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In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

We give an approximation algorithm for packing and covering linear programs (linear programs with non-negative coefficients). Given a constraint matrix with n non-zeros, r rows, and c columns, the algorithm computes feasible primal and dual…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

We present an algorithm to compute all $n$ nondominated points of a multicriteria discrete optimization problem with $d$ objectives using at most $\mathcal{O}(n^{\lfloor d/2 \rfloor})$ scalarizations. The method is similar to algorithms by…

Optimization and Control · Mathematics 2020-04-06 Michael Joswig , Georg Loho

Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…

Optimization and Control · Mathematics 2023-07-10 Didier Chételat , Andrea Lodi

In order to use the Dual Simplex Method, one needs to prove a certain bijection between the dictionaries associated with the primal problem and those associated with its dual. We give a short conceptual proof of why this bijection exists.

Optimization and Control · Mathematics 2023-10-05 Patrick T. Perkins , Xiang Gao

In this paper we study how Lagrange duality is connected to optimization problems whose objective function is the difference of two convex functions, briefly called DC problems. We present two Lagrange dual problems, each of them obtained…

Optimization and Control · Mathematics 2024-03-19 M. D. Fajardo , J. Vidal-Nunez

We consider problems of rating alternatives based on their pairwise comparison under various assumptions, including constraints on the final scores of alternatives. The problems are formulated in the framework of tropical mathematics to…

Optimization and Control · Mathematics 2016-01-18 Nikolai Krivulin

The paper proposes a linesearch for a primal-dual method. Each iteration of the linesearch requires to update only the dual (or primal) variable. For many problems, in particular for regularized least squares, the linesearch does not…

Optimization and Control · Mathematics 2018-03-26 Yura Malitsky , Thomas Pock

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

Optimization and Control · Mathematics 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov

We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general.…

Optimization and Control · Mathematics 2025-10-08 Miroslav Rada , Milan Hladík , Elif Garajová

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Optimization and Control · Mathematics 2017-03-09 Jialei Wang , Lin Xiao

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…

Data Structures and Algorithms · Computer Science 2014-08-06 Nguyen Kim Thang

The tropical semiring is a semiring of extended real numbers, where the operations of `max' and `+' replace the usual addition and multiplication, respectively. Difference equations obtained from the ultradiscrete limit of discrete…

Dynamical Systems · Mathematics 2026-02-18 Yuki Nishida , Sennosuke Watanabe , Yoshihide Watanabe

We present an algorithm for computing zero-dimensional tropical varieties based on triangular decomposition and Newton polygon methods. From it, we derive algorithms for computing points on and links of higher-dimensional tropical…

Algebraic Geometry · Mathematics 2018-08-16 Tommy Hofmann , Yue Ren

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…

Optimization and Control · Mathematics 2018-10-05 Jacek Gondzio , E. Alper Yildirim

We consider a primal-dual algorithm for minimizing $f(x)+h\square l(Ax)$ with Fr\'echet differentiable $f$ and $l^*$. This primal-dual algorithm has two names in literature: Primal-Dual Fixed-Point algorithm based on the Proximity Operator…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Ming Yan

While the positive Grassmannian is deeply understood through the rich combinatorics of plabic graphs and positroid cells, its tropical counterpart, the positive tropical Grassmannian Trop$_{>0}G(k,n)$, has lacked a comparable structural…

Combinatorics · Mathematics 2026-04-29 Nick Early , Thomas Lam

We present a general method for obtaining strong bounds for discrete optimization problems that is based on a concept of branching duality. It can be applied when no useful integer programming model is available, and we illustrate this with…

Data Structures and Algorithms · Computer Science 2019-08-22 J. G. Benade , J. N. Hooker