Related papers: An asymptotically superlinearly convergent semismo…
This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method for solving smooth nonconvex composite optimization problems with nonlinear $\cal K$-convex constraints, i.e., the constraints are convex with respect to…
This paper is concerned with the modeling errors appeared in the numerical methods of inverse medium scattering problems (IMSP). Optimization based iterative methods are wildly employed to solve IMSP, which are computationally intensive due…
Most linear algebra kernels in interior point methods for linear programming require the solution of linear systems of equation with the matrix $N = A^TD^{-1}A$ (or $AD^{-1}A^T$), where $A$ denotes the constraint matrix of the linear…
We present PDLP, a practical first-order method for linear programming (LP) that can solve to the high levels of accuracy that are expected in traditional LP applications. In addition, it can scale to very large problems because its core…
This paper presents three quantum interior-point methods (QIPMs) tailored to tackle the DC optimal power flow (DCOPF) problem using noisy intermediate-scale quantum devices. The optimization model is redefined as a linearly constrained…
In-memory computing (IMC) with non-volatile memories (NVMs) has emerged as a promising approach to address the rapidly growing computational demands of Deep Neural Networks (DNNs). Mapping DNN layers spatially onto NVM-based IMC…
Large language models (LLMs) have shown remarkable abilities in diverse natural language processing (NLP) tasks. The LLMs generally undergo supervised fine-tuning (SFT) followed by preference alignment to be usable in downstream…
In this paper, we put forth distributed algorithms for solving loosely coupled unconstrained and constrained optimization problems. Such problems are usually solved using algorithms that are based on a combination of decomposition and first…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
We propose a primal-dual interior-point (PDIP) method for solving quadratic programming problems with linear inequality constraints that typically arise form MPC applications. We show that the solver converges (locally) quadratically to a…
In this paper, we aim to solve high dimensional convex quadratic programming (QP) problems with a large number of quadratic terms, linear equality and inequality constraints. In order to solve the targeted {\bf QP} problems to a desired…
Large language models (LLMs) have revolutionized natural language processing (NLP) by excelling at understanding and generating human-like text. However, their widespread deployment can be prohibitively expensive. SortedNet is a recent…
Linear programming relaxations are central to {\sc map} inference in discrete Markov Random Fields. The ability to properly solve the Lagrangian dual is a critical component of such methods. In this paper, we study the benefit of using…
The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value of the barrier parameter. Newton iterations give high…
Seeking tighter relaxations of combinatorial optimization problems, semidefinite programming is a generalization of linear programming that offers better bounds and is still polynomially solvable. Yet, in practice, a semidefinite program is…
Automated Program Repair (APR) for introductory programming assignments (IPAs) is motivated by the large number of student enrollments in programming courses each year. Since providing feedback on IPAs requires substantial time and effort…
Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…
We introduce a new quantum optimization algorithm for dense Linear Programming problems, which can be seen as the quantization of the Interior Point Predictor-Corrector algorithm \cite{Predictor-Corrector} using a Quantum Linear System…
This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…
This paper considers how to fuse Machine Learning (ML) and optimization to solve large-scale Supply Chain Planning (SCP) optimization problems. These problems can be formulated as MIP models which feature both integer (non-binary) and…