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First-order methods have been studied for nonlinear constrained optimization within the framework of the augmented Lagrangian method (ALM) or penalty method. We propose an improved inexact ALM (iALM) and conduct a unified analysis for…

Optimization and Control · Mathematics 2021-03-25 Zichong Li , Pin-Yu Chen , Sijia Liu , Songtao Lu , Yangyang Xu

Recently, structure learning of directed acyclic graphs (DAGs) has been formulated as a continuous optimization problem by leveraging an algebraic characterization of acyclicity. The constrained problem is solved using the augmented…

Machine Learning · Computer Science 2022-04-12 Ignavier Ng , Sébastien Lachapelle , Nan Rosemary Ke , Simon Lacoste-Julien , Kun Zhang

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although the augmented Lagrangian method (ALM) is well-suited for…

Optimization and Control · Mathematics 2026-03-03 Rui-Jin Zhang , Ruoyu Diao , Xin-Wei Liu , Yu-Hong Dai

Large language models (LLMs), despite possessing latent safety understanding from their vast pretraining data, remain vulnerable to generating harmful content and exhibit issues such as over-refusal and utility degradation after safety…

Artificial Intelligence · Computer Science 2025-07-22 Yi Zhang , An Zhang , XiuYu Zhang , Leheng Sheng , Yuxin Chen , Zhenkai Liang , Xiang Wang

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…

Numerical Analysis · Mathematics 2018-06-22 Martin Neuenhofen

We consider the augmented Lagrangian method (ALM) as a solver for the fused lasso signal approximator (FLSA) problem. The ALM is a dual method in which squares of the constraint functions are added as penalties to the Lagrangian. In order…

Computation · Statistics 2010-05-28 Heng Lian

In this paper we study an unconventional inexact Augmented Lagrangian Method (ALM) for convex optimization problems, as first proposed by Bertsekas, wherein the penalty term is a potentially non-Euclidean norm raised to a power between one…

Optimization and Control · Mathematics 2025-10-02 Konstantinos A. Oikonomidis , Alexander Bodard , Emanuel Laude , Panagiotis Patrinos

In numerous reinforcement learning (RL) problems involving safety-critical systems, a key challenge lies in balancing multiple objectives while simultaneously meeting all stringent safety constraints. To tackle this issue, we propose a…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Bilgehan Sel , Yuhao Ding , Lu Wang , Qingwei Lin , Alois Knoll , Ming Jin

Safety is essential for reinforcement learning (RL) applied in the real world. Adding chance constraints (or probabilistic constraints) is a suitable way to enhance RL safety under uncertainty. Existing chance-constrained RL methods like…

Machine Learning · Computer Science 2021-08-27 Baiyu Peng , Jingliang Duan , Jianyu Chen , Shengbo Eben Li , Genjin Xie , Congsheng Zhang , Yang Guan , Yao Mu , Enxin Sun

Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs (SDPs). Despite its empirical success, the theoretical…

Optimization and Control · Mathematics 2025-05-22 Lijun Ding , Haihao Lu , Jinwen Yang

Agentic reinforcement learning (ARL) has rapidly gained attention as a promising paradigm for training agents to solve complex, multi-step interactive tasks. Despite encouraging early results, ARL remains highly unstable, often leading to…

Conventional optimization-based metering depends on strict adherence to precomputed schedules, which limits the flexibility required for the stochastic operations of Advanced Air Mobility (AAM). In contrast, multi-agent reinforcement…

Robotics · Computer Science 2026-01-09 Arsyi Aziz , Peng Wei

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…

Optimization and Control · Mathematics 2024-09-27 Ling Liang , Cameron Austin , Haizhao Yang

This paper is concerned with augmented Lagrangian methods for the treatment of fully convex composite optimization problems. We extend the classical relationship between augmented Lagrangian methods and the proximal point algorithm to the…

Optimization and Control · Mathematics 2025-11-11 Alberto De Marchi , Tim Hoheisel , Patrick Mehlitz

One of the major challenges in training deep architectures for predictive tasks is the scarcity and cost of labeled training data. Active Learning (AL) is one way of addressing this challenge. In stream-based AL, observations are…

Machine Learning · Computer Science 2019-09-05 Andreas Kvistad , Massimiliano Ruocco , Eliezer de Souza da Silva , Erlend Aune

In this paper, a new reinforcement learning approach is proposed which is based on a powerful concept named Active Learning Method (ALM) in modeling. ALM expresses any multi-input-single-output system as a fuzzy combination of some…

Artificial Intelligence · Computer Science 2010-11-09 Hesam Sagha , Saeed Bagheri Shouraki , Hosein Khasteh , Ali Akbar Kiaei

This paper proposes a data-driven solution for Volt-VAR control problem in active distribution system. As distribution system models are always inaccurate and incomplete, it is quite difficult to solve the problem. To handle with this…

Artificial Intelligence · Computer Science 2024-10-22 Guibin Chen

Despite the non-convexity of most modern machine learning parameterizations, Lagrangian duality has become a popular tool for addressing constrained learning problems. We revisit Augmented Lagrangian methods, which aim to mitigate the…

Machine Learning · Computer Science 2025-10-30 Ignacio Boero , Ignacio Hounie , Alejandro Ribeiro

We address the conflicting requirements of a multi-agent assignment problem through constrained reinforcement learning, emphasizing the inadequacy of standard regularization techniques for this purpose. Instead, we recur to a state…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Leopoldo Agorio , Sean Van Alen , Miguel Calvo-Fullana , Santiago Paternain , Juan Andres Bazerque