Related papers: Local convergence analysis of augmented Lagrangian…
This paper provides an overview of the historical progression of distributed optimization techniques, tracing their development from early duality-based methods pioneered by Dantzig, Wolfe, and Benders in the 1960s to the emergence of the…
We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…
Given a dissimilarity matrix, the metric nearness problem is to find the nearest matrix of distances that satisfy the triangle inequalities. This problem has wide applications, such as sensor networks, image processing, and so on. But it is…
Kernel quantile regression (KQR) extends classical quantile regression to nonlinear settings using kernel methods, offering a powerful tool for modeling conditional distributions. However, its application to large-scale datasets remains…
This paper proposes a novel approach to solving nonlinear programming problems using a sharp augmented Lagrangian method with a smoothing technique. Traditional sharp augmented Lagrangian methods are known for their effectiveness but are…
We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…
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…
Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…
First-order methods have been popularly used for solving large-scale problems. However, many existing works only consider unconstrained problems or those with simple constraint. In this paper, we develop two first-order methods for…
This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…
A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…
We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential…
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We…
Constrained optimization is a powerful framework for enforcing requirements on neural networks. These constrained deep learning problems are typically solved using first-order methods on their min-max Lagrangian formulation, but such…
In this paper, we consider augmented Lagrangian (AL) algorithms for solving large-scale nonlinear optimization problems that execute adaptive strategies for updating the penalty parameter. Our work is motivated by the recently proposed…
In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…
Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…
In this paper, a proximal augmented Lagrangian homotopy (PAL-Hom) method for solving convex quadratic programming problems is proposed. This method takes the proximal augmented Lagrangian method as the outer iteration. To solve the proximal…
This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…