5 papers · 1 filter
Diffusion-Robust Optimization over Graphs
Liviu Aolaritei, Ricky Huang, Michael I. Jordan +1
We introduce a diffusion-based uncertainty model for robust optimization on directed graphs, in which perturbations of edge weights propagate along adjacent edges and satisfy conse…
A Barrier-Metric First-Order Method for Linearly Constrained Bilevel Optimization
Tenglong Hong, Paul Grigas
We study bilevel optimization with a fixed polyhedral lower feasible set. Such problems are challenging for two reasons: active-set changes can make the upper objective nonsmooth,…
Direct Spectral Acceleration of First-Order Methods for Saddle Point Problems with Bilinear Coupling
Meng Li, Paul Grigas
We study convex-concave saddle point problems with bilinear coupling, covering linearly constrained convex optimization and more general nonsmooth or constrained models via a proxi…
Beyond Discretization: Learning the Optimal Solution Path
Qiran Dong, Paul Grigas, Vishal Gupta
Many applications require minimizing a family of optimization problems indexed by some hyperparameter to obtain an entire solution path. Traditional approaches proceed b…
Self-Supervised Penalty-Based Learning for Robust Constrained Optimization
Wyame Benslimane, Paul Grigas
We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervi…