Large-scale problems in data science are often modeled with optimization and solved with first-order methods that may converge at a sublinear rate. It is of interest to terminate the optimization algorithm as soon as the underlying data science task is accomplished. We analyze the complexity of first-order methods for support vector machines (SVMs) in terms … Read more
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the oblique manifold by performing the Burer-Monteiro factorization. Global convergence of the algorithm is established assuming that the subproblem is solved to certain … Read more
In large-scale AI training, Sparse Mixture-of-Experts (s-MoE) layers enable scaling by activating only a small subset of experts per token. An operational challenge in this design is load balancing: routing tokens to minimize the number of idle experts, which is important for the efficient utilization of costly GPUs and for the thorough training of architecture … Read more
The cone of positive semi-definite (SDP) matrices can be described by an infinite number of linear constraints. It is well-known that one can optimize over such a feasible area by standard Cutting Planes, but work on this idea remains a rare sight, likely due to its limited practical appeal compared to Interior Point Methods (IPMs). … Read more
We study Sparse Multiple Kernel Learning (SMKL), which is the problem of selecting a sparse convex combination of prespecified kernels for support vector binary classification. Unlike prevailing \(\ell_1\)‐regularized approaches that approximate a sparsifying penalty, we formulate the problem by imposing an explicit cardinality constraint on the kernel weights and add an \(\ell_2\) penalty for robustness. … Read more
This paper considers nonsmooth convex optimization with either a subgradient or proximal operator oracle. In both settings, we identify algorithms that achieve the recently introduced game-theoretic optimality notion for algorithms known as subgame perfection. Subgame perfect algorithms meet a more stringent requirement than just minimax optimality. Not only must they provide optimal uniform guarantees on … Read more
Power systems modeling and planning has long leveraged mathematical programming for its ability to provide optimality and feasibility guarantees. One feature that has been recognized in the optimization literature since the 1970s is the existence and meaning of multiple exact optimal and near-optimal solutions, which we call alternative solutions. In power systems modeling, the use … Read more
Consensus optimization enables autonomous agents to solve joint tasks through peer-to-peer exchanges alone. Classical decentralized gradient descent is appealing for its minimal state but fails to achieve exact consensus with fixed stepsizes unless additional trackers or dual variables are introduced. We revisit penalty methods and introduce a decentralized two-layer framework that couples an outer penalty-continuation … Read more