相关论文: An Interior Point-Proximal Method of Multipliers f…

We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

In this paper, we extend the idea of using controlled perturbations to enhance the capabilities of active-set prediction for interior point methods for convex Quadratic Programming (QP) problems. Namely, we consider perturbing the…

Since the beginning of the development of interior-point methods, there exists a puzzling gap between the results in theory and the observations in numerical experience, i.e., algorithms with good polynomial bound are not computationally…

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

This work proposes a general learned proximal alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth and nonconvex optimization problems. We tackle the nonsmoothness by an appropriate smoothing technique with…

This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…

The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…

We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

We propose a computational framework named iterative local adaptive majorize-minimization (I-LAMM) to simultaneously control algorithmic complexity and statistical error when fitting high dimensional models. I-LAMM is a two-stage…

The proximal alternating linearized minimization method (PALM) suits well for solving block-structured optimization problems, which are ubiquitous in real applications. In the cases where subproblems do not have closed-form solutions, e.g.,…

In this work, we present a novel iterative deep Ritz method (IDRM) for solving a general class of elliptic problems. It is inspired by the iterative procedure for minimizing the loss during the training of the neural network, but at each…

This paper presents a novel outer approximation algorithm for nonsmooth mixed-integer nonlinear programming (MINLP) problems. The method proceeds by fixing the integer variables and solving the resulting nonlinear convex subproblem. When…

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

In this paper, we mainly study one class of convex mixed-integer nonlinear programming problems (MINLPs) with non-differentiable data. By dropping the differentiability assumption, we substitute gradients with subgradients obtained from KKT…

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…

Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…

We propose an inexact proximal augmented Lagrangian method (P-ALM) for nonconvex structured optimization problems. The proposed method features an easily implementable rule not only for updating the penalty parameters, but also for…

We investigate the Sobolev IPM problem for probability measures supported on a graph metric space. Sobolev IPM is an important instance of integral probability metrics (IPM), and is obtained by constraining a critic function within a unit…