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In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
In this work we investigate the min-max-min robust optimization problem and the k-adaptability robust optimization problem for binary problems with uncertain costs. The idea of the first approach is to calculate a set of k feasible…
This work proposes an accelerated primal-dual dynamical system for affine constrained convex optimization and presents a class of primal-dual methods with nonergodic convergence rates. In continuous level, exponential decay of a novel…
In this paper, we consider a nonsmooth convex finite-sum problem with a conic constraint. To overcome the challenge of projecting onto the constraint set and computing the full (sub)gradient, we introduce a primal-dual incremental gradient…
We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…
The Survivable Network Design problem (SNDP) is a well-studied problem, motivated by the design of networks that are robust to faults under the assumption that any subset of edges up to a specific number can fail. We consider non-uniform…
We consider a primal-dual algorithm for minimizing $f(x)+h\square l(Ax)$ with Fr\'echet differentiable $f$ and $l^*$. This primal-dual algorithm has two names in literature: Primal-Dual Fixed-Point algorithm based on the Proximity Operator…
Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…
We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…
The primal-dual Douglas-Rachford method is a well-known algorithm to solve optimization problems written as convex-concave saddle-point problems. Each iteration involves solving a linear system involving a linear operator and its adjoint.…
The Graph Pricing problem is among the fundamental problems whose approximability is not well-understood. While there is a simple combinatorial 1/4-approximation algorithm, the best hardness result remains at 1/2 assuming the Unique Games…
Flexible network design deals with building a network that guarantees some connectivity requirements between its vertices, even when some of its elements (like vertices or edges) fail. In particular, the set of edges (resp. vertices) of a…
We consider the \emph{Budgeted} version of the classical \emph{Connected Dominating Set} problem (BCDS). Given a graph $G$ and a budget $k$, we seek a connected subset of at most $k$ vertices maximizing the number of dominated vertices in…
We consider a variety of NP-Complete network connectivity problems. We introduce a novel dual-based approach to approximating network design problems with cut-based linear programming relaxations. This approach gives a $3/2$-approximation…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…
Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…