相关论文: A Restricted Dual Peaceman-Rachford Splitting Meth…

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

We study some spring mass models for a structure having a unilateral spring of small rigidity $\epsilon$. We obtain and justify an asymptotic expansion with the method of strained coordinates with new tools to handle such defects, including…

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Probabilistic shaping (PS) is investigated as a potential technique to approach the Shannon limit. However, it has been proved that conventional carrier phase recovery (CPR) algorithm designed for uniform distribution may have extra penalty…

Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified tolerance. For this task, we present a proximal projection…

The deployment of large language models (LLMs) is often constrained by their substantial computational and memory demands. While structured pruning presents a viable approach by eliminating entire network components, existing methods suffer…

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

We propose a penalized nonparametric approach to estimating the quantile regression process (QRP) in a nonseparable model using rectifier quadratic unit (ReQU) activated deep neural networks and introduce a novel penalty function to enforce…

We study nonconvex quadratic problems (QPs) with quadratic separable constraints, where these constraints can be defined both as inequalities or equalities. We derive sufficient conditions for these types of problems to present the…

The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold…

Current quantum computers can only solve optimization problems of a very limited size. For larger problems, decomposition methods are required in which the original problem is broken down into several smaller sub-problems. These are then…

Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…

A new penalty-free neural network method, PFNN-2, is presented for solving partial differential equations, which is a subsequent improvement of our previously proposed PFNN method [1]. PFNN-2 inherits all advantages of PFNN in handling the…

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

We propose the novel p-branch-and-bound method for solving two-stage stochastic programming problems whose deterministic equivalents are represented by non-convex mixed-integer quadratically constrained quadratic programming (MIQCQP)…

We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…

In this paper, we present a stabilized sequential quadratic semidefinite programming (SQSDP) method for nonlinear semidefinite programming (NSDP) problems and prove its local convergence. The stabilized SQSDP method is originally developed…

Finding shape correspondences can be formulated as an NP-hard quadratic assignment problem (QAP) that becomes infeasible for shapes with high sampling density. A promising research direction is to tackle such quadratic optimization problems…

Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…