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Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…

Data Structures and Algorithms · Computer Science 2014-08-06 Nguyen Kim Thang

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

In this paper, we proposed an interior point method for constrained optimization, which is characterized by the using of quasi-tangential subproblem. This algorithm follows the main ideas of primal dual interior point methods and…

Optimization and Control · Mathematics 2015-09-10 Songqiang Qiu , Zhongwen Chen

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre

The continuous nonlinear resource allocation problem (CONRAP) has broad applications in economics, engineering, production and inventory management, and often serves as a subproblem in complex programming. Without relying on monotonicity…

Optimization and Control · Mathematics 2025-01-10 Kaixiang Hu , Caixia Kou , Jianhua Yuan

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

Optimization and Control · Mathematics 2022-08-31 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing…

Optimization and Control · Mathematics 2020-08-31 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…

Optimization and Control · Mathematics 2014-10-01 Ion Necoara , Valentin Nedelcu

In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The main structural property used in our analysis is the…

Optimization and Control · Mathematics 2014-12-08 Yu. Nesterov , Levent Tuncel

Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…

Optimization and Control · Mathematics 2022-10-31 Alberto De Marchi

Many algorithms in verification and automated reasoning leverage some form of duality between proofs and refutations or counterexamples. In most cases, duality is only used as an intuition that helps in understanding the algorithms and is…

Programming Languages · Computer Science 2025-01-06 Takeshi Tsukada , Hiroshi Unno , Oded Padon , Sharon Shoham

In this paper, we consider a primal-dual domain decomposition method for total variation regularized problems appearing in mathematical image processing. The model problem is transformed into an equivalent constrained minimization problem…

Numerical Analysis · Mathematics 2019-12-10 Chang-Ock Lee , Jongho Park

This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…

Optimization and Control · Mathematics 2025-11-11 Alberto De Marchi , Tim Hoheisel , Patrick Mehlitz

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

We investigate Lagrangian duality for nonconvex optimization problems. To this aim we use the $\Phi$-convexity theory and minimax theorem for $\Phi$-convex functions. We provide conditions for zero duality gap and strong duality. Among the…

Optimization and Control · Mathematics 2020-11-19 Ewa M. Bednarczuk , Monika Syga

We consider a primal-dual algorithm for minimizing $f(x)+h\square l(Ax)$ with Fr\'echet differentiable $f$ and $l^*$. This primal-dual algorithm has two names in literature: Primal-Dual Fixed-Point algorithm based on the Proximity Operator…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Ming Yan

General nonconvex optimization problems are studied by using the canonical duality-triality theory. The triality theory is proved for sums of exponentials and quartic polynomials, which solved an open problem left in 2003. This theory can…

Optimization and Control · Mathematics 2016-01-20 D. M. Morales Silva , D. Y. Gao

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based…

Optimization and Control · Mathematics 2014-01-30 Yi Chen , David Y Gao