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This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
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…
Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…
This paper describes an approximate method for global optimization of polynomial programming problems with bounded variables. The method uses a reformulation and linearization technique to transform the original polynomial optimization…
This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A linear convergence rate under the strong second-order…
Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear…
We present an active-set method for minimizing an objective that is the sum of a convex quadratic and $\ell_1$ regularization term. Unlike two-phase methods that combine a first-order active set identification step and a subspace phase…
Neural algorithmic reasoning (NAR) is a growing field that aims to embed algorithmic logic into neural networks by imitating classical algorithms. In this extended abstract, we detail our attempt to build a neural algorithmic reasoner that…
In the first part of this paper, we prove that, under some natural non-degeneracy assumptions, the Greedy Parabolic Target-Following Method, based on {\em universal tangent direction} has a favorable local behavior. In view of its global…
In this paper, we investigate the possibility of improving the performance of multi-objective optimization solution approaches using machine learning techniques. Specifically, we focus on multi-objective binary linear programs and employ…
The aims of this article are two-fold. First, we give a geometric characterization of the optimal basic solutions of the general linear programming problem (no compactness assumptions) and provide a simple, self-contained proof of it…
Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…
In this paper, we present a two-phase augmented Lagrangian method, called QSDPNAL, for solving convex quadratic semidefinite programming (QSDP) problems with constraints consisting of a large number of linear equality, inequality…
In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…
In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…
In this paper we study an unconventional inexact Augmented Lagrangian Method (ALM) for convex optimization problems, as first proposed by Bertsekas, wherein the penalty term is a potentially non-Euclidean norm raised to a power between one…
In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…
Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…
Multicriterion optimization and Pareto optimality are fundamental tools in economics. In this paper we propose a new relaxation method for solving multiple objective quadratic programming problems. Exploiting the technique of the linear…