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This paper proposes QPALM, a proximal augmented Lagrangian method based on quadratic approximations, for solving nonlinear programming problems with weakly convex objective and constraint functions. The algorithm is constructed by…

Optimization and Control · Mathematics 2026-05-06 Yule Zhang , Benqi Liu , Xiantao Xiao , Liwei Zhang

Over the years, computational imaging with accurate nonlinear physical models has garnered considerable interest due to its ability to achieve high-quality reconstructions. However, using such nonlinear models for reconstruction is…

Optimization and Control · Mathematics 2026-02-24 Tao Hong , Thanh-an Pham , Irad Yavneh , Michael Unser

We study the problem of computing the minimum adversarial perturbation of the Nearest Neighbor (NN) classifiers. Previous attempts either conduct attacks on continuous approximations of NN models or search for the perturbation by some…

Machine Learning · Computer Science 2019-06-11 Lu Wang , Xuanqing Liu , Jinfeng Yi , Zhi-Hua Zhou , Cho-Jui Hsieh

Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…

Machine Learning · Statistics 2025-11-14 Lars van der Laan , David Hubbard , Allen Tran , Nathan Kallus , Aurélien Bibaut

In this paper we propose a distributed implementation of the relaxed Alternating Direction Method of Multipliers algorithm (R-ADMM) for optimization of a separable convex cost function, whose terms are stored by a set of interacting agents,…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Marco Todescato , Ruggero Carli , Luca Schenato

Recently the primal-dual method of multipliers (PDMM), a novel distributed optimization method, was proposed for solving a general class of decomposable convex optimizations over graphic models. In this work, we first study the convergence…

Optimization and Control · Mathematics 2017-08-24 Guoqiang Zhang , W. Bastiaan Kleijn , Richard Heusdens

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient…

Artificial Intelligence · Computer Science 2023-12-25 Augustin Parjadis , Quentin Cappart , Bistra Dilkina , Aaron Ferber , Louis-Martin Rousseau

In this paper, we study an algorithm for solving a class of nonconvex and nonsmooth nonseparable optimization problems. Based on proximal alternating linearized minimization (PALM), we propose a new iterative algorithm which combines…

Optimization and Control · Mathematics 2023-06-14 Chenzheng Guo , Jing Zhao

A novel algorithm to solve the quadratic programming problem over ellipsoids is proposed. This is achieved by splitting the problem into two optimisation sub-problems, quadratic programming over a sphere and orthogonal projection. Next, an…

Optimization and Control · Mathematics 2017-11-15 Anh-Huy Phan , Masao Yamagishi , Danilo Mandic , Andrzej Cichocki

This paper proposes an efficient adaptive variant of a quadratic penalty accelerated inexact proximal point (QP-AIPP) method proposed earlier by the authors. Both the QP-AIPP method and its variant solve linearly set constrained nonconvex…

Optimization and Control · Mathematics 2019-12-09 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

The paper focuses on the development of numerical methods for the compressible Euler equations. It is well-known that if the Mach number is small, the system becomes stiff and hence explicit schemes suffer from severe time-step…

Numerical Analysis · Mathematics 2026-04-30 Alina Chertock , Smadar Karni , Alexander Kurganov , Lorenzo Micalizzi

Building on the blueprint from Goemans and Williamson (1995) for the Max-Cut problem, we construct a polynomial-time approximation algorithm for orthogonally constrained quadratic optimization problems. First, we derive a semidefinite…

Optimization and Control · Mathematics 2026-03-17 Ryan Cory-Wright , Jean Pauphilet

This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…

Optimization and Control · Mathematics 2026-04-21 Boris S. Mordukhovich , Yixia Song , Shangzhi Zeng , Jin Zhang

Semidefinite programming (SDP) is a fundamental convex optimization problem with wide-ranging applications. However, solving large-scale instances remains computationally challenging due to the high cost of solving linear systems and…

Optimization and Control · Mathematics 2025-12-22 Hantao Nie , Dong An , Zaiwen Wen

We study the quadratic $k$-vertex-disjoint paths problem (Q-$k$-VDP), which seeks $k$ vertex-disjoint paths in a directed graph that minimize a nonconvex quadratic objective function. We formulate the problem as a binary quadratic program…

Optimization and Control · Mathematics 2026-04-07 Mingming Xu , Hao Hu

This paper investigates analytical approximate solutions for a system of multipantograph delay differential equations using the residual power series method (RPSM), which obtains a Taylor expansion of the solutions and produces the exact…

Numerical Analysis · Mathematics 2016-12-06 Iryna Komashynska , Mohammed Al-Smadi , Abdallah Al-Habahbeh , Ali Ateiwi

The so-called \emph{simplified} Wasserstein barycenter problem, also known as the cheapest hub problem, consists in selecting one point from each of $k$ given sets, each set consisting of $n$ points, with the aim of minimizing the sum of…

Optimization and Control · Mathematics 2025-11-07 Woosuk L. Jung , Henry Wolkowicz

The quadratic assignment problem (QAP) is a fundamental NP-hard task that poses significant challenges for both traditional heuristics and modern learning-based solvers. Existing QAP solvers still struggle to achieve consistently…

Machine Learning · Computer Science 2026-04-23 Yicheng Pan , Ruisong Zhou , Haijun Zou , Tianyou Li , Zaiwen Wen

In this paper we propose a modified Lie-type spectral splitting approximation where the external potential is of quadratic type. It is proved that we can approximate the solution to a one-dimensional nonlinear Schroedinger equation by…

Mathematical Physics · Physics 2022-03-17 Andrea Sacchetti

In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…

Optimization and Control · Mathematics 2024-12-10 Defeng Sun , Yancheng Yuan , Guojun Zhang , Xinyuan Zhao