Related papers: DualBi: A dual bisection algorithm for non-convex …
We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…
Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…
In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…
Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…
This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…
We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…
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…
We consider a multi-agent optimization problem where agents subject to local, intermittent interactions aim to minimize a sum of local objective functions subject to a global inequality constraint and a global state constraint set. In…
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…
In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…
For a linear equality constrained convex optimization problem involving two objective functions with a ``nonsmooth" + ``nonsmooth" composite structure, we study two algorithms derived from a mixed-order dynamical system which incorporates…
We study distributed optimization in a cooperative multi-agent setting, where agents have to agree on the usage of shared resources and can communicate via a time-varying network to this purpose. Each agent has its own decision variables…
Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…