Related papers: Parallel Graver Basis Extraction for Nonlinear Int…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…
Linearized alternating direction method of multipliers (ADMM) as an extension of ADMM has been widely used to solve linearly constrained problems in signal processing, machine leaning, communications, and many other fields. Despite its…
We present an efficient framework for solving algebraically-constrained global non-convex polynomial optimization problems over subsets of the hypercube. We prove the existence of an equivalent nonlinear reformulation of such problems that…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…
The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…
In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…
To solve the separable convex optimization problem with linear constraints, Eckstein and Bertsekas introduced the generalized alternating direction method of multipliers (in short, GADMM), which is an efficient and simple acceleration…
Regularization approaches have demonstrated their effectiveness for solving ill-posed problems. However, in the context of variational restoration methods, a challenging question remains, which is how to find a good regularizer. While total…
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than…
In this paper, we consider a nonsmooth convex finite-sum problem with a conic constraint. To overcome the challenge of projecting onto the constraint set and computing the full (sub)gradient, we introduce a primal-dual incremental gradient…
The Golomb ruler problem is defined as follows: Given a positive integer n, locate n marks on a ruler such that the distance between any two distinct pair of marks are different from each other and the total length of the ruler is…
We consider a class of nonconvex nonsmooth optimization problems whose objective is the sum of a smooth function and a finite number of nonnegative proper closed possibly nonsmooth functions (whose proximal mappings are easy to compute),…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…
Maintaining the pair similarity relationship among originally high-dimensional data into a low-dimensional binary space is a popular strategy to learn binary codes. One simiple and intutive method is to utilize two identical code matrices…
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…
A type of parallel augmented subspace scheme for eigenvalue problems is proposed by using coarse space in the multigrid method. With the help of coarse space in multigrid method, solving the eigenvalue problem in the finest space is…
We resolve a longstanding open problem in the computational modeling of nonlinear plates by introducing a numerical method that exactly enforces the isometry constraint, namely, that the first fundamental form of the mid-surface coincides…
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…