Related papers: Cutting plane algorithms for nonlinear binary opti…
We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…
We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$,…
In this paper, we present several new linearizations of a quadratic binary optimization problem (QBOP), primarily using the method of aggregations. Although aggregations were studied in the past in the context of solving system of…
Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…
We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…
Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…
In recent years, there has been a surge of interest in studying different ways to reformulate nonconvex optimization problems, especially those that involve binary variables. This interest surge is due to advancements in computing…
In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
This article discusses nonconforming finite element methods for convex minimization problems and systematically derives dual mixed formulations. Duality relations lead to simple error estimates that avoid an explicit treatment of…
The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only…
We develop simple differentially private optimization algorithms that move along directions of (expected) descent to find an approximate second-order solution for nonconvex ERM. We use line search, mini-batching, and a two-phase strategy to…
This material provides thorough tutorials on some optimization techniques frequently used in various engineering disciplines, including convex optimization, linearization techniques and mixed-integer linear programming, robust optimization,…
Annealing machines specialized for combinatorial optimization problems have been developed, and some companies offer services to use those machines. Such specialized machines can only handle binary variables, and their input format is the…
This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…
Low-bit width neural networks have been extensively explored for deployment on edge devices to reduce computational resources. Existing approaches have focused on gradient-based optimization in a two-stage train-and-compress setting or as a…