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We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination results for ADMM-based solvers to a broader class of…

Optimization and Control · Mathematics 2023-03-17 Yuwen Chen , Catherine Ning , Paul Goulart

We present a coordinate ascent method for a class of semidefinite programming problems that arise in non-convex quadratic integer optimization. These semidefinite programs are characterized by a small total number of active constraints and…

Optimization and Control · Mathematics 2020-07-13 Christoph Buchheim , Maribel Montenegro , Angelika Wiegele

In this chapter we derive computational complexity certifications of first order inexact dual methods for solving general smooth constrained convex problems which can arise in real-time applications, such as model predictive control. When…

Optimization and Control · Mathematics 2015-06-18 Ion Necoara , Andrei Patrascu , Angelia Nedić

The quantum many-body problem can be rephrased as a variational determination of the two-body reduced density matrix, subject to a set of N-representability constraints. The mathematical problem has the form of a semidefinite program. We…

Strongly Correlated Electrons · Physics 2011-10-27 B. Verstichel , H. van Aggelen , D. Van Neck , P. Bultinck , S. De Baerdemacker

We study two techniques to obtain new families of classical and general Dual-Feasible Functions: A conversion from minimal Gomory--Johnson functions; and computer-based search using polyhedral computation and an automatic maximality and…

Optimization and Control · Mathematics 2018-12-04 Matthias Köppe , Jiawei Wang

The primal-dual hybrid gradient (PDHG) algorithm for solving convex optimization problems that arise in tomographic imaging is revisited. In particular, simplification of the selection of step-size parameters is developed for optimization…

Optimization and Control · Mathematics 2026-04-28 Emil Y. Sidky , John Paul Phillips , Zheng Zhang , Dan Xia , Ingrid S. Reiser , Xiaochuan Pan

We consider an inertial primal-dual fixed point algorithm (IPDFP) to compute the minimizations of the following Problem (1.1). This is a full splitting approach, in the sense that the nonsmooth functions are processed individually via their…

Optimization and Control · Mathematics 2016-04-20 Meng Wen , Yu-Chao Tang , Jigen Peng

We propose a new primal-dual algorithmic framework for a prototypical constrained convex optimization template. The algorithmic instances of our framework are universal since they can automatically adapt to the unknown Holder continuity…

Optimization and Control · Mathematics 2015-11-09 Alp Yurtsever , Quoc Tran-Dinh , Volkan Cevher

In this work, we study two first-order primal-dual based algorithms, the Gradient Primal-Dual Algorithm (GPDA) and the Gradient Alternating Direction Method of Multipliers (GADMM), for solving a class of linearly constrained non-convex…

Optimization and Control · Mathematics 2018-02-27 Mingyi Hong , Jason D. Lee , Meisam Razaviyayn

In this paper we describe a deep learning--based probabilistic algorithm for integer factorisation. We use Lawrence's extension of Fermat's factorisation algorithm to reduce the integer factorisation problem to a binary classification…

Machine Learning · Computer Science 2023-08-25 Sam Blake

In this paper we present the solver DuQuad specialized for solving general convex quadratic problems arising in many engineering applications. When it is difficult to project on the primal feasible set, we use the (augmented) Lagrangian…

Optimization and Control · Mathematics 2015-04-23 Ion Necoara , Andrei Patrascu

We propose a new class of primal-dual Fejer monotone algorithms for solving systems of com- posite monotone inclusions. Our construction is inspired by a framework used by Eckstein and Svaiter for the basic problem of finding a zero of the…

Optimization and Control · Mathematics 2014-10-07 Abdullah Alotaibi , Patrick L. Combettes , N. Shahzad

This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A…

Optimization and Control · Mathematics 2021-06-29 Miguel A. Goberna , Michel Volle

Using discrete Morse theory, we give an algorithm that prunes the excess of information in the Taylor resolution and constructs a new cellular free resolution for an arbitrary monomial ideal. The pruned resolution is not simplicial in…

Commutative Algebra · Mathematics 2019-10-01 Josep Àlvarez Montaner , Oscar Fernández-Ramos , Philippe Gimenez

We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…

Optimization and Control · Mathematics 2015-11-30 Patrick L. Combettes , Jonathan Eckstein

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

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

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

In this paper we present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…

Optimization and Control · Mathematics 2017-11-07 Thomas Sherson , Richard Heusdens , W. Bastiaan Kleijn

The set of all group relaxations of an integer program contains certain special members called Gomory relaxations. A family of integer programs with a fixed coefficient matrix and cost vector but varying right hand sides is a Gomory family…

Optimization and Control · Mathematics 2007-05-23 Serkan Hosten , Rekha R. Thomas