Related papers: Augmented Lagrangian method for coupled-cluster
Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs (SDPs). Despite its empirical success, the theoretical…
In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…
The central problem in electronic structure theory is the computation of the eigenvalues of the electronic Hamiltonian -- an unbounded, self-adjoint operator acting on a Hilbert space of antisymmetric functions. Coupled cluster (CC)…
In this study, we formulate the model reduction problem of a stable and positive network system as a constrained Riemannian optimization problem with the $H^2$-error objective function of the original and reduced network systems. We improve…
The augmented Lagrangiam method (ALM), widely used in quantum chemistry constrained optimization problems, is applied in the context of the nuclear Density Functional Theory (DFT) in the self-consistent constrained Skyrme…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…
In this paper, we adopt the augmented Lagrangian method (ALM) to solve convex quadratic second-order cone programming problems (SOCPs). Fruitful results on the efficiency of the ALM have been established in the literature. Recently, it has…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
Optimization problems with convex quadratic cost and polyhedral constraints are ubiquitous in signal processing, automatic control and decision-making. We consider here an enlarged problem class that allows to encode logical conditions and…
In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…
Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…
The surge of activity in the resolution of fine scale features in the field of earth sciences over the past decade necessitates the development of robust yet simple algorithms that can tackle the various drawbacks of in silico models…
This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…
Non-unitary theories are commonly seen in the classical simulations of quantum systems. Among these theories, the method of moments of coupled-cluster equations (MMCCs) and the ensuing classes of the renormalized coupled-cluster (CC)…
Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although the augmented Lagrangian method (ALM) is well-suited for…
We study policy optimization for infinite-horizon, discounted constrained Markov decision processes (CMDPs). While existing theoretical guarantees typically hold for the mixture policy, deploying such a policy is computationally and memory…
Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of optimization algorithms. In this paper, we demonstrate that this condition alone suffices to justify the linear…
To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…
We propose a high-order version of the augmented Lagrangian method for solving convex optimization problems with linear constraints, which achieves arbitrarily fast -- and even superlinear -- convergence rates. First, we analyze the…
We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the…