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The Primal-Dual Hybrid Gradient (PDHG) algorithm is a first-order method that can exploit GPUs to solve large-scale linear programming problems. The approach can often be faster than the alternatives, simplex and interior-point methods,…

Optimization and Control · Mathematics 2026-03-04 Edward Rothberg

We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…

Machine Learning · Statistics 2021-06-16 Bowen Yuan , Yu-Sheng Li , Pengrui Quan , Chih-Jen Lin

The primal-dual algorithm recently proposed by Chambolle & Pock (abbreviated as CPA) for structured convex optimization is very efficient and popular. It was shown by Chambolle & Pock in \cite{CP11} and also by Shefi & Teboulle in…

Optimization and Control · Mathematics 2014-09-11 Raymond H. Chan , Shiqian Ma , Junfeng Yang

The traditional way of tackling discrete optimization problems is by using local search on suitably defined cost or fitness landscapes. Such approaches are however limited by the slowing down that occurs when the local minima that are a…

Disordered Systems and Neural Networks · Physics 2018-06-15 Konstantin Klemm , Anita Mehta , Peter F. Stadler

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Optimization and Control · Mathematics 2023-11-27 Yurii Nesterov

This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…

Artificial Intelligence · Computer Science 2021-07-05 Yunzhuang Shen , Yuan Sun , Andrew Eberhard , Xiaodong Li

In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…

Optimization and Control · Mathematics 2020-07-13 Quoc Tran-Dinh , Yuzixuan Zhu

The domain of online algorithms with predictions has been extensively studied for different applications such as scheduling, caching (paging), clustering, ski rental, etc. Recently, Bamas et al., aiming for an unified method, have provided…

Data Structures and Algorithms · Computer Science 2021-10-04 Nguyen Kim Thang , Christoph Durr

Parent selection in evolutionary algorithms for multi-objective optimisation is usually performed by dominance mechanisms or indicator functions that prefer non-dominated points. We propose to refine the parent selection on evolutionary…

Neural and Evolutionary Computing · Computer Science 2018-09-05 Edgar Covantes Osuna , Wanru Gao , Frank Neumann , Dirk Sudholt

In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…

Optimization and Control · Mathematics 2013-02-14 I. Necoara , J. A. K. Suykens

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

The Primal-Dual (PD) algorithm is widely used in convex optimization to determine saddle points. While the stability of the PD algorithm can be easily guaranteed, strict contraction is nontrivial to establish in most cases. This work…

Optimization and Control · Mathematics 2018-11-21 Hung D. Nguyen , Thanh Long Vu , Konstantin Turitsyn , Jean-Jacques Slotine

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

In this paper, we develop a novel radial epiderivative-based line search methods for solving nonsmooth and nonconvex box-constrained optimization problems. The rationale for employing the concept of radial epiderivatives is that they…

Optimization and Control · Mathematics 2025-04-08 Refail Kasimbeyli , Gulcin Dinc Yalcin , Gazi Bilal Yildiz , Erdener Ozcetin

In this paper we consider graph algorithms in models of computation where the space usage (random accessible storage, in addition to the read only input) is sublinear in the number of edges $m$ and the access to input data is constrained.…

Data Structures and Algorithms · Computer Science 2015-04-21 Kook Jin Ahn , Sudipto Guha

We propose a primal--dual technique that applies to infinite dimensional equality constrained problems, in particular those arising from optimal control. As an application of our general framework, we solve a control-constrained double…

Optimization and Control · Mathematics 2023-11-14 Regina S. Burachik , C. Yalçın Kaya , Xuemei Liu

Conventional solvers are often computationally expensive for constrained optimization, particularly in large-scale and time-critical problems. While this leads to a growing interest in using neural networks (NNs) as fast optimal solution…

Optimization and Control · Mathematics 2024-09-24 Minsoo Kim , Hongseok Kim

Devising efficient algorithms to solve continuously-varying strongly convex optimization programs is key in many applications, from control systems to signal processing and machine learning. In this context, solving means to find and track…

Optimization and Control · Mathematics 2020-01-09 Andrea Simonetto

In this work we tackle the path planning problem for a 21-dimensional snake robot-like manipulator, navigating a cluttered gas turbine for the purposes of inspection. Heuristic search based approaches are effective planning strategies for…

The challenge of mapping indoor environments is addressed. Typical heuristic algorithms for solving the motion planning problem are frontier-based methods, that are especially effective when the environment is completely unknown. However,…

Machine Learning · Computer Science 2022-03-01 Elchanan Zwecher , Eran Iceland , Sean R. Levy , Shmuel Y. Hayoun , Oren Gal , Ariel Barel