Related papers: A primal-simplex based Tardos' algorithm
This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax…
Initiated by Mulmuley, Vazirani, and Vazirani (1987), many algebraic algorithms have been developed for matching and related problems. In this paper, we review basic facts and discuss possible improvements with the aid of fast computation…
Based on a preconditioned version of the randomized block-coordinate forward-backward algorithm recently proposed in [Combettes,Pesquet,2014], several variants of block-coordinate primal-dual algorithms are designed in order to solve a wide…
This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…
We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…
Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…
The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…
We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…
We present an algorithm for approximately solving bounded convex vector optimization problems. The algorithm provides both an outer and an inner polyhedral approximation of the upper image. It is a modification of the primal algorithm…
An algorithm for numerically computing the exponential of a matrix is presented. We have derived a polynomial expansion of $e^x$ by computing it as an initial value problem using a symbolic programming language. This algorithm is shown to…
A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
Univariate polynomial root-finding is a classical subject, still important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the…
Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
We propose a very simple preprocessing algorithm for semidefinite programming. Our algorithm inspects the constraints of the problem, deletes redundant rows and columns in the constraints, and reduces the size of the variable matrix. It…
Linear algebraic expressions are the essence of many computationally intensive problems, including scientific simulations and machine learning applications. However, translating high-level formulations of these expressions to efficient…
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…
We propose a general proximal algorithm for the inversion of ill-conditioned matrices. This algorithm is based on a variational characterization of pseudo-inverses. We show that a particular instance of it (with constant regularization…