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We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
This paper focuses on the study of a mathematical program with equilibrium constraints, where the objective and the constraint functions are all polynomials. We present a method for finding its global minimizers and global minimum using a…
In this work, we investigate the idea of variance reduction by studying its properties with general adaptive mirror descent algorithms in nonsmooth nonconvex finite-sum optimization problems. We propose a simple yet generalized framework…
Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…
Decentralized non-convex optimization is important in many problems of practical relevance. Existing decentralized methods, however, typically either lack convergence guarantees for general non-convex problems, or they suffer from a high…
The Procrustes matching (PM) problem is the problem of finding the optimal rigid motion and labeling of two point sets so that they are as close as possible. Both rigid and non-rigid shape matching problems can be formulated as PM problems.…
Reduced biquaternion (RB), as a four-dimensional algebra highly suitable for representing color pixels, has recently garnered significant attention from numerous scholars. In this paper, for color image processing problems, we introduce a…
We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…
Bilevel hyperparameter optimization has received growing attention thanks to the fast development of machine learning. Due to the tremendous size of data sets, the scale of bilevel hyperparameter optimization problem could be extremely…
In real-world scenarios, many factors may harm face recognition performance, e.g., large pose, bad illumination,low resolution, blur and noise. To address these challenges, previous efforts usually first restore the low-quality faces to…
We introduce an innovative numerical technique based on convex optimization to solve a range of infinite dimensional variational problems arising from the application of the background method to fluid flows. In contrast to most existing…
The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable completely positive cone. The major difficulty for…
Polynomial optimization problems (POPs) can be reformulated as geometric convex conic programs, as shown by Kim, Kojima, and Toh (SIOPT 30:1251-1273, 2020), though such formulations remain NP-hard. In this work, we prove that several…
We define a regularized variant of the Dual Dynamic Programming algorithm called REDDP (REgularized Dual Dynamic Programming) to solve nonlinear dynamic programming equations. We extend the algorithm to solve nonlinear stochastic dynamic…
When sum-of-squares (SOS) programs are recast as semidefinite programs (SDPs) using the standard monomial basis, the constraint matrices in the SDP possess a structural property that we call \emph{partial orthogonality}. In this paper, we…
In recent years, many estimation problems in robotics have been shown to be solvable to global optimality using their semidefinite relaxations. However, the runtime complexity of off-the-shelf semidefinite programming (SDP) solvers is up to…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
Face restoration is an inherently ill-posed problem, where additional prior constraints are typically considered crucial for mitigating such pathology. However, real-world image prior are often hard to simulate with precise mathematical…
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…
In this paper we propose a stochastic primal dual fixed point method (SPDFP) for solving the sum of two proper lower semi-continuous convex function and one of which is composite. The method is based on the primal dual fixed point method…