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In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

Optimization and Control · Mathematics 2025-04-11 Ruichuan Huang , Jiawei Zhang , Ahmet Alacaoglu

A trajectory-following primal--dual interior-point method solves nonlinear optimization problems with inequality and equality constraints by approximately finding points satisfying perturbed Karush--Kuhn--Tucker optimality conditions for a…

Optimization and Control · Mathematics 2025-07-03 Pim Heeman , Anders Forsgren

The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often consist of non-differentiable components, posing challenges for…

Numerical Analysis · Mathematics 2023-04-11 Ziruo Cai , Jinglai Li , Xiaoqun Zhang

We propose a new primal-dual algorithmic framework for a prototypical constrained convex optimization template. The algorithmic instances of our framework are universal since they can automatically adapt to the unknown Holder continuity…

Optimization and Control · Mathematics 2015-11-09 Alp Yurtsever , Quoc Tran-Dinh , Volkan Cevher

The problem of finding a maximum size matching in a graph (known as the maximum matching problem) is one of the most classical problems in computer science. Despite a significant body of work dedicated to the study of this problem in the…

Data Structures and Algorithms · Computer Science 2021-09-14 Moran Feldman , Ariel Szarf

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

The primal-dual scheme has been used to provide approximation algorithms for many problems. Goemans and Williamson gave a (2-1/(n-1))-approximation for the Prize-Collecting Steiner Tree Problem that runs in O(n^3 log n) time. it applies the…

Data Structures and Algorithms · Computer Science 2010-06-21 Paulo Feofiloff , Cristina G. Fernandes , Carlos E. Ferreira , Jose Coelho de Pina

We study the classical scheduling problem on parallel machines %with precedence constraints where the precedence graph has the bounded depth $h$. Our goal is to minimize the maximum completion time. We focus on developing approximation…

Data Structures and Algorithms · Computer Science 2023-02-02 Bin Fu , Yumei Huo , Hairong Zhao

We give a simple approximation algorithm for a common generalization of many previously studied extensions of the maximum size stable matching problem with ties. These generalizations include the existence of critical vertices in the graph,…

Data Structures and Algorithms · Computer Science 2024-02-23 Gergely Csáji

Augmented Lagrangian and optimistic primal--dual methods stabilize equality-constrained optimization through seemingly different mechanisms: the former adds constraint-dependent primal curvature, while the latter adds dual memory. Recent…

Machine Learning · Computer Science 2026-05-08 Jiayi Zhao

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

For a connected weighted hypergraph, we give a randomized almost-linear-time solver for the Poisson problem for the cut-based hypergraph Laplacian in the natural input size $P=\sum_{e\in E}|e|$, the sum of hyperedge sizes. For every fixed…

Data Structures and Algorithms · Computer Science 2026-05-01 Yuichi Yoshida

We study budget constrained network upgradeable problems. We are given an undirected edge weighted graph $G=(V,E)$ where the weight an edge $e \in E$ can be upgraded for a cost $c(e)$. Given a budget $B$ for improvement, the goal is to find…

Data Structures and Algorithms · Computer Science 2014-12-12 Debjyoti Saharoy , Sandeep Sen

In this paper, we consider solving a composite optimization problem with coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions…

Optimization and Control · Mathematics 2021-08-30 Jianzheng Wang , Guoqiang Hu

The basic goal of survivable network design is to build cheap networks that guarantee the connectivity of certain pairs of nodes despite the failure of a few edges or nodes. A celebrated result by Jain [Combinatorica'01] provides a…

Data Structures and Algorithms · Computer Science 2022-04-21 Fabrizio Grandoni , Afrouz Jabal Ameli , Vera Traub

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…

Optimization and Control · Mathematics 2026-04-30 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

With the help of a logarithmic barrier augmented Lagrangian function, we can obtain closed-form solutions of slack variables of logarithmic-barrier problems of nonlinear programs. As a result, a two-parameter primal-dual nonlinear system is…

Optimization and Control · Mathematics 2018-07-10 Yu-Hong Dai , Xin-Wei Liu , Jie Sun

The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function…

Analysis of PDEs · Mathematics 2020-12-30 Darya E. Apushkinskaya , Sergey I. Repin

Exact solution of hard combinatorial optimization problems often relies on strong convex relaxations, but solving these relaxations repeatedly inside a branch-and-bound algorithm can be prohibitively expensive. Hence, we consider this…

Machine Learning · Computer Science 2026-05-11 Hao Chen , Chendi Qian , Christopher Morris , Andrea Lodi , Can Li