Universal Average-Case Optimality of Polyak Momentum

d2l-ai/d2l-en 19 Aug 2020

Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives.

Optimization and Control

Differentiating through Log-Log Convex Programs

cvxgrp/cvxpy 27 Apr 2020

We use the adjoint of the derivative to implement differentiable log-log convex optimization layers in PyTorch and TensorFlow.

Optimization and Control

Disciplined Quasiconvex Programming

cvxgrp/cvxpy 2 May 2019

We present a composition rule involving quasiconvex functions that generalizes the classical composition rule for convex functions.

Optimization and Control Mathematical Software

A Rewriting System for Convex Optimization Problems

cvxgrp/cvxpy 13 Sep 2017

We describe a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces.

Optimization and Control Mathematical Software

Solving N-player dynamic routing games with congestion: a mean field approach

deepmind/open_spiel 22 Oct 2021

The recent emergence of navigational tools has changed traffic patterns and has now enabled new types of congestion-aware routing control like dynamic road pricing.

Dynamical Systems Systems and Control Systems and Control Optimization and Control

Computing in Operations Research using Julia

JuliaOpt/JuMP.jl 5 Dec 2013

The state of numerical computing is currently characterized by a divide between highly efficient yet typically cumbersome low-level languages such as C, C++, and Fortran and highly expressive yet typically slow high-level languages such as Python and MATLAB.

Optimization and Control Numerical Analysis Programming Languages

Convex optimization

cvxgrp/cvxpylayers 3 Jun 2021

First of all, the authors focused on the program of a two-semester course of lectures on convex optimization, which is given to students of MIPT.

Optimization and Control Numerical Analysis Numerical Analysis 65-01, 90-01, 65K05, 90C30, 90C90 G.1.6

Last-mile Delivery: Optimal Locker Location Under Multinomial Logit Choice Model

ljvmiranda921/pyswarms 24 Feb 2020

Motivated by a real case in Singapore, we consider a POP-Locker Alliance who operates a set of POP-stations and wishes to improve the last-mile delivery by opening new locker facilities.

Optimization and Control

Optimization-Based Autonomous Racing of 1:43 Scale RC Cars

alexliniger/MPCC 20 Nov 2017

This paper describes autonomous racing of RC race cars based on mathematical optimization.

Optimization and Control Robotics Systems and Control

Several new quadrature formulas for polynomial integration in the triangle

nschloe/quadpy 27 Jan 2005

We present several new quadrature formulas in the triangle for exact integration of polynomials.

Numerical Analysis 65D30 (Secondary), 65D32 (Primary), 65M60, 65M70, 41A10