Publications related to On The Convergence Of The Affine Hull Of The Chvatal-Gomory Closures

Stochastic distributed learning with gradient quantization and double-variance reduction

Sebastian Urban Stich, Konstantin Mishchenko

We consider distributed optimization over several devices, each sending incremental model updates to a central server. This setting is considered, for instance, in federated learning. Various schemes have been designed to compress the model updates in orde ...

TAYLOR & FRANCIS LTD2022

Invariant integrals on topological groups

Vasco Schiavo

We generalize the fixed-point property for discrete groups acting on convex cones given by Monod in [23] to topological groups. At first, we focus on describing this fixed-point property from a functional point of view, and then we look at the class of gro ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2022

A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

On the Equivalence of Youla, System-Level, and Input-Output Parameterizations

Maryam Kamgarpour, Luca Furieri, Yu Zheng

A convex parameterization of internally stabilizing controllers is fundamental for many controller synthesis procedures. The celebrated Youla parameterization relies on a doubly coprime factorization of the system, while the recent system-level and input-o ...

2021

Integrating advanced discrete choice models in mixed integer linear optimization

Michel Bierlaire, Bernard Gendron

In many transportation systems, a mismatch between the associated design and planning decisions and the demand is typically encountered. A tailored system is not only appealing to operators, which could have a better knowledge of their operational costs, b ...

PERGAMON-ELSEVIER SCIENCE LTD2021

Efficient Sequential and Parallel Algorithms for Multistage Stochastic Integer Programming Using Proximity

Friedrich Eisenbrand, Moritz Andreas Venzin, Jana Tabea Cslovjecsek

We consider the problem of solving integer programs of the form min {c^⊺ x : Ax = b, x ∈ ℤ_{⩾ 0}}, where A is a multistage stochastic matrix in the following sense: the primal treedepth of A is bounded by a parameter d, which means that the columns of A ca ...

Schloss Dagstuhl - Leibniz-Zentrum für Informatik2021

Fast Projection Onto Convex Smooth Constraints

Maryam Kamgarpour, Andreas Krause, Ilnura Usmanova

The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is computationally demanding. In this work, we focus on projection problems where ...

PMLR2021

Deep Boltzmann Machines: Rigorous Results at Arbitrary Depth

Emanuele Mingione, Diego Alberici

A class of deep Boltzmann machines is considered in the simplified framework of a quenched system with Gaussian noise and independent entries. The quenched pressure of a K-layers spin glass model is studied allowing interactions only among consecutive laye ...

2021

Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

Ahmet Alacaoglu

Stochastic gradient descent (SGD) and randomized coordinate descent (RCD) are two of the workhorses for training modern automated decision systems. Intriguingly, convergence properties of these methods are not well-established as we move away from the spec ...

EPFL2021

Complexity of linear relaxations in integer programming

Matthias Schymura

For a set X of integer points in a polyhedron, the smallest number of facets of any polyhedron whose set of integer points coincides with X is called the relaxation complexity rc(X). This parameter was introduced by Kaibel & Weltge (2015) and captures the ...

2020

On The Convergence Of The Affine Hull Of The Chvatal-Gomory Closures

Graph Chatbot

Chat with Graph Search

Stochastic distributed learning with gradient quantization and double-variance reduction

Invariant integrals on topological groups

A first-order primal-dual method with adaptivity to local smoothness

On the Equivalence of Youla, System-Level, and Input-Output Parameterizations

Integrating advanced discrete choice models in mixed integer linear optimization

Efficient Sequential and Parallel Algorithms for Multistage Stochastic Integer Programming Using Proximity

Fast Projection Onto Convex Smooth Constraints

Deep Boltzmann Machines: Rigorous Results at Arbitrary Depth

Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

Complexity of linear relaxations in integer programming

Stochastic distributed learning with gradient quantization and double-variance reduction

Invariant integrals on topological groups

A first-order primal-dual method with adaptivity to local smoothness

Efficient Sequential and Parallel Algorithms for Multistage Stochastic Integer Programming Using Proximity

Deep Boltzmann Machines: Rigorous Results at Arbitrary Depth

Complexity of linear relaxations in integer programming

Adaptation in Stochastic Algorithms: From Nonsmooth Optimization to Min-Max Problems and Beyond

On the Equivalence of Youla, System-Level, and Input-Output Parameterizations

Fast Projection Onto Convex Smooth Constraints

Integrating advanced discrete choice models in mixed integer linear optimization