The Combinatorial Brain Surgeon: Pruning Weights That Cancel One Another in Neural Networks

Neural networks tend to achieve better accuracy with training if they are larger — even if the resulting models are overparameterized. Nevertheless, carefully removing such excess parameters before, during, or after training may also produce models with similar or even improved accuracy. In many cases, that can be curiously achieved by heuristics as simple as … Read more

Mixed-Integer Programming Techniques for the Minimum Sum-of-Squares Clustering Problem

The minimum sum-of-squares clustering problem is a very important problem in data mining and machine learning with very many applications in, e.g., medicine or social sciences. However, it is known to be NP-hard in all relevant cases and to be notoriously hard to be solved to global optimality in practice. In this paper, we develop … Read more

Global Convergence of Sub-gradient Method for Robust Matrix Recovery: Small Initialization, Noisy Measurements, and Over-parameterization

In this work, we study the performance of sub-gradient method (SubGM) on a natural nonconvex and nonsmooth formulation of low-rank matrix recovery with $\ell_1$-loss, where the goal is to recover a low-rank matrix from a limited number of measurements, a subset of which may be grossly corrupted with noise. We study a scenario where the … Read more

Adaptive Nonlinear Optimization of District Heating Networks Based on Model and Discretization Catalogs

We propose an adaptive optimization algorithm for operating district heating networks in a stationary regime. The behavior of hot water flow in the pipe network is modeled using the incompressible Euler equations and a suitably chosen energy equation. By applying different simplifications to these equations, we derive a catalog of models. Our algorithm is based … Read more

A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics

We propose an algorithm for computing the projection of a symmetric second-order tensor onto the cone of negative semidefinite symmetric tensors with respect to the inner product defined by an assigned positive definite symmetric fourth-order tensor C. The projection problem is written as a semidefinite programming problem and an algorithm based on a primal-dual path-following … Read more

Stable Recovery of Sparse Signals With Non-convex Weighted $r$-Norm Minus $1$-Norm

Given the measurement matrix $A$ and the observation signal $y$, the central purpose of compressed sensing is to find the most sparse solution of the underdetermined linear system $y=Ax+z$, where $x$ is the $s$-sparse signal to be recovered and $z$ is the noise vector. Zhou and Yu \cite{Zhou and Yu 2019} recently proposed a novel … Read more

Distributionally Robust Modeling of Optimal Control

The aim of this paper is to formulate several questions related to distributionally robust Stochastic Optimal Control modeling. As an example, the distributionally robust counterpart of the classical inventory model is discussed in details. Finite and infinite horizon stationary settings are considered. Article Download View Distributionally Robust Modeling of Optimal Control

An MISOCP-Based Decomposition Approach for the Unit Commitment Problem with AC Power Flows

Unit Commitment (UC) and Optimal Power Flow (OPF) are two fundamental problems in short-term electric power systems planning that are traditionally solved sequentially. The state-of-the-art mostly uses a direct current flow approximation of the power flow equations in the UC-level and the generator commitments obtained are sent as input to the OPF-level. However, such an … Read more

Time-series aggregation for the optimization of energy systems: goals, challenges, approaches, and opportunities

The rising significance of renewable energy increases the importance of representing time-varying input data in energy system optimization studies. Time-series aggregation, which reduces temporal model complexity, has emerged in recent years to address this challenge. We provide a comprehensive review of time-series aggregation for the optimization of energy systems. We show where time series affect … Read more