Related papers: Practical Large-Scale Linear Programming using Pri…

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

The primal-dual splitting algorithm (PDSA) by Chambolle and Pock is efficient for solving structured convex optimization problems. It adopts an extrapolation step and achieves convergence under certain step size condition. Chang and Yang…

This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…

Deep neural networks (DNN) have achieved remarkable success in various fields, including computer vision and natural language processing. However, training an effective DNN model still poses challenges. This paper aims to propose a method…

In this paper we provide a detailed analysis of the iteration complexity of dual first order methods for solving conic convex problems. When it is difficult to project on the primal feasible set described by convex constraints, we use the…

We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general…

Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

We present a primal-dual majorization-minimization method for solving large-scale linear programs. A smooth barrier augmented Lagrangian (SBAL) function with strict convexity for the dual linear program is derived. The…

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Synthesizing large logic programs through symbolic Inductive Logic Programming (ILP) typically requires intermediate definitions. However, cluttering the hypothesis space with intensional predicates typically degrades performance. In…

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

This paper introduces HALLaR, a new first-order method for solving large-scale semidefinite programs (SDPs) with bounded domain. HALLaR is an inexact augmented Lagrangian (AL) method where the AL subproblems are solved by a novel hybrid…

We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

In this work, we revisit a classical incremental implementation of the primal-descent dual-ascent gradient method used for the solution of equality constrained optimization problems. We provide a short proof that establishes the linear…

The Symmetric Primal-Dual Symplex Pivot Decision Strategy (spdspds) is a novel iterative algorithm to solve linear programming problems. A symplex pivoting operation is simply an exchange between a basic variable and a non-basic variable,…

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

Differential Privacy (DP) is a widely adopted technique, valued for its effectiveness in protecting the privacy of task-specific datasets, making it a critical tool for large language models. However, its effectiveness in Multimodal Large…