Related papers: Quantum Hamiltonian Descent based Augmented Lagran…

This paper introduces HALLaR, a new first-order method for solving large-scale semidefinite programs (SDPs) with bounded domain. HALLaR is an inexact augmented Lagrangian (AL) method where the AL subproblems are solved by a novel hybrid…

Non-convex functional constrained optimization problems have gained substantial attention in machine learning and data science, addressing broad requirements that typically go beyond the often performance-centric objectives. An influential…

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Hard Attention Mechanisms (HAMs) effectively filter essential information discretely and significantly boost the performance of machine learning models on large datasets. Nevertheless, they confront the challenge of non-differentiability,…

Non-convex quadratically constrained quadratic programming (QCQP) problems have numerous applications in signal processing, machine learning, and wireless communications, albeit the general QCQP is NP-hard, and several interesting special…

Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…

Doubly nonnegative (DNN) programming problems are known to be challenging to solve because of their huge number of $\Omega(n^2)$ constraints and $\Omega(n^2)$ variables. In this work, we introduce RNNAL, a method for solving DNN relaxations…

Nonlinearly constrained nonconvex and nonsmooth optimization models play an increasingly important role in machine learning, statistics and data analytics. In this paper, based on the augmented Lagrangian function we introduce a flexible…

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving…

In a recent work (arXiv-DOI: 1804.08072v1) we introduced the Modified Augmented Lagrangian Method (MALM) for the efficient minimization of objective functions with large quadratic penalty terms. From MALM there results an optimality…

The Capacitated Vehicle Routing Problem (CVRP) is a fundamental NP-hard problem in logistics. Augmented Lagrangian Methods (ALM) for solving CVRP performance depends heavily on well-tuned penalty parameters. In this paper, we propose a…

This work proposes a general learned proximal alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth and nonconvex optimization problems. We tackle the nonsmoothness by an appropriate smoothing technique with…

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

We propose a practical inexact augmented Lagrangian method (iALM) for nonconvex problems with nonlinear constraints. We characterize the total computational complexity of our method subject to a verifiable geometric condition, which is…

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

We study a class of structured convex optimization problems, which have a two-block separable objective and nonlinear functional constraints as well as affine constraints that couple the two block variables. Such problems naturally arise…

We present a classical algorithm to find approximate solutions to instances of quadratic unconstrained binary optimisation. The algorithm can be seen as an analogue of quantum annealing under the restriction of a product state space, where…

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Convolutional Neural Networks (CNNs) are pivotal in computer vision and Big Data analytics but demand significant computational resources when trained on large-scale datasets. Conventional training via back-propagation (BP) with losses like…

Simulation of realistic classical mechanical systems is of great importance to many areas of engineering such as robotics, dynamics of rotating machinery and control theory. In this work, we develop quantum algorithms to estimate quantities…