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The Arrow Decomposition (AD) technique, initially introduced in [Mathematical Programming 190(1-2) (2021), pp 105-134], demonstrated superior scalability over the classical chordal decomposition in the context of Linear Matrix Inequalities…

Optimization and Control · Mathematics 2025-09-04 Marouan Handa , Marek Tyburec , Giovanni Fantuzzi , Victor Magron , Michal Kočvara

This paper aims to present a fairly accessible generalization of several symmetric Gauss-Seidel decomposition based multi-block proximal alternating direction methods of multipliers (ADMMs) for convex composite optimization problems. The…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh , Ning Zhang

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

Optimization and Control · Mathematics 2015-06-24 Min Li , Defeng Sun , Kim-Chuan Toh

The aim of this paper is to solve large-and-sparse linear Semidefinite Programs (SDPs) with low-rank solutions. We propose to use a preconditioned conjugate gradient method within second-order SDP algorithms and introduce a new efficient…

Optimization and Control · Mathematics 2021-05-19 Soodeh Habibi , Arefeh Kavand , Michal Kocvara , Michael Stingl

Low Rank Decomposition of matrix - splitting a large matrix into a product of two smaller matrix offers a means for compression that reduces the parameters of a model without sparsification, and hence delivering more speedup on modern…

Computation and Language · Computer Science 2023-09-26 Ayush Kaushal , Tejas Vaidhya , Irina Rish

In this work, we present a hardware compatible neural network training algorithm in which we used alternating direction method of multipliers (ADMM) and iterative least-square methods. The motive behind this approach was to conduct a method…

Machine Learning · Computer Science 2020-09-08 Seyedeh Niusha Alavi Foumani , Ce Guo , Wayne Luk

Alternating Direction Method of Multipliers (ADMM) algorithm has been widely adopted for solving the distributed optimization problem (DOP). In this paper, a new distributed parallel ADMM algorithm is proposed, which allows the agents to…

Optimization and Control · Mathematics 2021-11-23 Ziye Liu , Fanghong Guo , Wei Wang , Xiaoqun Wu

Low-Rank Adaptation (LoRA) fine-tunes large models by learning low-rank updates on top of frozen weights, dramatically reducing trainable parameters and memory. In this work, we address the gap between training with full steps with low-rank…

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

Optimization and Control · Mathematics 2024-11-01 Tianyun Tang , Kim-Chuan Toh

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed…

Machine Learning · Computer Science 2019-05-16 Xingyu Xie , Jianlong Wu , Zhisheng Zhong , Guangcan Liu , Zhouchen Lin

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…

Multiagent Systems · Computer Science 2021-01-05 Xiaoxue Zhang , Zilong Cheng , Jun Ma , Sunan Huang , Frank L. Lewis , Tong Heng Lee

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…

Methodology · Statistics 2015-04-28 Yue Hu , Eric Chi , Genevera I. Allen

Recently there is a line of research work proposing to employ Spectral Clustering (SC) to segment (group){Throughout the paper, we use segmentation, clustering, and grouping, and their verb forms, interchangeably.} high-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2010-10-11 Yuzhao Ni , Ju Sun , Xiaotong Yuan , Shuicheng Yan , Loong-Fah Cheong

The Cahn-Hilliard equation with Flory-Huggins potential serves as a fundamental phase field model for describing phase separation phenomena. Due to the presence of logarithmic singularities at $u=\pm 1$, the solution $u$ is constrained…

Numerical Analysis · Mathematics 2025-06-12 Ruo Li , Shengtong Liang , Zhonghua Qiao

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Optimization and Control · Mathematics 2022-03-04 Dinesh Krishnamoorthy , Vyacheslav Kungurtsev

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

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…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis