Related papers: Provably Data-driven Lagrangian Relaxation for Mix…

This work considers a short-term, continuous time setting characterized by a coupled power supply system controlled exclusively by a single provider and comprising a cascade of hydropower systems (dams), fossil fuel power stations, and a…

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

Using physical layer network coding, compute-and-forward is a promising relaying scheme that effectively exploits the interference between users and thus achieves high rates. In this paper, we consider the problem of finding the optimal…

This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

The resource recharging station location routing problem is a generalization of the location routing problem with sophisticated and critical resource consumption and recharging constraints. Based on a representation of discretized acyclic…

We study policy optimization for infinite-horizon, discounted constrained Markov decision processes (CMDPs). While existing theoretical guarantees typically hold for the mixture policy, deploying such a policy is computationally and memory…

This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…

Karger used spanning tree packings to derive a near linear-time randomized algorithm for the global minimum cut problem as well as a bound on the number of approximate minimum cuts. This is a different approach from his well-known random…

Lagrangian relaxation has been used extensively in the design of approximation algorithms. This paper studies its strengths and limitations when applied to Partial Cover.

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

Given the ubiquity of multi-task in practical systems, Multi-Task Learning (MTL) has found widespread application across diverse domains. In real-world scenarios, these tasks often have different priorities. For instance, In web search,…

In this paper we study a constraint-based representation of neural network architectures. We cast the learning problem in the Lagrangian framework and we investigate a simple optimization procedure that is well suited to fulfil the…

Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle…

We consider the generalized moment problem (GMP) over the simplex and the sphere. This is a rich setting and it contains NP-hard problems as special cases, like constructing optimal cubature schemes and rational optimization. Using the…

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…

Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…

We propose relational linear programming, a simple framework for combing linear programs (LPs) and logic programs. A relational linear program (RLP) is a declarative LP template defining the objective and the constraints through the logical…

In this paper, we introduce a method for fine-tuning Large Language Models (LLMs), inspired by Multi-Task learning in a federated manner. Our approach leverages the structure of each client's model and enables a learning scheme that…

Integer Linear Programming (ILP) formulations of Markov random fields (MRFs) models with global connectivity priors were investigated previously in computer vision, e.g., \cite{globalinter,globalconn}. In these works, only Linear Programing…