Related papers: Revisiting Spectral Bundle Methods: Primal-dual (S…
We investigate the multi-dimensional Super Resolution problem on closed semi-algebraic domains for various sampling schemes such as Fourier or moments. We present a new semidefinite programming (SDP) formulation of the 1 -minimization in…
The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…
Positive semidefinite (PSD) matrices are indispensable in many fields of science. A similarity measurement for such matrices is usually an essential ingredient in the mathematical modelling of a scientific problem. This paper proposes a…
Spectral clustering is a fast and popular algorithm for finding clusters in networks. Recently, Chaudhuri et al. (2012) and Amini et al.(2012) proposed inspired variations on the algorithm that artificially inflate the node degrees for…
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods, but scalability can be an issue. To address this shortcoming, over a decade ago, Burer and Monteiro proposed to solve SDPs with few equality…
Conventional solvers are often computationally expensive for constrained optimization, particularly in large-scale and time-critical problems. While this leads to a growing interest in using neural networks (NNs) as fast optimal solution…
In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
Our problem of interest is to cluster vertices of a graph by identifying underlying community structure. Among various vertex clustering approaches, spectral clustering is one of the most popular methods because it is easy to implement…
In semidefinite programming (SDP), a number of pre-processing techniques have been developed including chordal-completion procedures, which reduce the dimension of individual constraints by exploiting sparsity therein, and facial reduction,…
Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…
A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential…
We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our method updates only a subset of primal and dual variables with…
This paper presents a new methodology and algorithm for solving post buckling problems of a large deformed elastic beam. The total potential energy of this beam is a nonconvex functional, which can be used to model both pre- and…
This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…
A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…
We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…
Proximal bundle methods (PBM) are a powerful class of algorithms for convex optimization. Compared to gradient descent, PBM constructs more accurate surrogate models that incorporate gradients and function values from multiple past…
We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…