相关论文: On the efficient computation of a generalized Jaco…

Recently, Sinkhorn's algorithm was applied for approximately solving linear programs emerging from optimal transport very efficiently. This was accomplished by formulating a regularized version of the linear program as Bregman projection…

The doubly nonnegative (DNN) cone, being the set of all positive semidefinite matrices whose elements are nonnegative, is a popular approximation of the computationally intractable completely positive cone. The major difficulty for…

In this paper, we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weighted $\ell_1$ (OWL1) norm ball. In particular, an efficient semismooth Newton method is proposed for solving the…

Solving the distributional worst-case in the distributionally robust optimization problem is equivalent to finding the projection onto the intersection of simplex and singly linear inequality constraint. This projection is a key component…

Square-root Lasso problems are proven robust regression problems. Furthermore, square-root regression problems with structured sparsity also plays an important role in statistics and machine learning. In this paper, we focus on the…

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Variable projection methods prove highly efficient in solving separable nonlinear least squares problems by transforming them into a reduced nonlinear least squares problem, typically solvable via the Gauss-Newton method. When solving…

We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…

We consider the problem of finding the best approximation point from a polyhedral set, and its applications, in particular to solving large-scale linear programs. The classical projection problem has many various and many applications. We…

In this paper, we introduce a quasi-Newton method optimized for efficiently solving quasi-linear elliptic equations and systems, with a specific focus on GPU-based computation. By approximating the Jacobian matrix with a combination of…

This paper presents a real-time computational framework for multi-node distributed optimization by extending the Augmented Lagrangian Alternating Direction Inexact Newton (ALADIN) algorithm. Our approach integrates adjoint sequential…

Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However,…

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…

We consider the problem of projecting a vector onto the so-called k-capped simplex, which is a hyper-cube cut by a hyperplane. For an n-dimensional input vector with bounded elements, we found that a simple algorithm based on Newton's…

Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…

In a recent work, we presented the reduced Jacobian method (RJM) as an extension of Wolfe's reduced gradient method to multicriteria (multiobjective) optimization problems dealing with linear constraints. This approach reveals that using a…

In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke's generalized Jacobian of the…

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

In this paper, we present an efficient semismooth Newton method, named SSNCP, for solving a class of semidefinite programming problems. Our approach is rooted in an equivalent semismooth system derived from the saddle point problem induced…

We consider a family of steady free-surface flow problems in two dimensions, concentrating on the effect of nonlinearity on the train of gravity waves that appear downstream of a disturbance. By exploiting standard complex variable…