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The extension of classical imperative programs with real-valued random variables and random branching gives rise to probabilistic programs. The termination problem is one of the most fundamental liveness properties for such programs. The…

Programming Languages · Computer Science 2021-08-09 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Petr Novotný , Jiři Zárevúcky , Đorđe Žikelić

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…

Optimization and Control · Mathematics 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

The constraint nondegeneracy condition is one of the most relevant and useful constraint qualifications in nonlinear semidefinite programming. It can be characterized in terms of any fixed orthonormal basis of the, let us say,…

Optimization and Control · Mathematics 2022-03-16 Roberto Andreani , Gabriel Haeser , Leonardo M. Mito , Héctor Ramírez

We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…

Optimization and Control · Mathematics 2018-03-07 Amir Ali Ahmadi , Raphael M. Jungers

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

This paper proposes and analyzes a dampened proximal alternating direction method of multipliers (DP.ADMM) for solving linearly-constrained nonconvex optimization problems where the smooth part of the objective function is nonseparable.…

Optimization and Control · Mathematics 2023-01-05 Weiwei Kong , Renato D. C. Monteiro

Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…

Optimization and Control · Mathematics 2021-03-26 Alp Yurtsever , Joel A. Tropp , Olivier Fercoq , Madeleine Udell , Volkan Cevher

In this paper we consider finding an approximate second-order stationary point (SOSP) of general nonconvex conic optimization that minimizes a twice differentiable function subject to nonlinear equality constraints and also a convex conic…

Optimization and Control · Mathematics 2024-09-02 Chuan He , Heng Huang , Zhaosong Lu

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…

Numerical Analysis · Mathematics 2024-04-24 N. Huang , Y. -H. Dai , D. Orban , M. A. Saunders

Semidefinite programming (SDP) provides a fundamental framework for studying properties of sum-of-squares (sos) representations of nonnegative polynomials. In this paper we study the quartic forms GF = (|x|^4 + F(x))/2 associated with…

Differential Geometry · Mathematics 2026-03-24 Jianquan Ge , Kai Jia , Yuyang Zhao

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…

Optimization and Control · Mathematics 2025-06-13 Alejandro Carderera , Sebastian Pokutta

Most numerical methods developed for solving nonlinear programming problems are designed to find points that satisfy certain optimality conditions. While the Karush-Kuhn-Tucker conditions are well-known, they become invalid when constraint…

Optimization and Control · Mathematics 2025-03-04 Huimin Li , Yuya Yamakawa , Ellen H. Fukuda , Nobuo Yamashita

In this work we present additional results related to the property of strong equivalence of logic programs. This property asserts that two programs share the same set of stable models, even under the addition of new rules. As shown in a…

Artificial Intelligence · Computer Science 2016-08-31 Pedro Cabalar

In the field of Answer Set Programming (ASP), two logic programs are strongly equivalent if they are ordinarily equivalent under any extensions. This property provides a theoretical foundation for studying many aspects of logic programs…

Logic in Computer Science · Computer Science 2021-12-07 Zhizheng Zhang , Shutao Zhang , Yanghe Feng , Bin Wang

The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces.…

Optimization and Control · Mathematics 2025-01-07 Pham Duy Khanh , Vu Vinh Huy Khoa , Boris S. Mordukhovich , Vo Thanh Phat

A dynamic sampled stochastic approximated (DS-SA) extragradient method for stochastic variational inequalities (SVI) is proposed that is \emph{robust} with respect to an unknown Lipschitz constant $L$. To the best of our knowledge, it is…

Optimization and Control · Mathematics 2017-08-28 Alfredo Iusem , Alejandro Jofré , Roberto I. Oliveira , Philip Thompson

We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite…

Optimization and Control · Mathematics 2015-05-26 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

In 2020, Yamakawa and Okuno proposed a stabilized sequential quadratic semidefinite programming (SQSDP) method for solving, in particular, degenerate nonlinear semidefinite optimization problems. The algorithm is shown to converge globally…

Optimization and Control · Mathematics 2022-04-04 Kosuke Okabe , Yuya Yamakawa , Ellen H. Fukuda

We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…

Optimization and Control · Mathematics 2017-09-05 Liwei Zhang , Yule Zhang , Jia Wu
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