Related papers: Iterative Proximal-Minimization for Computing Sadd…
This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…
The work of Wachter and Biegler suggests that infeasible-start interior point methods (IPMs) developed for linear programming cannot be adapted to nonlinear optimization without significant modification, i.e., using a two-phase or penalty…
Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…
We present a class of simple algorithms that allows to find the reaction path in systems with a complex potential energy landscape. The approach does not need any knowledge on the product state and does not require the calculation of any…
Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are…
The Morse-Smale complex is a well studied topological structure that represents the gradient flow behavior between critical points of a scalar function. It supports multi-scale topological analysis and visualization of feature-rich…
Saddle point problems, ubiquitous in optimization, extend beyond game theory to diverse domains like power networks and reinforcement learning. This paper presents novel approaches to tackle saddle point problem, with a focus on…
We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…
We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains. Traditional methods approximate Nash equilibria (NE) using either regret-based…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization problem. Deterministic first-order schemes, such as Nesterov's…
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…
In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In…
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…