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Learning to Optimize (LtO) is a problem setting in which a machine learning (ML) model is trained to emulate a constrained optimization solver. Learning to produce optimal and feasible solutions subject to complex constraints is a difficult…
Learning to optimize (L2O) has recently emerged as a promising approach to solving optimization problems by exploiting the strong prediction power of neural networks and offering lower runtime complexity than conventional solvers. While L2O…
Learning to Optimize (L2O) is a subfield of machine learning (ML) in which ML models are trained to solve parametric optimization problems. The general goal is to learn a fast approximator of solutions to constrained optimization problems,…
The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
Learning-to-optimize (L2O) is an emerging research area in large-scale optimization with applications in data science. Recently, researchers have proposed a novel L2O framework called learned mirror descent (LMD), based on the classical…
This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
Learning to Optimize (L2O) has drawn increasing attention as it often remarkably accelerates the optimization procedure of complex tasks by ``overfitting" specific task type, leading to enhanced performance compared to analytical…
Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…
This paper explores the benefit of using some of the machine learning techniques and Big data optimization tools in approximating maximum likelihood (ML) detection of Large Scale MIMO systems. First, large scale MIMO detection problem is…
This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…
We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…
Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…
This paper proposes a multiblock alternating direction method of multipliers for solving a class of multiblock nonsmooth nonconvex optimization problem with nonlinear coupling constraints. We employ a majorization minimization procedure in…
Learning to Optimize (L2O) stands at the intersection of traditional optimization and machine learning, utilizing the capabilities of machine learning to enhance conventional optimization techniques. As real-world optimization problems…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
Learning to optimize (L2O) is an emerging approach that leverages machine learning to develop optimization methods, aiming at reducing the laborious iterations of hand engineering. It automates the design of an optimization method based on…
The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…
The increasing reliance on numerical methods for controlling dynamical systems and training machine learning models underscores the need to devise algorithms that dependably and efficiently navigate complex optimization landscapes.…