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We propose a path cover adaptive algebraic multigrid (PC-$\alpha$AMG) method for solving linear systems of weighted graph Laplacians and can also be applied to discretized second order elliptic partial differential equations. The…

We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…

Integer programming with block structures has received considerable attention recently and is widely used in many practical applications such as train timetabling and vehicle routing problems. It is known to be NP-hard due to the presence…

Nonlinear model predictive control has been widely adopted to manipulate bilinear systems with dynamics that include products of the inputs and the states. These systems are ubiquitous in chemical processes, mechanical systems, and quantum…

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Approximate dynamic programming (ADP) faces challenges in dealing with constraints in control problems. Model predictive control (MPC) is, in comparison, well-known for its accommodation of constraints and stability guarantees, although its…

In this paper, we propose a new decomposition approach named the proximal primal dual algorithm (Prox-PDA) for smooth nonconvex linearly constrained optimization problems. The proposed approach is primal-dual based, where the primal step…

We consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their…

This paper addresses a Multi-Agent Collective Construction (MACC) problem that aims to build a three-dimensional structure comprised of cubic blocks. We use cube-shaped robots that can carry one cubic block at a time, and move forward,…

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Constrained Markov Decision Processes (CMDPs) are one of the common ways to model safe reinforcement learning problems, where constraint functions model the safety objectives. Lagrangian-based dual or primal-dual algorithms provide…

The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the…

We study the Quadratic Cycle Cover Problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and…

We present a GPU implementation of Algorithm NCL, an augmented Lagrangian method for solving large-scale and degenerate nonlinear programs. Although interior-point methods and sequential quadratic programming are widely used for solving…

We study the \emph{Proximal Alternating Predictor-Corrector} (PAPC) algorithm introduced recently by Drori, Sabach and Teboulle to solve nonsmooth structured convex-concave saddle point problems consisting of the sum of a smooth convex…

Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although the augmented Lagrangian method (ALM) is well-suited for…

Nonlinear programming (NLP) plays a critical role in domains such as power energy systems, chemical engineering, communication networks, and financial engineering. However, solving large-scale, nonconvex NLP problems remains a significant…

Non-convex functional constrained optimization problems have gained substantial attention in machine learning and data science, addressing broad requirements that typically go beyond the often performance-centric objectives. An influential…

Mixed integer quadratic programming (MIQP) is the problem of minimizing a convex quadratic function over mixed integer points in a rational polyhedron. This paper focuses on the augmented Lagrangian dual (ALD) for MIQP. ALD augments the…

This paper investigates learning-augmented algorithms for smooth integer programs, covering canonical problems such as MAX-CUT and MAX-k-SAT. We introduce a framework that incorporates a predictive oracle to construct a linear surrogate of…