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Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
The minimum linear ordering problem (MLOP) generalizes well-known combinatorial optimization problems such as minimum linear arrangement and minimum sum set cover. MLOP seeks to minimize an aggregated cost $f(\cdot)$ due to an ordering…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…
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…
Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
Inverse Vandermonde matrix calculation is a long-standing problem to solve nonsingular linear system $Vc=b$ where the rows of a square matrix $V$ are constructed by progression of the power polynomials. It has many applications in…
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However,…
We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point,…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
We consider minimization of composite functions of the form $f(g(x))+h(x)$, where $f$ and $h$ are convex functions (which can be nonsmooth) and $g$ is a smooth vector mapping. In addition, we assume that $g$ is the average of finite number…
A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…
This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…
In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…
This paper is devoted to the general problem of projection onto a polyhedral convex cone generated by a finite set of generators.This problem is reformulated into projection onto the polytope obtained by simple truncation of the original…
In this paper, we present an interior point algorithm with a full-Newton step for solving a linearly constrained convex optimization problem, in which we propose a generalization of the work of Kheirfam and Nasrollahi…
When solving multi-objective programs, the number of objectives essentially determines the computing time. This can even lead to practically unsolvable problems. Consequently, it is worthwhile to reduce the number of objectives without…
This paper introduces and develops novel coderivative-based Newton methods with Wolfe linesearch conditions to solve various classes of problems in nonsmooth optimization. We first propose a generalized regularized Newton method with Wolfe…