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We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Optimization and Control · Mathematics 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…

Optimization and Control · Mathematics 2024-03-29 Richard Cole , Christoph Hertrich , Yixin Tao , László A. Végh

Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…

Optimization and Control · Mathematics 2022-02-22 Zahed Shahmoradi , Taewoo Lee

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, they lack optimization techniques that guarantee global optimality in…

Statistics Theory · Mathematics 2016-03-25 Hongcheng Liu , Tao Yao , Runze Li

The rapid progress in GPU computing has revolutionized many fields, yet its potential in mathematical programming, such as linear programming (LP), has only recently begun to be realized. This survey aims to provide a comprehensive overview…

Optimization and Control · Mathematics 2025-06-04 Haihao Lu , Jinwen Yang

We consider apictorial edge-matching puzzles, in which the goal is to arrange a collection of puzzle pieces with colored edges so that the colors match along the edges of adjacent pieces. We devise an algebraic representation for this…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Shahar Z. Kovalsky , Daniel Glasner , Ronen Basri

A new approach to the tracking of sinusoidal chirps using linear programming is proposed. It is demonstrated that the classical algorithm of McAulay and Quatieri is greedy and exhibits exponential complexity for long searches, while…

Audio and Speech Processing · Electrical Eng. & Systems 2019-01-17 Nicholas Esterer , Philippe Depalle

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Numerical Analysis · Mathematics 2023-12-13 Johannes J. Brust , Michael A. Saunders

Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…

Optimization and Control · Mathematics 2012-11-21 Yan-Qin Bai , Chuan-Hao Guo

Polyhedral projection is a main operation of the polyhedron abstract domain.It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method.In prior work, PLP was done…

Optimization and Control · Mathematics 2019-11-25 Hang Yu , David Monniaux

Puzzle solving is a combinatorial challenge due to the difficulty of matching adjacent pieces. Instead, we infer a mental image from all pieces, which a given piece can then be matched against avoiding the combinatorial explosion.…

Computer Vision and Pattern Recognition · Computer Science 2022-07-13 Davide Talon , Alessio Del Bue , Stuart James

It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…

Optimization and Control · Mathematics 2022-01-19 Xijun Li , Qingyu Qu , Fangzhou Zhu , Jia Zeng , Mingxuan Yuan , Kun Mao , Jie Wang

Recent advances in robot skill learning have unlocked the potential to construct task-agnostic skill libraries, facilitating the seamless sequencing of multiple simple manipulation primitives (aka. skills) to tackle significantly more…

Robotics · Computer Science 2024-07-18 Teng Xue , Amirreza Razmjoo , Suhan Shetty , Sylvain Calinon

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

Optimization and Control · Mathematics 2023-06-21 Jong Gwang Kim

We propose a new algorithm to solve sparse linear systems of equations over the integers. This algorithm is based on a $p$-adic lifting technique combined with the use of block matrices with structured blocks. It achieves a sub-cubic…

Symbolic Computation · Computer Science 2007-05-23 Wayne Eberly , Mark Giesbrecht , Pascal Giorgi , Arne Storjohann , Gilles Villard

Packing and covering linear programs (PC-LPs) form an important class of linear programs (LPs) across computer science, operations research, and optimization. In 1993, Luby and Nisan constructed an iterative algorithm for approximately…

Data Structures and Algorithms · Computer Science 2018-02-28 Zeyuan Allen-Zhu , Lorenzo Orecchia

We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…

Optimization and Control · Mathematics 2026-02-13 Apoorva Narula , Santanu S. Dey , Yao Xie

We introduce a generic framework for solving linear programs (LPs) with many constraints $(n \gg d)$ via adaptive sparsification. Our approach provides a principled generalization of the techniques of [Assadi '23] from matching problems to…

Quantum Physics · Physics 2025-10-10 Étienne Objois , Adrian Vladu

We distinguish two kinds of piecewise linear functions and provide an interesting representation for a piecewise linear function between two normed spaces. Based on such a representation, we study a fully piecewise linear vector…

Optimization and Control · Mathematics 2020-09-23 Xiyin Zheng , Xiaoqi Yang