Related papers: Dual Hierarchical Least-Squares Programming with E…
This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the…
In this work, we deal with rank-constrained integer least-squares optimization problems arising in low-rank matrix factorization related applications. We propose a solution for constrained integer least-squares problem subject to equality,…
This paper presents a novel distributed approach for solving AC power flow (PF) problems. The optimization problem is reformulated into a distributed form using a communication structure corresponding to a hypergraph, by which complex…
This paper considers a class of distributed bilevel optimization (DBO) problems with a coupled inner-level subproblem. Existing approaches typically rely on hypergradient estimations involving computationally expensive Hessian evaluation.…
Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
Wave equation techniques have been an integral part of geophysical imaging workflows to investigate the Earth's subsurface. Least-squares reverse time migration (LSRTM) is a linearized inversion problem that iteratively minimizes a misfit…
We present PDLP, a practical first-order method for linear programming (LP) designed to solve large-scale LP problems. PDLP is based on the primal-dual hybrid gradient (PDHG) method applied to the minimax formulation of LP. PDLP…
The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations.…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
We present differentially private (DP) algorithms for bilevel optimization, a problem class that received significant attention lately in various machine learning applications. These are the first algorithms for such problems under standard…
The implementation difficulties of combining distribution matching (DM) and dematching (invDM) for probabilistic shaping (PS) with soft-decision forward error correction (FEC) coding can be relaxed by reverse concatenation, for which the…
When applying eigenvalue decomposition on the quadratic term matrix in a type of linear equally constrained quadratic programming (EQP), there exists a linear mapping to project optimal solutions between the new EQP formulation where $Q$ is…
Partial Least Squares (PLS) is a widely used method for data integration, designed to extract latent components shared across paired high-dimensional datasets. Despite decades of practical success, a precise theoretical understanding of its…
The increasing complexity of deep learning recommendation models (DLRM) has led to a growing need for large-scale distributed systems that can efficiently train vast amounts of data. In DLRM, the sparse embedding table is a crucial…
The distributed assembly flowshop scheduling problem (DAFSP) can be applied to immense manufacturing environments. In DAFSP, jobs are first processed in distributed flowshops, and then assembled into final products by an assembly machine,…
The Lasserre Hierarchy is a set of semidefinite programs which yield increasingly tight bounds on optimal solutions to many NP-hard optimization problems. The hierarchy is parameterized by levels, with a higher level corresponding to a more…
The semidefinite programming (SDP) relaxation has proven to be extremely strong for many hard discrete optimization problems. This is in particular true for the quadratic assignment problem (QAP), arguably one of the hardest NP-hard…
In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…
In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…