Related papers: Design and implementation of a modular interior-po…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…
This work attempts to combine the strengths of two major technologies that have matured over the last three decades: global mixed-integer nonlinear optimization and branch-and-price. We consider a class of generally nonconvex mixed-integer…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
The aim of this paper is to solve linear semidefinite programs arising from higher-order Lasserre relaxations of unconstrained binary quadratic optimization problems. For this we use an interior point method with a preconditioned conjugate…
This paper introduces a new data-driven methodology for nested logit structure discovery. Nested logit models allow the modeling of positive correlations between the error terms of the utility specifications of the different alternatives in…
In this article, we introduce a new technique for precision tuning. This problem consists of finding the least data types for numerical values such that the result of the computation satisfies some accuracy requirement. State of the art…
Numerous real-world decision-making problems can be formulated and solved using Mixed-Integer Linear Programming (MILP) models. However, the transformation of these problems into MILP models heavily relies on expertise in operations…
Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…
We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…
This paper presents a novel outer approximation algorithm for nonsmooth mixed-integer nonlinear programming (MINLP) problems. The method proceeds by fixing the integer variables and solving the resulting nonlinear convex subproblem. When…
Boundary value problems involving elliptic PDEs such as the Laplace and the Helmholtz equations are ubiquitous in mathematical physics and engineering. Many such problems can be alternatively formulated as integral equations that are…
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…
Given the limitations of current hardware, the theoretical gains promised by quantum computing remain unrealized across practical applications. But the gap between theory and hardware is closing, assisted by developments in quantum…
Linear discriminant analysis (LDA) is a powerful tool in building classifiers with easy computation and interpretation. Recent advancements in science technology have led to the popularity of datasets with high dimensions, high orders and…
We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth…
Powerful interior-point methods (IPM) based commercial solvers, such as Gurobi and Mosek, have been hugely successful in solving large-scale linear programming (LP) problems. The high efficiency of these solvers depends critically on the…
We present a novel framework for automated interior design that combines large language models (LLMs) with grid-based integer programming to jointly optimize room layout and furniture placement. Given a textual prompt, the LLM-driven agent…