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This paper introduces two decomposition-based methods for two-block mixed-integer linear programs (MILPs), which aim to take advantage of separable structures of the original problem by solving a sequence of lower-dimensional MILPs. The…

Optimization and Control · Mathematics 2024-01-03 Kaizhao Sun , Mou Sun , Wotao Yin

The alternating direction method of multipliers (ADMM) proposed by Glowinski and Marrocco is a benchmark algorithm for two-block separable convex optimization problems with linear equality constraints. It has been modified, specified, and…

Optimization and Control · Mathematics 2021-07-15 Bingsheng He , Shengjie Xu , Xiaoming Yuan

Mathematical modelling, particularly through approaches such as structured sparse support vector machines (SS-SVM), plays a crucial role in processing data with complex feature structures, yet efficient algorithms for distributed…

Machine Learning · Computer Science 2026-01-13 Rongmei Liang , Zizheng Liu , Xiaofei Wu , Jingwen Tu

Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…

Data Structures and Algorithms · Computer Science 2016-11-15 Zeyuan Allen-Zhu , Lorenzo Orecchia

We present a randomized maximum a posteriori (rMAP) method for generating approximate samples of posteriors in high dimensional Bayesian inverse problems governed by large-scale forward problems. We derive the rMAP approach by: 1) casting…

Computation · Statistics 2016-02-12 Kainan Wang , Tan Bui-Thanh , Omar Ghattas

Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…

Optimization and Control · Mathematics 2020-08-05 Jiawei Zhang , Zhi-Quan Luo

Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…

Optimization and Control · Mathematics 2017-11-02 Qinghua Liu , Xinyue Shen , Yuantao Gu

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

Optimization and Control · Mathematics 2021-04-02 Yang Yang , Yuchao Tang

When applying imitation learning techniques to fit a policy from expert demonstrations, one can take advantage of prior stability/robustness assumptions on the expert's policy and incorporate such control-theoretic prior knowledge…

Optimization and Control · Mathematics 2021-03-25 Aaron Havens , Bin Hu

While Large language models (LLMs) have advanced natural language processing tasks, their growing computational and memory demands make deployment on resource-constrained devices like mobile phones increasingly challenging. In this paper,…

Machine Learning · Computer Science 2025-02-13 Yiping Wang , Hanxian Huang , Yifang Chen , Jishen Zhao , Simon Shaolei Du , Yuandong Tian

Hyperspectral imagery collected from airborne or satellite sources inevitably suffers from spectral variability, making it difficult for spectral unmixing to accurately estimate abundance maps. The classical unmixing model, the linear…

Computer Vision and Pattern Recognition · Computer Science 2019-06-25 Danfeng Hong , Naoto Yokoya , Jocelyn Chanussot , Xiao Xiang Zhu

The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…

Computation · Statistics 2024-06-18 Radoslav Harman , Samuel Rosa

There has been significant recent progress on algorithms for approximating graph spanners, i.e., algorithms which approximate the best spanner for a given input graph. Essentially all of these algorithms use the same basic LP relaxation, so…

Computational Complexity · Computer Science 2019-05-21 Michael Dinitz , Yasamin Nazari , Zeyu Zhang

This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh , Ning Zhang

Probabilistic circuits (PCs) such as sum-product networks efficiently represent large multi-variate probability distributions. They are preferred in practice over other probabilistic representations such as Bayesian and Markov networks…

Machine Learning · Computer Science 2024-02-07 Shivvrat Arya , Tahrima Rahman , Vibhav Gogate

Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that the direct multi-block generalization of ADMM is not…

Optimization and Control · Mathematics 2021-07-09 Stefano Cipolla , Jacek Gondzio

Channel and frequency offset estimation is a classic topic with a large body of prior work using mainly maximum likelihood (ML) approach together with Cram\'er-Rao Lower bounds (CRLB) analysis. We provide the maximum a posteriori (MAP)…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Mingda Zhou , Zhe Feng , Xinming Huang , Youjian , Liu

The electrical network reconfiguration problem aims to minimize losses in a distribution system by adjusting switches while ensuring radial topology. The growing use of renewable energy and the complexity of managing modern power grids make…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Yacine Mokhtari , Patrick Coirault , Emmanuel Moulay , Jérôme Le Ny , Didier Larraillet

In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a…

Optimization and Control · Mathematics 2022-12-05 Mohammed Rayyan Sheriff , Debasish Chatterjee

For optimal control problems that involve planning and following a trajectory, two degree of freedom (2DOF) controllers are a ubiquitously used control architecture that decomposes the problem into a trajectory generation layer and a…

Optimization and Control · Mathematics 2023-11-14 Anusha Srikanthan , Vijay Kumar , Nikolai Matni