Related papers: A Coordinate-Descent Framework to Design Low PSL/I…
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…
This paper aims to design a set of transmitting waveforms in cognitive colocated Multi-Input Multi-Output (MIMO) radar systems considering the simultaneous minimization of spatial- and the range- Integrated Sidelobe Level Ratio (ISLR). The…
We introduce an efficient and scalable method for density-based multi-material topology optimization, integrating classical mirror descent techniques with point-wise polytopal design constraints. Such constraints arise naturally in this…
In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…
In this paper, we consider the nonsmooth convex optimization problems over the fixed point constraint sets of firmly nonexpansive operators. To find an optimal solution of the problem, we present an iterative method based on the hybrid…
This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…
We investigate relaxations for a class of discrete bilevel programs where the interaction constraints linking the leader and the follower are linear. Our approach reformulates the upper-level optimality constraints by projecting the…
The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…
A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…
We consider a multistage framework introduced recently where, given a time horizon t=1,2,...,T, the input is a sequence of instances of a (static) combinatorial optimization problem I_1,I_2,...,I_T, (one for each time step), and the goal is…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
We introduce and analyze a lower envelope method (LEM) for the tracking of interfaces motion in multiphase problems. The main idea of the method is to define the phases as the regions where the lower envelope of a set of functions coincides…
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…
Simple and efficient algorithm based on heuristic search by shotgun hill climbing to construct binary sequences with small peak sidelobe levels (PSL) is suggested. The algorithm is applied for generation of binary sequences of lengths…
We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…
Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…
In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…
In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…