Related papers: Iteration-complexity of an inexact proximal accele…
We introduce a twice differentiable augmented Lagrangian for nonlinear optimization with general inequality constraints and show that a strict local minimizer of the original problem is an approximate strict local solution of the augmented…
We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…
The study of nonconvex minimax games has gained significant momentum in machine learning and decision science communities due to their fundamental connections to adversarial training scenarios. This work develops a primal-dual alternating…
We introduce variable projected augmented Lagrangian (VPAL) methods for solving generalized nonlinear Lasso problems with improved speed and accuracy. By eliminating the nonsmooth variable via soft-thresholding, VPAL transforms the problem…
This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…
This work blends the inexact Newton method with iterative combined approximations (ICA) for solving topology optimization problems under the assumption of geometric nonlinearity. The density-based problem formulation is solved using a…
Iterative methods have led to better understanding and solving problems such as missing sampling, deconvolution, inverse systems, impulsive and Salt and Pepper noise removal problems. However, the challenges such as the speed of convergence…
In this paper we propose a splitting scheme which hybridizes generalized conditional gradient with a proximal step which we call CGALP algorithm, for minimizing the sum of three proper convex and lower-semicontinuous functions in real…
The existence of multiple solutions to AC optimal power flow (ACOPF) problems has been noted for decades. Existing solvers are generally successful in finding local solutions, which satisfy first and second order optimality conditions, but…
Iterative Closest Point (ICP) is a widely used method for performing scan-matching and registration. Being simple and robust method, it is still computationally expensive and may be challenging to use in real-time applications with limited…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…
We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first…
Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…
In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…
In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…
In this paper, we consider large-scale linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose a scalable \textbf{F}rank-\textbf{W}olfe based…
This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex nonsmooth composite optimization problems. Like other proximal bundle variants, RPB solves a sequence of prox bundle…
In this paper we study an algorithm for solving a minimization problem composed of a differentiable (possibly non-convex) and a convex (possibly non-differentiable) function. The algorithm iPiano combines forward-backward splitting with an…
Clustering is one of the most fundamental and important tasks in data mining. Traditional clustering algorithms, such as K-means, assign every data point to exactly one cluster. However, in real-world datasets, the clusters may overlap with…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…