Related papers: A Customized Augmented Lagrangian Method for Block…

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

In this paper we present the solver DuQuad specialized for solving general convex quadratic problems arising in many engineering applications. When it is difficult to project on the primal feasible set, we use the (augmented) Lagrangian…

The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original…

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…

Many algorithms in verification and automated reasoning leverage some form of duality between proofs and refutations or counterexamples. In most cases, duality is only used as an intuition that helps in understanding the algorithms and is…

Stochastic gradient methods (SGMs) have been widely used for solving stochastic optimization problems. A majority of existing works assume no constraints or easy-to-project constraints. In this paper, we consider convex stochastic…

Existing gradient coding schemes introduce identical redundancy across the coordinates of gradients and hence cannot fully utilize the computation results from partial stragglers. This motivates the introduction of diverse redundancies…

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Symbolic regression that aims to detect underlying data-driven models has become increasingly important for industrial data analysis. For most existing algorithms such as genetic programming (GP), the convergence speed might be too slow for…

Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…

This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…

This paper presents the Lagrangian duality theory for mixed-integer semidefinite programming (MISDP). We derive the Lagrangian dual problem and prove that the resulting Lagrangian dual bound dominates the bound obtained from the continuous…

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

This paper investigates the convex optimization problem with general convex inequality constraints. To cope with this problem, a discrete-time algorithm, called augmented primal-dual gradient algorithm (Aug-PDG), is studied and analyzed. It…

We propose a GPU-based iterative method for accelerated elastodynamic simulation with the log-barrier-based contact model. While Newton's method is a conventional choice for solving the interior-point system, the presence of ill-conditioned…

We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of…

In this paper, we develop unrolled neural networks to solve constrained optimization problems, offering accelerated, learnable counterparts to dual ascent (DA) algorithms. Our framework, termed constrained dual unrolling (CDU), comprises…

Bundle methods are often used to solve dual problems that arise from Lagrangian relaxations of large scale optimization problems. An example of such problems is the train timetabling problem. This paper focuses on solving a dual problem…

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

First-order methods (FOMs) have been widely used for solving large-scale problems. A majority of existing works focus on problems without constraint or with simple constraints. Several recent works have studied FOMs for problems with…