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We propose a new and low per-iteration complexity first-order primal-dual optimization framework for a convex optimization template with broad applications. Our analysis relies on a novel combination of three classic ideas applied to the primal-dual gap fu ...
Clustering is a classic topic in combinatorial optimization and plays a central role in many areas, including data science and machine learning. In this thesis, we first focus on the dynamic facility location problem (i.e., the facility location problem in ...
We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines the notions of smoothing and homotopy under the CGM framework, and provably achieves the optimal O(1/sqrt(k)) convergenc ...
In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturba ...
In this paper, we consider the problem of Gaussian process (GP) optimization with an added robustness requirement: The returned point may be perturbed by an adversary, and we require the function value to remain as high as possible even after this perturba ...
Multiscale integrative modeling stands at the intersection between experimental and computational techniques to predict the atomistic structures of important macromolecules. In the integrative modeling process, the experimental information is often integra ...
In a typical video rate allocation problem, the objective is to optimally distribute a source rate budget among a set of (in)dependently coded data units to minimize the total distortion. Conventional Lagrangian approaches convert the lone rate constraint ...
Unexpected disruptions occur for many reasons in railway networks and cause delays, cancellations, and, eventually,
passenger inconvenience. This thesis focuses on the railway timetable rescheduling problem from a macroscopic point of view
in case of lar ...
We develop an efficient method to perform density matrix renormalization group simulations of the SU(N) Heisenberg chain with open boundary conditions taking full advantage of the SU(N) symmetry of the problem. This method is an extension of the method pre ...
We present a novel method for convex unconstrained optimization that, without any modifications, ensures: (i) accelerated convergence rate for smooth objectives, (ii) standard convergence rate in the general (non-smooth) setting, and (iii) standard converg ...