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We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7]…
This paper addresses the Quadratic Multiple Constraints Variable-Sized Bin Packing Problem (QMC-VSBPP), a challenging combinatorial optimization problem that generalizes the classical bin packing problem by incorporating multiple capacity…
We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…
This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…
In this paper we study nonconvex and nonsmooth optimization problems with semi-algebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector…
Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is…
This paper introduces two decomposition-based methods for two-block mixed-integer linear programs (MILPs), which aim to take advantage of separable structures of the original problem by solving a sequence of lower-dimensional MILPs. The…
In this paper, we analyze the convergence of Alternating Direction Method of Multipliers (ADMM) on convex quadratic programs (QPs) with linear equality and bound constraints. The ADMM formulation alternates between an equality constrained…
This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…
The unit commitment problem (UC) is an optimization problem concerning the operation of electrical generators. Many algorithms have been proposed for the UC and in recent years a more decentralized approach, by solving the UC with…
This paper presents a scalable online algorithm to generate safe and kinematically feasible trajectories for quadrotor swarms. Existing approaches rely on linearizing Euclidean distance-based collision constraints and on axis-wise…
Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…
This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…
Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…
This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…
Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…
We consider a class of Riemannian optimization problems where the objective is the sum of a smooth function and a nonsmooth function, considered in the ambient space. This class of problems finds important applications in machine learning…