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Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…

Optimization and Control · Mathematics 2022-03-02 Markus Friedemann , Felix Harder , Gerd Wachsmuth

A polynomial matrix inequality is a formula asserting that a polynomial matrix is positive semidefinite. Polynomial matrix optimization concerns minimizing the smallest eigenvalue of a symmetric polynomial matrix subject to a tuple of…

Optimization and Control · Mathematics 2025-06-06 Jared Miller , Jie Wang , Feng Guo

We consider the densest submatrix problem, which seeks the submatrix of fixed size of a given binary matrix that contains the most nonzero entries. This problem is a natural generalization of fundamental problems in combinatorial…

Optimization and Control · Mathematics 2026-03-13 Valentine Olanubi , Phineas Agar , Brendan Ames

This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…

Optimization and Control · Mathematics 2024-04-15 Aaresh Bhathena , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

We study the quadratic assignment problem, in computer vision also known as graph matching. Two leading solvers for this problem optimize the Lagrange decomposition duals with sub-gradient and dual ascent (also known as message passing)…

Computer Vision and Pattern Recognition · Computer Science 2017-01-13 Paul Swoboda , Carsten Rother , Hassan Abu Alhaija , Dagmar Kainmueller , Bogdan Savchynskyy

Given an undirected graph and a size parameter $k$, the Densest $k$-Subgraph (D$k$S) problem extracts the subgraph on $k$ vertices with the largest number of induced edges. While D$k$S is NP--hard and difficult to approximate, penalty-based…

Signal Processing · Electrical Eng. & Systems 2025-11-18 Ya Liu , Junbin Liu , Wing-Kin Ma , Aritra Konar

We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…

Optimization and Control · Mathematics 2025-08-27 Alberto De Marchi , Andreas Themelis

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

Topology optimization of frame structures under free-vibration eigenvalue constraints constitutes a challenging nonconvex polynomial optimization problem with disconnected feasible sets. In this article, we first formulate it as a…

Optimization and Control · Mathematics 2025-09-08 Marek Tyburec , Michal Kočvara , Marouan Handa , Jan Zeman

We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with…

Optimization and Control · Mathematics 2020-04-21 Nimit Nimana , Narin Petrot

This paper studies convex quadratic minimization problems in which each continuous variable is coupled with a binary indicator variable. We focus on the structured setting where the Hessian matrix of the quadratic term is positive definite…

Optimization and Control · Mathematics 2026-03-03 Aaresh Bhathena , Salar Fattahi , Andrés Gómez , Simge Küçükyavuz

We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…

Optimization and Control · Mathematics 2014-12-16 Shujun Bi , Xiaolan Liu , Shaohua Pan

In mathematical optimization, second-order Newton's methods generally converge faster than first-order methods, but they require the inverse of the Hessian, hence are computationally expensive. However, we discover that on sparse graphs,…

Machine Learning · Computer Science 2022-05-30 Nima Dehmamy , Csaba Both , Jianzhi Long , Rose Yu

We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation { transforming the original…

Optimization and Control · Mathematics 2020-12-11 Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables solving constrained optimization problems on private…

Optimization and Control · Mathematics 2025-10-21 Sebastian Schlor , Andrea Iannelli , Junsoo Kim , Hyungbo Shim , Frank Allgöwer

In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…

Optimization and Control · Mathematics 2020-12-02 Qihang Lin , Runchao Ma , Yangyang Xu

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

Subgraph matching is the problem of determining the presence and location(s) of a given query graph in a large target graph. Despite being an NP-complete problem, the subgraph matching problem is crucial in domains ranging from network…

Machine Learning · Computer Science 2020-10-28 Rex , Ying , Zhaoyu Lou , Jiaxuan You , Chengtao Wen , Arquimedes Canedo , Jure Leskovec

This work focuses on learning optimization problems with quadratical interactions between variables, which go beyond the additive models of traditional linear learning. We investigate more specifically two different methods encountered in…

Machine Learning · Computer Science 2021-02-10 Mingyuan Jiu , Nelly Pustelnik , Stefan Janaqi , Mériam Chebre , Lin Qi , Philippe Ricoux
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