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The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…
Bi-objective optimization problems on matroids are in general intractable and their corresponding decision problems are in general NP-hard. However, if one of the objective functions is restricted to binary cost coefficients the problem…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
In this paper, we first introduce a preconditioned primal-dual gradient algorithm based on conjugate duality theory. This algorithm is designed to solve composite optimization problem whose objective function consists of two summands: a…
This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…
Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
Given a convex optimization problem and its dual, there are many possible first-order algorithms. In this paper, we show the equivalence between mirror descent algorithms and algorithms generalizing the conditional gradient method. This is…
This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which…
This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…
Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…
This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…
We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where…
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…
Resource allocation in the multiple-input multiple-output (MIMO) multiple access channel (MAC) is a fundamental problem in multiuser communications, yet it is increasingly treated as non-convex and computationally intractable. This has…
We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral…