Publications associées à Derivatives with respect to metrics and applications: subgradient marching algorithm

The effect of smooth parametrizations on nonconvex optimization landscapes

We develop new tools to study landscapes in nonconvex optimization. Given one optimization problem, we pair it with another by smoothly parametrizing the domain. This is either for practical purposes (e.g., to use smooth optimization algorithms with good g ...

Springer Heidelberg2024

Spatiotemporal energy‐density distribution of time‐reversed electromagnetic fields

Farhad Rachidi-Haeri, Marcos Rubinstein, Nicolas Mora Parra, Hamidreza Karami, Elias Per Joachim Le Boudec

Time reversal exploits the invariance of electromagnetic wave propagation in reciprocal and lossless media to localize radiating sources. Time-reversed measurements are back-propagated in a simulated domain and converge to the unknown source location. The ...

2024

Perturbed Utility Stochastic Traffic Assignment

Rui Yao

This paper develops a fast algorithm for computing the equilibrium assignment with the perturbed utility route choice (PURC) model. Without compromise, this allows the significant advantages of the PURC model to be used in large-scale applications. We form ...

Informs2024

Scalable constrained optimization

Maria-Luiza Vladarean

Modern optimization is tasked with handling applications of increasingly large scale, chiefly due to the massive amounts of widely available data and the ever-growing reach of Machine Learning. Consequently, this area of research is under steady pressure t ...

EPFL2024

From low-rank retractions to dynamical low-rank approximation and back

Daniel Kressner, Axel Elie Joseph Séguin, Gianluca Ceruti

In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a useful concept for ot ...

Springer2024

Efficient and insightful descriptors for representing molecular and material space

Alexander Jan Goscinski

Data-driven approaches have been applied to reduce the cost of accurate computational studies on materials, by using only a small number of expensive reference electronic structure calculations for a representative subset of the materials space, and using ...

EPFL2024

Retraction-based numerical methods for continuation, interpolation and time integration on manifolds

Axel Elie Joseph Séguin

The goal of this thesis is the development and the analysis of numerical methods for problems where the unknown is a curve on a smooth manifold. In particular, the thesis is structured around the three following problems: homotopy continuation, curve inter ...

EPFL2023

Localizing Unsynchronized Sensors With Unknown Sources

Ivan Dokmanic, Dalia Salem Hassan Fahmy El Badawy

We propose a method for sensor array self-localization using a set of sources at unknown locations. The sources produce signals whose times of arrival are registered at the sensors. We look at the general case where neither the emission times of the source ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2023

Augmented Lagrangian Methods for Provable and Scalable Machine Learning

Mehmet Fatih Sahin

Non-convex constrained optimization problems have become a powerful framework for modeling a wide range of machine learning problems, with applications in k-means clustering, large- scale semidefinite programs (SDPs), and various other tasks. As the perfor ...

EPFL2023

RMAML: Riemannian meta-learning with orthogonality constraints

Soumava Kumar Roy

Meta-learning is the core capability that enables intelligent systems to rapidly generalize their prior ex-perience to learn new tasks. In general, the optimization-based methods formalize the meta-learning as a bi-level optimization problem, that is a nes ...

ELSEVIER SCI LTD2023

Universal and adaptive methods for robust stochastic optimization

Ali Kavis

Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...

EPFL2023

Data-Driven Control and Optimization under Noisy and Uncertain Conditions

Baiwei Guo

Control systems operating in real-world environments often face disturbances arising from measurement noise and model mismatch. These factors can significantly impact the perfor- mance and safety of the system. In this thesis, we aim to leverage data to de ...

EPFL2023

Safe Zeroth-Order Convex Optimization Using Quadratic Local Approximations

Baiwei Guo, Giancarlo Ferrari Trecate, Yuning Jiang, Maryam Kamgarpour

We address black-box convex optimization problems, where the objective and constraint functions are not explicitly known but can be sampled within the feasible set. The challenge is thus to generate a sequence of feasible points converging towards an optim ...

IEEE2023

A Spatial Branch and Bound Algorithm for Continuous Pricing with Advanced Discrete Choice Demand Modeling

Michel Bierlaire

In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...

2023

Fairness and Explainability in Clustering Problems

Xinrui Jia

In this thesis we present and analyze approximation algorithms for three different clustering problems. The formulations of these problems are motivated by fairness and explainability considerations, two issues that have recently received attention in the ...

EPFL2023

A geometric optimal control approach for imitation and generalization of manipulation skills

Sylvain Calinon, Amirreza Razmjoo Fard, Jie Zhao

Daily manipulation tasks are characterized by regular features associated with the task structure, which can be described by multiple geometric primitives related to actions and object shapes. Only using Cartesian coordinate systems cannot fully represent ...

Elsevier2023

A Gapless Post-quantum Hash Proof System in the Hamming Metric

Serge Vaudenay, Bénédikt Minh Dang Tran

A hash proof system (HPS) is a form of implicit proof of membership to a language. Out of the very few existing post-quantum HPS, most are based on languages of ciphertexts of code-based or lattice-based cryptosystems and inherently suffer from a gap cause ...

2023

An Accelerated First-Order Method for Non-convex Optimization on Manifolds

Nicolas Boumal, Christopher Arnold Criscitiello

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate first-order critical ...

SPRINGER2022

Learning to Represent and Reconstruct 3D Deformable Objects

Jan Bednarík

Representing and reconstructing 3D deformable shapes are two tightly linked problems that have long been studied within the computer vision field. Deformable shapes are truly ubiquitous in the real world, whether be it specific object classes such as human ...

EPFL2022

Continuation Methods For Riemannian Optimization

Daniel Kressner, Axel Elie Joseph Séguin

Numerical continuation in the context of optimization can be used to mitigate convergence issues due to a poor initial guess. In this work, we extend this idea to Riemannian optimization problems, that is, the minimization of a target function on a Riemann ...

SIAM PUBLICATIONS2022