相关论文: PAL-Hom method for QP and an application to LP

In this work, we propose a preconditioned augmented Lagrangian method (ALM) for solving semidefinite programming (SDP) problems. The preconditioner is implemented via a weighted penalty function in the ALM subproblem, with the weight matrix…

The Homotopy Analysis Method (HAM) is a widely used analytical approach for solving nonlinear problems, yet its theoretical foundation lacks rigorous justification, and its intrinsic correlation with perturbation theory remains ambiguous,…

We introduce a framework for designing primal methods under the decentralized optimization setting where local functions are smooth and strongly convex. Our approach consists of approximately solving a sequence of sub-problems induced by…

Homotopy optimization is a traditional method to deal with a complicated optimization problem by solving a sequence of easy-to-hard surrogate subproblems. However, this method can be very sensitive to the continuation schedule design and…

Nonlinearly constrained nonconvex and nonsmooth optimization models play an increasingly important role in machine learning, statistics and data analytics. In this paper, based on the augmented Lagrangian function we introduce a flexible…

Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…

We present an algorithm for constructing numerical solutions to one--dimensional nonlinear, variable coefficient boundary value problems. This scheme is based upon applying the Homotopy Analysis Method (HAM) to decompose a nonlinear…

The main contribution of this thesis is the development of a new algorithm for solving convex quadratic programs. It consists in combining the method of multipliers with an infeasible active-set method. Our approach is iterative. In each…

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…

We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

This paper establishes the iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian (IAIPAL) method for solving linearly-constrained smooth nonconvex composite optimization problems that is based on the classical…

The auxiliary problem principle of augmented Lagrangian (APP-AL), proposed by Cohen and Zhu (1984), aims to find the solution of a constrained optimization problem through a sequence of auxiliary problems involving augmented Lagrangian. The…

In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…

This paper proposes an accelerated proximal point method for maximally monotone operators. The proof is computer-assisted via the performance estimation problem approach. The proximal point method includes various well-known convex…

We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…

We introduce a new algorithm for complex image reconstruction with separate regularization of the image magnitude and phase. This optimization problem is interesting in many different image reconstruction contexts, although is nonconvex and…

Support vector machine (SVM) has proved to be a successful approach for machine learning. Two typical SVM models are the L1-loss model for support vector classification (SVC) and $\epsilon$-L1-loss model for support vector regression (SVR).…