Related papers: A Primal-Dual Perspective on Program Verification …
We present a so-called universal convergence theorem for inexact primal-dual penalty and augmented Lagrangian methods that can be applied to a large number of such methods and reduces their convergence analysis to verification of some…
We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…
We consider semi-infinite linear programs with countably many constraints indexed by the natural numbers. When the constraint space is the vector space of all real valued sequences, we show the finite support (Haar) dual is equivalent to…
A large number of objectives have been proposed to train latent variable generative models. We show that many of them are Lagrangian dual functions of the same primal optimization problem. The primal problem optimizes the mutual information…
We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…
We consider a generalized multi-hop MIMO amplify-and-forward (AF) relay network with multiple sources/destinations and arbitrarily number of relays. We establish two dualities and the corresponding dual transformations between such a…
We propose to solve large instances of the non-convex optimization problems reformulated with canonical duality theory. To this aim we propose an interior point potential reduction algorithm based on the solution of the primal-dual total…
This paper considers large scale constrained convex programs, which are usually not solvable by interior point methods or other Newton-type methods due to the prohibitive computation and storage complexity for Hessians and matrix…
Neural network verification aims to provide provable bounds for the output of a neural network for a given input range. Notable prior works in this domain have either generated bounds using abstract domains, which preserve some dependency…
This paper considers large scale constrained convex (possibly composite and non-separable) programs, which are usually difficult to solve by interior point methods or other Newton-type methods due to the non-smoothness or the prohibitive…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…
In order to use the Dual Simplex Method, one needs to prove a certain bijection between the dictionaries associated with the primal problem and those associated with its dual. We give a short conceptual proof of why this bijection exists.
In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…
The paper proposes a linesearch for a primal-dual method. Each iteration of the linesearch requires to update only the dual (or primal) variable. For many problems, in particular for regularized least squares, the linesearch does not…
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We…
Motivated by an inertial primal-dual dynamical system with vanishing damping, we propose a class of accelerated augmented Lagrangian methods with Nesterov extrapolation parameters for a linearly constrained convex optimization problem with…
The widespread application of large language models (LLMs) raises increasing demands on ensuring safety or imposing constraints, such as reducing harmful content and adhering to predefined rules. While there have been several works studying…
A critical concern in data-driven decision making is to build models whose outcomes do not discriminate against some demographic groups, including gender, ethnicity, or age. To ensure non-discrimination in learning tasks, knowledge of the…
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…