4 papers
Proximal Projection Method for Stable Linearly Constrained Optimization
Howard Heaton
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified to…
Differentiating Through Integer Linear Programs with Quadratic Regularization and Davis-Yin Splitting
Daniel McKenzie, Samy Wu Fung, Howard Heaton
In many applications, a combinatorial problem must be repeatedly solved with similar, but distinct parameters. Yet, the parameters are not directly observed; only contextual da…
Operator Splitting for Learning to Predict Equilibria in Convex Games
Daniel McKenzie, Howard Heaton, Qiuwei Li +3
Systems of competing agents can often be modeled as games. Assuming rationality, the most likely outcomes are given by an equilibrium (e.g. a Nash equilibrium). In many practical s…
Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method
Ryan J. Tibshirani, Samy Wu Fung, Howard Heaton +1
We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to s…