Publications associées à A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming

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

Optimization Algorithms for Decentralized, Distributed and Collaborative Machine Learning

Anastasiia Koloskova

Distributed learning is the key for enabling training of modern large-scale machine learning models, through parallelising the learning process. Collaborative learning is essential for learning from privacy-sensitive data that is distributed across various ...

EPFL2024

A ride time-oriented scheduling algorithm for dial-a-ride problems

Nikolaos Geroliminis, Claudia Bongiovanni, Mor Kaspi

This paper offers a new algorithm to efficiently optimize scheduling decisions for dial-a-ride problems (DARPs), including problem variants considering electric and autonomous vehicles (e-ADARPs). The scheduling heuristic, based on linear programming theor ...

Pergamon-Elsevier Science Ltd2024

Learning to Remove Cuts in Integer Linear Programming

Volkan Cevher, Grigorios Chrysos, Efstratios Panteleimon Skoulakis

Cutting plane methods are a fundamental approach for solving integer linear programs (ILPs). In each iteration of such methods, additional linear constraints (cuts) are introduced to the constraint set with the aim of excluding the previous fractional opti ...

2024

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

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

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

Stochastic adaptive resampling for the estimation of discrete choice models

Michel Bierlaire, Nicola Marco Ortelli, Matthieu Marie Cochon de Lapparent

In the field of choice modeling, the availability of ever-larger datasets has the potential to significantly expand our understanding of human behavior, but this prospect is limited by the poor scalability of discrete choice models (DCMs): as sample sizes ...

2023

Low-Rank Tensor Methods for High-Dimensional Problems

Christoph Max Strössner

In this thesis, we propose and analyze novel numerical algorithms for solving three different high-dimensional problems involving tensors. The commonality of these problems is that the tensors can potentially be well approximated in low-rank formats. Ident ...

EPFL2023

Optimization Over Banach Spaces: A Unified View on Supervised Learning and Inverse Problems

Shayan Aziznejad

In this thesis, we reveal that supervised learning and inverse problems share similar mathematical foundations. Consequently, we are able to present a unified variational view of these tasks that we formulate as optimization problems posed over infinite-di ...

EPFL2022

Optimization and equilibrium problems with discrete choice models

Stefano Bortolomiol

Many transportation markets are characterized by oligopolistic competition. In these markets customers, suppliers and regulators make decisions that are influenced by the preferences and the decisions of all other agents. In particular, capturing and under ...

EPFL2022

A combined Control by Interconnection—Model Predictive Control design for constrained Port-Hamiltonian systems

Anna Ngoc Minh Trang Vu

This paper proposes a Control by Interconnection design, for a class of constrained Port-Hamiltonian systems, which is based on an associated Model Predictive Control optimization problem. This associated optimization problem allows to consider both state ...

2022

Yapa: Accelerated Proximal Algorithm For Convex Composite Problems

Giovanni Chierchia, Mireille El Gheche

Proximal splitting methods are standard tools for nonsmooth optimization. While primal-dual methods have become very popular in the last decade for their flexibility, primal methods may still be preferred for two reasons: acceleration schemes are more effe ...

IEEE2021

Vehicle sharing systems: A review and a holistic management framework

Michel Bierlaire, Nikola Obrenovic, Selin Ataç

Although different vehicle sharing systems (VSSs) use different vehicle types, the management challenges and optimization problems to be solved are similar or even the same. This observation led us to create a generalized and holistic VSS management framew ...

2021

An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity

Volkan Cevher, Alp Yurtsever

This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method is particularly effective for weakly constrained SDPs under appropriate regularity conditions. The key idea is to formulate an app ...

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

Addressing fairness in classification with a model-agnostic multi-objective algorithm

Boi Faltings, Claudiu-Cristian Musat, Diego Matteo Antognini

The goal of fairness in classification is to learn a classifier that does not discriminate against groups of individuals based on sensitive attributes, such as race and gender. One approach to designing fair algorithms is to use relaxations of fairness not ...

2021

Optimization Methods for Control: From Embedded Programmable Hardware to Data-Driven Process Optimization

Harsh Ambarishkumar Shukla

The research community has been making significant progress in hardware implementation, numerical computing and algorithm development for optimization-based control. However, there are two key challenges that still have to be overcome for optimization-base ...

EPFL2021

Modeling Supply Chain Disruptions: A Network Flow Approach

René Yves Glogg

Globalization, outsourcing and cost optimization have all contributed to increased supply chain vulnerability, yet our understanding of effective mitigation strategies remains limited. In our research, we study the effects of disruptions on supply chain ne ...

EPFL2021

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