相关论文: OPINS: An Orthogonally Projected Implicit Null-spa…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…
We provide an overview of primal-dual algorithms for nonsmooth and non-convex-concave saddle-point problems. This flows around a new analysis of such methods, using Bregman divergences to formulate simplified conditions for convergence.
We derive an extension of the sequential homotopy method that allows for the application of inexact solvers for the linear (double) saddle-point systems arising in the local semismooth Newton method for the homotopy subproblems. For the…
In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…
Recognizing places from an opposing viewpoint during a return trip is a common experience for human drivers. However, the analogous robotics capability, visual place recognition (VPR) with limited field of view cameras under 180 degree…
We propose a primal-dual smoothing framework for finding a near-stationary point of a class of non-smooth non-convex optimization problems with max-structure. We analyze the primal and dual gradient complexities of the framework via two…
In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symmetric positive definite matrix $D$. Relaxing requirement on…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…
We develop a novel primal-dual algorithm to solve a class of nonsmooth and nonlinear compositional convex minimization problems, which covers many existing and brand-new models as special cases. Our approach relies on a combination of a new…
We study the iteration complexity of the optimistic gradient descent-ascent (OGDA) method and the extra-gradient (EG) method for finding a saddle point of a convex-concave unconstrained min-max problem. To do so, we first show that both…
In recent years, a number of tools have become available that recover the underlying control policy from constrained movements. However, few have explicitly considered learning the constraints of the motion and ways to cope with unknown…
In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…
Saddle point problems have been attracting people's attention in recent years. To solve large and sparse saddle point problems, Uzawa type algorithms were proposed. The main contribution of this paper is to present a new Uzawa-exact type…
Current systems design optimisation methodologies are one-sided, as these ignore the socio-technical integration between stakeholder preferences ('what a human wants') and the capability of technical assets ('what a system can deliver').…
Recent advancements in data science have significantly elevated the importance of orthogonally constrained optimization problems. The Riemannian approach has become a popular technique for addressing these problems due to the advantageous…
Precise localization is of great importance for autonomous parking task since it provides service for the downstream planning and control modules, which significantly affects the system performance. For parking scenarios, dynamic lighting,…
Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…
It is shown in this paper that, almost all current prevalent iterative \mbox{methods} for solving linear system of equations can be classified as what we called extended Krylov subspace methods. In this paper a new type of iterative methods…