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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…

Optimization and Control · Mathematics 2015-12-18 Danilo Elias Oliveira , Henry Wolkowicz , Yangyang Xu

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

Optimization and Control · Mathematics 2014-12-02 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…

Quantum Physics · Physics 2024-06-19 Dhrumil Patel , Patrick J. Coles , Mark M. Wilde

Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

Optimization and Control · Mathematics 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

We investigate the local linear convergence properties of the Alternating Direction Method of Multipliers (ADMM) when applied to Semidefinite Programming (SDP). A longstanding belief suggests that ADMM is only capable of solving SDPs to…

Optimization and Control · Mathematics 2026-05-19 Shucheng Kang , Xin Jiang , Heng Yang

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

Optimization and Control · Mathematics 2024-02-05 Bo Yang , Xinyuan Zhao , Xudong Li , Defeng Sun

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

Optimization and Control · Mathematics 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…

Optimization and Control · Mathematics 2021-12-28 Nikitas Rontsis , Paul J. Goulart , Yuji Nakatsukasa

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

Quantization of the parameters of machine learning models, such as deep neural networks, requires solving constrained optimization problems, where the constraint set is formed by the Cartesian product of many simple discrete sets. For such…

Optimization and Control · Mathematics 2021-03-02 Tianjian Huang , Prajwal Singhania , Maziar Sanjabi , Pabitra Mitra , Meisam Razaviyayn

This paper is devoted to the design of an efficient and convergent {semi-proximal} alternating direction method of multipliers (ADMM) for finding a solution of low to medium accuracy to convex quadratic conic programming and related…

Optimization and Control · Mathematics 2014-09-10 Xudong Li , Defeng Sun , Kim-Chuan Toh

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…

Machine Learning · Statistics 2018-03-06 Guilherme França , José Bento

The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

Optimization and Control · Mathematics 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

This paper presents an efficient quadratic programming (QP) decoder via the alternating direction method of multipliers (ADMM) technique, called QP-ADMM, for binary low-density parity-check (LDPC) codes. Its main contents are as follows:…

Information Theory · Computer Science 2020-02-19 Jing Bai , Yongchao Wang , Qingjiang Shi

This paper considers an optimization problem that components of the objective function are available at different nodes of a network and nodes are allowed to only exchange information with their neighbors. The decentralized alternating…

Optimization and Control · Mathematics 2015-11-27 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…

Optimization and Control · Mathematics 2023-11-27 Federico Battista , Marianna De Santis
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