Related papers: An Algorithm for Nonsymmetric Conic Optimization I…

We present a hybrid algorithm for optimizing a convex, smooth function over the cone of positive semidefinite matrices. Our algorithm converges to the global optimal solution and can be used to solve general large-scale semidefinite…

We propose a novel optimization algorithm for continuous functions using geodesics and contours under conformal mapping.The algorithm can find multiple optima by first following a geodesic curve to a local optimum then traveling to the next…

We provide two hybrid numeric-symbolic optimization algorithms, computing exact sums of nonnegative circuits (SONC) and sums of arithmetic-geometric-exponentials (SAGE) decompositions. Moreover, we provide a hybrid numeric-symbolic decision…

In this paper, we propose an efficient numerical approach for solving a specific type of quartic inhomogeneous polynomial optimization problem inspired by practical applications. The primary contribution of this work lies in establishing an…

In this note, we show a sublinear nonergodic convergence rate for the algorithm developed in [Bai, et al. Generalized symmetric ADMM for separable convex optimization. Comput. Optim. Appl. 70, 129-170 (2018)], as well as its linear…

We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of…

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

We present an efficient framework for solving algebraically-constrained global non-convex polynomial optimization problems over subsets of the hypercube. We prove the existence of an equivalent nonlinear reformulation of such problems that…

This paper studies a stochastic algorithm for linearly constrained nonconvex optimization, where the objective function is smooth but only unbiased stochastic gradients with bounded variance are available. We propose a momentum-based…

We design and analyze primal-dual, feasible interior-point algorithms (IPAs) employing full Newton steps to solve convex optimization problems in standard conic form. Unlike most nonsymmetric cone programming methods, the algorithms…

We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting an array in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric for…

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding…

In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is that only the leftmost eigenvector of a gradient-Hessian…

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…

In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…

Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…