Related papers: SDPNAL$+$: A Majorized Semismooth Newton-CG Augmen…
This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…
This paper presents two new techniques relating to inexact solution of subproblems in augmented Lagrangian methods for convex programming. The first involves combining a relative error criterion for solution of the subproblems with over- or…
This paper studies a class of so-called linear semi-infinite polynomial programming (LSIPP) problems. It is a subclass of linear semi-infinite programming problems whose constraint functions are polynomials in parameters and index sets are…
Many nonconvex problems in robotics can be relaxed into convex formulations via Semi-Definite Programming (SDP) that can be solved to global optimality. The practical quality of these solutions, however, critically depends on rounding them…
We consider both facial reduction, \FRp, and symmetry reduction, \SRp, techniques for semidefinite programming, \SDPp. We show that the two together fit surprisingly well in an alternating direction method of multipliers, \ADMMp, approach.…
We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…
We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…
Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…
The linearly constrained convex composite programming problems whose objective function contains two blocks with each block being the form of nonsmooth+smooth arises frequently in multiple fields of applications. If both of the smooth terms…
This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…
In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…
We present experimental work on a primal-dual framework simultaneously approximating maximum cut and weighted fractional cut-covering instances. In this primal-dual framework, we solve a semidefinite programming (SDP) relaxation to either…
In 2020, Yamakawa and Okuno proposed a stabilized sequential quadratic semidefinite programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite optimization problems. The algorithm is shown to converge globally…
In this paper, we propose a uniform semismooth Newton-based algorithmic framework called SSNCVX for solving a broad class of convex composite optimization problems. By exploiting the augmented Lagrangian duality, we reformulate the original…
We study the maximum $k$-colorable subgraph (M$k$CS) problem, which consists in finding a largest $k$-colorable induced subgraph in a given graph. We consider a Semidefinite Programming (SDP) relaxation for the M$k$CS problem and regard its…
In semidefinite programming (SDP), a number of pre-processing techniques have been developed including chordal-completion procedures, which reduce the dimension of individual constraints by exploiting sparsity therein, and facial reduction,…
The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each…
In this paper we consider a class of structured nonsmooth difference-of-convex (DC) constrained DC program in which the first convex component of the objective and constraints is the sum of a smooth and nonsmooth functions while their…
This paper presents a computationally efficient decoder for multiple antenna systems. The proposed algorithm can be used for any constellation (QAM or PSK) and any labeling method. The decoder is based on matrix-lifting Semi-Definite…
This paper considers the decentralized optimization problem of minimizing a finite sum of strongly convex and twice continuously differentiable functions over a fixed-connected undirected network. A fully decentralized primal-dual…