相关论文: Optimal Design of Resolvent Splitting Algorithms

Semidefinite programs (SDPs) are a framework for exact or approximate optimization that have widespread application in quantum information theory. We introduce a new method for using reductions to construct integrality gaps for SDPs. These…

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints. Instances of this template naturally appear in semidefinite programming problems arising…

We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where $N$ nodes, each having $n$ (potentially infinite) number of samples, collaborate with the help of…

We propose and study a strongly convergent inexact inertial projective splitting (PS) algorithm for finding zeros of composite monotone inclusion problems involving the sum of finitely many maximal monotone operators. Strong convergence of…

A key technique for controlling numerical stability in sparse direct solvers is threshold partial pivoting. When selecting a pivot, the entire candidate pivot column below the diagonal must be up-to-date and must be scanned. If the…

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

This paper presents a first-order distributed algorithm for solving a convex semi-infinite program (SIP) over a time-varying network. In this setting, the objective function associated with the optimization problem is a summation of a set…

Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is…

A hierarchy of semidefinite programming (SDP) relaxations approximates the global optimum of polynomial optimization problems of noncommuting variables. Generating the relaxation, however, is a computationally demanding task, and only…

Semidefinite programming (SDP) is a central topic in mathematical optimization with extensive studies on its efficient solvers. In this paper, we present a proof-of-principle sublinear-time algorithm for solving SDPs with low-rank…

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

We address the problem of finding the zeros of the sum of a maximally monotone operator and a cocoercive operator. Our approach introduces a modification to the forward-backward method by integrating an inertial/momentum term alongside a…

In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…

Resolvents of set-valued operators play a central role in various branches of mathematics and in particular in the design and the analysis of splitting algorithms for solving monotone inclusions. We propose a generalization of this notion,…

We study graph clustering in the Stochastic Block Model (SBM) in the presence of both large clusters and small, unrecoverable clusters. Previous convex relaxation approaches achieving exact recovery do not allow any small clusters of size…

This paper proposes a distributed optimization algorithm with a convergence time that can be assigned in advance according to task requirements. To this end, a sliding manifold is introduced to achieve the sum of local gradients approaching…

In this paper, we study a class of nonsmooth fractional programs {\rm (FP, for short)} with SOS-convex semi-algebraic functions. Under suitable assumptions, we derive a strong duality result between the problem (FP) and its semidefinite…