Related papers: Chordal decomposition in operator-splitting method…
We consider a convex relaxation of sparse principal component analysis proposed by d'Aspremont et al. in (d'Aspremont et al. SIAM Rev 49:434-448, 2007). This convex relaxation is a nonsmooth semidefinite programming problem in which the…
Interior point methods solve small to medium sized problems to high accuracy in a reasonable amount of time. However, for larger problems as well as stochastic problems, one needs to use first-order methods such as stochastic gradient…
The Alternating Direction Method of Multipliers (ADMM) has been studied for years. The traditional ADMM algorithm needs to compute, at each iteration, an (empirical) expected loss function on all training examples, resulting in a…
In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…
There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…
Multi-block separable convex problems recently received considerable attention. This class of optimization problems minimizes a separable convex objective function with linear constraints. The algorithmic challenges come from the fact that…
Semidefinite programming (SDP) is a fundamental class of convex optimization problems with diverse applications in mathematics, engineering, machine learning, and related disciplines. This paper investigates the application of the…
Spectral deferred correction (SDC) methods are an attractive approach to iteratively computing collocation solutions to an ODE by performing so-called sweeps with a low-order time stepping method. SDC allows to easily construct high order…
In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert space, motivated by optimization problems constrained by…
Dantzig-Wolfe decomposition (DWD) is a classical algorithm for solving large-scale linear programs whose constraint matrix involves a set of independent blocks coupled with a set of linking rows. The algorithm decomposes such a model into a…
This paper introduces a parallel and distributed extension to the alternating direction method of multipliers (ADMM) for solving convex problem: minimize $\sum_{i=1}^N f_i(x_i)$ subject to $\sum_{i=1}^N A_i x_i=c, x_i\in \mathcal{X}_i$. The…
In this paper, we propose an efficient reliability based segmentation-discarding decoding (SDD) algorithm for short block-length codes. A novel segmentation-discarding technique is proposed along with the stopping rule to significantly…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…
Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…
This paper describes the adaptation of a well-scaling parallel algorithm for computing Morse-Smale segmentations based on path compression to a distributed computational setting. Additionally, we extend the algorithm to efficiently compute…
We present an approach to constructing a practical coarsening algorithm and interpolation operator for the algebraic multigrid (AMG) method, tailored towards systems of partial differential equations (PDEs) with large near-kernels, such as…
We propose AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs based on the alternating directions method of multipliers. Like dual decomposition algorithms, AD3 uses worker nodes to iteratively solve…
We propose both serial and parallel proximal (linearized) alternating direction method of multipliers (ADMM) algorithms for training residual neural networks. In contrast to backpropagation-based approaches, our methods inherently mitigate…
A novel recursive list decoding (RLD) algorithm for Reed-Muller (RM) codes based on successive permutations (SP) of the codeword is presented. A low-complexity SP scheme applied to a subset of the symmetry group of RM codes is first…