Related papers: An efficient active-set method with applications t…
This paper proposes a provably convergent multiblock ADMM for nonconvex optimization with nonlinear dynamics constraints, overcoming the divergence issue in classical extensions. We consider a class of optimization problems that arise from…
In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…
Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…
We present a new approach to solve the sparse approximation or best subset selection problem, namely find a $k$-sparse vector ${\bf x}\in\mathbb{R}^d$ that minimizes the $\ell_2$ residual $\lVert A{\bf x}-{\bf y} \rVert_2$. We consider a…
Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…
It is well known that there have been many numerical algorithms for solving nonsmooth minimax problems, numerical algorithms for nonsmooth minimax problems with joint linear constraints are very rare. This paper aims to discuss optimality…
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth) problems by applying well-known algorithms to composite…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
Quadratically constrained quadratic programming (QCQP) has long been recognized as a computationally challenging problem, particularly in large-scale or high-dimensional settings where solving it directly becomes intractable. The complexity…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…
Structured convex optimization on weighted graphs finds numerous applications in machine learning and computer vision. In this work, we propose a novel adaptive preconditioning strategy for proximal algorithms on this problem class. Our…
In this paper we combine two existing approaches for approximating attractors. One of them approximates the attractors arbitrarily well by sublevel sets related to solutions of infinite dimensional linear programming problems. A downside…
We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…
This paper introduces LSEMINK, an effective modified Newton-Krylov algorithm geared toward minimizing the log-sum-exp function for a linear model. Problems of this kind arise commonly, for example, in geometric programming and multinomial…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
Contact-implicit motion planning-embedding contact sequencing as implicit complementarity constraints-holds the promise of leveraging continuous optimization to discover new contact patterns online. Nevertheless, the resulting optimization,…