Related papers: De-singularity Subgradient for the $q$-th-Powered …
We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and…
This work focuses on a class of general decentralized constraint-coupled optimization problems. We propose a novel nested primal-dual gradient algorithm (NPGA), which can achieve linear convergence under the weakest known condition, and its…
This paper develops a generalization of the line-search sequential quadratic programming (SQP) algorithm with $\ell_1$-merit function that uses objective and constraint function approximations with tunable accuracy to solve smooth…
We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…
This work studies a class of non-smooth decentralized multi-agent optimization problems where the agents aim at minimizing a sum of local strongly-convex smooth components plus a common non-smooth term. We propose a general primal-dual…
We study a generic class of decentralized algorithms in which $N$ agents jointly optimize the non-convex objective $f(u):=1/N\sum_{i=1}^{N}f_i(u)$, while only communicating with their neighbors. This class of problems has become popular in…
In this paper, we study the problem of solving a simple bilevel optimization problem, where the upper-level objective is minimized over the solution set of the lower-level problem. We focus on the general setting in which both the upper-…
In this article we provide existence, uniqueness and regularity results of a degenerate singular elliptic boundary value problem whose prototype is given by \begin{gather*} \begin{cases} -\operatorname{div}(w(x)|\nabla u|^{p-2}\nabla…
This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
In this paper, we propose a modified nonlinear conjugate gradient (NCG) method for functions with a non-Lipschitz continuous gradient. First, we present a new formula for the conjugate coefficient \beta_k in NCG, conducting a search…
We consider a degenerate nonsmooth and nonconvex optimization problem for which the standard constraint qualification such as the generalized Mangasarian Fromovitz constraint qualification (GMFCQ) may not hold. We use smoothing functions…
Plug-and-Play (PnP) methods solve ill-posed inverse problems through iterative proximal algorithms by replacing a proximal operator by a denoising operation. When applied with deep neural network denoisers, these methods have shown…
A Sturm-Liouville problem ($\lambda wy=(ry')'+qy$) is singular if its domain is unbounded or if $r$ or $w$ vanish at the boundary. Then it is difficult to tell whether profound results from regular Sturm-Liouville theory apply. Existing…
Sensor networks play a critical role in many situational awareness applications. In this paper, we study the problem of determining sensor placements to balance coverage and connectivity objectives over a target region. Leveraging algebraic…
The utilisation of Plug-and-Play (PnP) priors in inverse problems has become increasingly prominent in recent years. This preference is based on the mathematical equivalence between the general proximal operator and the regularised…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
Recent advances in quantum computing and the increasing availability of quantum hardware have substantially enhanced the practical relevance of quantum approaches to discrete optimization. Among these, the Quadratic Unconstrained Binary…