Related papers: On the Existence of Lagrange Multipliers in Distri…
The unique solvability and error analysis of the original Lagrange multiplier approach proposed in [8] for gradient flows is studied in this paper. We identify a necessary and sufficient condition that must be satisfied for the nonlinear…
The leaky ReLU network with a group sparse regularization term has been widely used in the recent years. However, training such a network yields a nonsmooth nonconvex optimization problem and there exists a lack of approaches to compute a…
A common formulation of constrained reinforcement learning involves multiple rewards that must individually accumulate to given thresholds. In this class of problems, we show a simple example in which the desired optimal policy cannot be…
This paper considers a nonconvex optimization problem that evolves over time, and addresses the synthesis and analysis of regularized primal-dual gradient methods to track a Karush-Kuhn-Tucker (KKT) trajectory. The proposed regularized…
This study investigates imposing hard inequality constraints on the outputs of convolutional neural networks (CNN) during training. Several recent works showed that the theoretical and practical advantages of Lagrangian optimization over…
Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…
Distributed restoration can harness distributed energy resources (DER) to enhance the resilience of active distribution networks. However, the large number of decision variables, especially the binary decision variables of reconfiguration,…
We introduce a twice differentiable augmented Lagrangian for nonlinear optimization with general inequality constraints and show that a strict local minimizer of the original problem is an approximate strict local solution of the augmented…
We propose a new Lagrange multiplier approach to construct positivity preserving schemes for parabolic type equations. The new approach introduces a space-time Lagrange multiplier to enforce the positivity with the Karush-Kuhn-Tucker (KKT)…
Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…
Motivated by robotic trajectory optimization problems we consider the Augmented Lagrangian approach to constrained optimization. We first propose an alternative augmentation of the Lagrangian to handle the inequality case (not based on…
Deep neural networks (DNNs) have been used to model complex optimization problems in many applications, yet have difficulty guaranteeing solution optimality and feasibility, despite training on large datasets. Training a NN as a surrogate…
We extend the divergence preserving cut finite element method presented in [T. Frachon, P. Hansbo, E. Nilsson, S. Zahedi, SIAM J. Sci. Comput., 46 (2024)] for the Darcy interface problem to unfitted outer boundaries. We impose essential…
This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax…
A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…
Based on a characterization of the optimality of a feasible solution of a convex entropy minimization problem, one shows that the feasible solutions obtained using formally the Lagrange multipliers method are optimal.
To account for the randomness of propagation channels and interference levels in hierarchical spectrum sharing, a novel approach to multihop routing is introduced for cognitive random access networks, whereby packets are randomly routed…
The problem of straggler mitigation in distributed matrix multiplication (DMM) is considered for a large number of worker nodes and a fixed small finite field. Polynomial codes and matdot codes are generalized by making use of algebraic…
In this paper, we consider nonconvex optimization problems with nonsmooth nonconvex objective function and nonlinear equality constraints. We assume that both the objective function and the functional constraints can be separated into 2…
Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…