Related papers: Algorithms and Convergence Results of Projection M…
Financial networks raise a significant computational challenge in identifying insolvent firms and evaluating their exposure to systemic risk. This task, known as the clearing problem, is computationally tractable when dealing with simple…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
We consider the convex feasibility problem (CFP) in Hilbert space and concentrate on the study of string-averaging projection (SAP) methods for the CFP, analyzing their convergence and their perturbation resilience. In the past, SAP methods…
The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…
Tree projections provide a unifying framework to deal with most structural decomposition methods of constraint satisfaction problems (CSPs). Within this framework, a CSP instance is decomposed into a number of sub-problems, called views,…
Federated learning enables training on a massive number of edge devices. To improve flexibility and scalability, we propose a new asynchronous federated optimization algorithm. We prove that the proposed approach has near-linear convergence…
While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…
It has been shown that optimizing quadratic costs while stabilizing affine control systems to desired (sets of) states subject to state and control constraints can be reduced to a sequence of Quadratic Programs (QPs) by using Control…
We study sampling problems associated with potentials that lack smoothness. The potentials can be either convex or non-convex. Departing from the standard smooth setting, the potentials are only assumed to be weakly smooth or non-smooth, or…
The goal of the \emph{alignment problem} is to align a (given) point cloud $P = \{p_1,\cdots,p_n\}$ to another (observed) point cloud $Q = \{q_1,\cdots,q_n\}$. That is, to compute a rotation matrix $R \in \mathbb{R}^{3 \times 3}$ and a…
We propose algorithms and software for computing projections onto the intersection of multiple convex and non-convex constraint sets. The software package, called SetIntersectionProjection, is intended for the regularization of inverse…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
We study some methods of subgradient projections for solving a convex feasibility problem with general (not necessarily hyperplanes or half-spaces) convex sets in the inconsistent case and propose a strategy that controls the relaxation…
Many problems in power systems involve optimizing a certain objective function subject to power flow equations and engineering constraints. A long-standing challenge in solving them is the nonconvexity of their feasible sets. In this paper,…
This paper deals with the convex feasibility problem, where the feasible set is given as the intersection of a (possibly infinite) number of closed convex sets. We assume that each set is specified algebraically as a convex inequality,…
We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm…
Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…
A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…
A Constraint Satisfaction Problem (CSP) is a computational problem where we are given variables and constraints about them; the question is whether the variables can be assigned values such that all constraints are satisfied. We give an…