random projection – Optimization Online

Distance geometry and data science

Published: 2019/09/17

Data-Mining, Global Optimization Applications, Graphs and Matroids artificial neural networks, euclidean distance, isometric embedding, machine learning, mathematical programming, random projection

Data are often represented as graphs. Many common tasks in data science are based on distances between entities. While some data science methodologies natively take graphs as their input, there are many more that take their input in vectorial form. In this survey we discuss the fundamental problem of mapping graphs to vectors, and its … Read more

Random Multi-Constraint Projection: Stochastic Gradient Methods for Convex Optimization with Many Constraints

Published: 2015/11/10, Updated: 2017/04/13

Convex and Nonsmooth Optimization convex optimization, random projection, stochastic algorithms, stochastic gradient

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex sets. We propose a class of algorithms that perform both stochastic gradient descent and random feasibility … Read more