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In this paper, we unroll the dynamics of the dual ascent (DA) algorithm in two coupled graph neural networks (GNNs) to solve constrained optimization problems. The two networks interact with each other at the layer level to find a saddle…

Machine Learning · Computer Science 2026-02-03 Samar Hadou , Alejandro Ribeiro

In this work, we aim to compare different methods and formulations to solve a problem in air traffic management to global optimality. In particular, we focus on the aircraft deconfliction problem, where we are given n aircraft, their…

Optimization and Control · Mathematics 2025-01-14 Renan Spencer Trindade , Claudia D'Ambrosio

In the article we present a general theory of augmented Lagrangian functions for cone constrained optimization problems that allows one to study almost all known augmented Lagrangians for cone constrained programs within a unified…

Optimization and Control · Mathematics 2024-09-11 M. V. Dolgopolik

A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…

Optimization and Control · Mathematics 2020-06-23 Pascal Bianchi , Walid Hachem , Adil Salim

Augmented Lagrangian Methods (ALMs) are widely employed in solving constrained optimizations, and some efficient solvers are developed based on this framework. Under the quadratic growth assumption, it is known that the dual iterates and…

Optimization and Control · Mathematics 2024-10-31 Feng-Yi Liao , Lijun Ding , Yang Zheng

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient…

Artificial Intelligence · Computer Science 2023-12-25 Augustin Parjadis , Quentin Cappart , Bistra Dilkina , Aaron Ferber , Louis-Martin Rousseau

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…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

This paper addresses a quadratic problem with assignment constraints, an NP-hard combinatorial optimization problem arisen from facility location, multiple-input multiple-output detection, and maximum mean discrepancy calculation et al. The…

Optimization and Control · Mathematics 2025-12-15 Lijun Xie , Ran Gu , Xin Liu

We propose a mixed-integer linear program (MILP) for multi-agent motion planning that embeds Polytopic Action-based Motion Planning (PAAMP) into a sequence-then-solve pipeline. Region sequences confine each agent to adjacent convex…

Robotics · Computer Science 2026-03-19 Akshay Jaitly , Jack Cline , Siavash Farzan

This paper extends our previous work in [1],[2], on optimal scheduling of autonomous vehicle arrivals at intersections, from one to a grid of intersections. A scalable distributed Mixed Integer Linear Program (MILP) is devised that solves…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Faraz Ashtiani , S. Alireza Fayazi , Ardalan Vahidi

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

The saddle-point problems (SPPs) with nonlinear coupling operators frequently arise in various control systems, such as dynamic programming optimization, H-infinity control, and Lyapunov stability analysis. However, traditional primal-dual…

Optimization and Control · Mathematics 2025-03-21 Sai Wang , Yi Gong

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

Optimization and Control · Mathematics 2023-03-14 Kuang-Yu Ding , Xin-Yee Lam , Kim-Chuan Toh

In this letter, we consider the Multi-Robot Efficient Search Path Planning (MESPP) problem, where a team of robots is deployed in a graph-represented environment to capture a moving target within a given deadline. We prove this problem to…

Robotics · Computer Science 2021-01-14 Beatriz A. Asfora , Jacopo Banfi , Mark Campbell

In this paper, we propose an efficient algorithm for the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network…

Information Theory · Computer Science 2023-02-14 Wei-Kun Chen , Ya-Feng Liu , Fan Liu , Yu-Hong Dai , Zhi-Quan Luo

The continuous nonlinear resource allocation problem (CONRAP) has broad applications in economics, engineering, production and inventory management, and often serves as a subproblem in complex programming. Without relying on monotonicity…

Optimization and Control · Mathematics 2025-01-10 Kaixiang Hu , Caixia Kou , Jianhua Yuan

The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original…

Optimization and Control · Mathematics 2020-04-16 Dusan Jakovetic , Dragana Bajovic , Joao Xavier , Jose M. F. Moura

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2022-09-26 Agniva Chowdhury , Gregory Dexter , Palma London , Haim Avron , Petros Drineas

This paper addresses an optimization problem in satellite observation mission planning, focusing on the challenges of decentralized decision-making among satellites, which is crucial for optimizing strategies in dynamic observation…

Optimization and Control · Mathematics 2024-09-13 Vincenzo Basco