Related papers: Operator splitting for a homogeneous embedding of …
We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…
We propose a novel approach to monotone operator splitting based on the notion of a saddle operator. Under investigation is a highly structured multivariate monotone inclusion problem involving a mix of set-valued, cocoercive, and…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
We propose a geometric framework to describe and analyze a wide array of operator splitting methods for solving monotone inclusion problems. The initial inclusion problem, which typically involves several operators combined through…
When binary linear error-correcting codes are used over symmetric channels, a relaxed version of the maximum likelihood decoding problem can be stated as a linear program (LP). This LP decoder can be used to decode error-correcting codes at…
Monotone operator splitting is a powerful paradigm that facilitates parallel processing for optimization problems where the cost function can be split into two convex functions. We propose a generalized form of monotone operator splitting…
We propose and study a strongly convergent inexact inertial projective splitting (PS) algorithm for finding zeros of composite monotone inclusion problems involving the sum of finitely many maximal monotone operators. Strong convergence of…
In this work, we propose and analyse two splitting algorithms for finding a zero of the sum of three monotone operators, one of which is assumed to be Lipschitz continuous. Each iteration of these algorithms require one forward evaluation…
In this paper, we present an efficient semismooth Newton method, named SSNCP, for solving a class of semidefinite programming problems. Our approach is rooted in an equivalent semismooth system derived from the saddle point problem induced…
We tackle the problem of graph partitioning for image segmentation using correlation clustering (CC), which we treat as an integer linear program (ILP). We reformulate optimization in the ILP so as to admit efficient optimization via…
This paper proposes an efficient numerical method based on second-order cone programming (SOCP) to solve dynamic optimal transport (DOT) problems with quadratic cost on staggered grid discretization. By properly reformulating discretized…
In this paper, we consider a class of structured nonconvex nonsmooth optimization problems whose objective function is the sum of three nonconvex functions, one of which is expressed in a difference-of-convex (DC) form. This problem class…
Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…
A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…
In this paper, we study parallel algorithms for the correlation clustering problem, where every pair of two different entities is labeled with similar or dissimilar. The goal is to partition the entities into clusters to minimize the number…
In this article we provide a splitting method for solving monotone inclusions in a real Hilbert space involving four operators: a maximally monotone, a monotone-Lipschitzian, a cocoercive, and a monotone-continuous operator. The proposed…
We introduce a method for sparsifying distributed algorithms and exhibit how it leads to improvements that go past known barriers in two algorithmic settings of large-scale graph processing: Massively Parallel Computation (MPC), and Local…
Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…
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…
We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…