相关论文: Peaceman-Rachford Splitting Method Converges Ergod…

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Solving the Alternating Current Optimal Power Flow (AC OPF) problem to global optimality remains challenging due to its nonconvex quadratic constraints. In this paper, we present a unified framework that combines static piecewise…

First-order methods are widely used to solve convex quadratic programs (QPs) in real-time applications because of their low per-iteration cost. However, they can suffer from slow convergence to accurate solutions. In this paper, we present…

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

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…

Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control.…

Finding a zero of a sum of maximally monotone operators is a fundamental problem in modern optimization and nonsmooth analysis. Assuming that the resolvents of the operators are available, this problem can be tackled with the…

In this work we focus on the problem of minimizing the sum of convex cost functions in a distributed fashion over a peer-to-peer network. In particular, we are interested in the case in which communications between nodes are prone to…

Distributed optimization has gained substantial interest in recent years due to its wide applications in machine learning. However, most of existing algorithms are designed for Euclidean spaces, leaving composite optimization on Riemannian…

Distributed optimization aims to leverage the local computation and communication capabilities of each agent to achieve a desired global objective. This paper addresses the distributed pose graph optimization (PGO) problem under non-convex…

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

The paper presents primal-dual proximal splitting methods for convex optimization, in which generalized Bregman distances are used to define the primal and dual proximal update steps. The methods extend the primal and dual Condat-Vu…

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between…

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized Douglas-Rachford splitting algorithm, DDRS. When the proximal operator of the local…

We shed light on the structure of the "three-operator" version of the forward-Douglas--Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the…

We study an extended trust region subproblem minimizing a nonconvex function over the hollow ball $r \le \|x\| \le R$ intersected with a full-dimensional second order cone (SOC) constraint of the form $\|x - c\| \le b^T x - a$. In…

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

We present an efficient algorithm for regularized optimal transport. In contrast to previous methods, we use the Douglas-Rachford splitting technique to develop an efficient solver that can handle a broad class of regularizers. The…

A new approach to solving a large class of factorable nonlinear programming (NLP) problems to global optimality is presented in this paper. Unlike the traditional strategy of partitioning the decision-variable space employed in many…