Related papers: PDLP: A Practical First-Order Method for Large-Sca…
In this paper we propose a class of randomized primal-dual methods to contend with large-scale saddle point problems defined by a convex-concave function $\mathcal{L}(\mathbf{x},y)\triangleq\sum_{i=1}^m f_i(x_i)+\Phi(\mathbf{x},y)-h(y)$. We…
Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth…
When binary linear error-correcting codes are used over symmetric channels, a relaxed version of the maximum likelihood decoding problem can be stated as a linear program (LP). This LP decoder can be used to decode error-correcting codes at…
Lazy search algorithms have been developed to efficiently solve planning problems in domains where the computational effort is dominated by the cost of edge evaluation. The existing algorithms operate by intelligently balancing…
We propose a novel Linear Program (LP) based formula- tion for solving jigsaw puzzles. We formulate jigsaw solving as a set of successive global convex relaxations of the stan- dard NP-hard formulation, that can describe both jigsaws with…
In this paper, we consider a Model Predictive Control (MPC) problem of a continuous-time linear time-invariant system subject to continuous-time path constraints on the states and the inputs. By leveraging the concept of differential…
We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…
In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…
In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or two-sided quadratic gradient growth (QGG)--novel conditions…
Pipeline parallelism (PP) has become a standard technique for scaling large language model (LLM) training across multiple devices. However, despite recent progress in reducing memory consumption through activation offloading, existing…
Quadratic programs (QPs) arise in various domains such as machine learning, finance, and control. Recently, learning-enhanced primal-dual hybrid gradient (PDHG) methods have shown great potential in addressing large-scale linear programs;…
We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…
Positive linear programs (LPs) model many graph and operations research problems. One can solve for a $(1+\epsilon)$-approximation for positive LPs, for any selected $\epsilon$, in polylogarithmic depth and near-linear work via variations…
Routing of the nets in Field Programmable Gate Array (FPGA) design flow is one of the most time consuming steps. Although Versatile Place and Route (VPR), which is a commonly used algorithm for this purpose, routes effectively, it is slow…
We study bilevel optimization problems where the lower-level problems are strongly convex and have coupled linear constraints. To overcome the potential non-smoothness of the hyper-objective and the computational challenges associated with…
The least absolute shrinkage and selection operator (Lasso) is widely recognized across various fields of mathematics and engineering. Its variant, the generalized Lasso, finds extensive application in the fields of statistics, machine…
We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…
We give the first approximation algorithm for mixed packing and covering semidefinite programs (SDPs) with polylogarithmic dependence on width. Mixed packing and covering SDPs constitute a fundamental algorithmic primitive with recent…