rate of convergence for the momentum stochastic gradient descent scheme (MSGD) for arbitrary, fixed hyperparameters (learning rate, friction parameter) and its continuous-in-time counterpart in the context of non-convex optimization. The results are shown for objective functions satisfying a local Polyak-& Lstrok;ojasiewicz inequality and under assumptions on the variance of MSGD that are satisfied in overparametrized settings. Moreover, we analyze t...