Related papers: An Efficient Primal-Dual Algorithm for Fair Combin…
An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…
We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an intractable estimation problem as one defined on a more tractable graph,…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…
Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…
In this paper, we consider a class of finite-sum convex optimization problems whose objective function is given by the summation of $m$ ($\ge 1$) smooth components together with some other relatively simple terms. We first introduce a…
In VLSI physical design, many algorithms require the solution of difficult combinatorial optimization problems such as max/min-cut, max-flow problems etc. Due to the vast number of elements typically found in this problem domain, these…
Generalized additive index models (GAIMs) offer a flexible semiparametric framework for capturing complex data relationships, balancing the interpretability of parametric models with the flexibility of nonparametric approaches. However,…
In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…
Many problems in real life can be converted to combinatorial optimization problems (COPs) on graphs, that is to find a best node state configuration or a network structure such that the designed objective function is optimized under some…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…
Combinatorial optimization problems are crucial in industry. However, many COPs are NP-hard, causing the search space to grow exponentially with problem size and rendering large-scale instances computationally intractable. Conventional…
Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…
In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step…
This paper deals with fairness in stable marriage problems. The idea studied here is to achieve fairness thanks to a Generalized Gini Index (GGI), a well-known criterion in inequality measurement, that includes both the egalitarian and…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…
The Knapsack Problem is a classic problem in combinatorial optimisation. Solving these problems may be computationally expensive. Recent years have seen a growing interest in the use of deep learning methods to approximate the solutions to…