相关论文: Pseudo basic steps: Bound improvement guarantees f…

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

In this chapter we derive computational complexity certifications of first order inexact dual methods for solving general smooth constrained convex problems which can arise in real-time applications, such as model predictive control. When…

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

We study a class of bilevel integer programs with second-order cone constraints at the upper level and a convex quadratic objective and linear constraints at the lower level. We develop disjunctive cuts to separate bilevel infeasible points…

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…

In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple…

This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…

For general quadratically-constrained quadratic programming (QCQP), we propose a parabolic relaxation described with convex quadratic constraints. An interesting property of the parabolic relaxation is that the original non-convex feasible…

We develop a class of mixed-integer formulations for disjunctive constraints intermediate to the big-M and convex hull formulations in terms of relaxation strength. The main idea is to capture the best of both the big-M and convex hull…

Debugging lazy functional programs poses serious challenges. In support of the "stop, examine, and resume" debugging style of imperative languages, some debugging tools abandon lazy evaluation. Other debuggers preserve laziness but present…

By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

We introduce $\mathcal{V}$-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…

Mixed-Integer Linear Programming (MILP) plays an important role across a range of scientific disciplines and within areas of strategic importance to society. The MILP problems, however, suffer from combinatorial complexity. Because of…

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

Most stochastic gradient descent algorithms can optimize neural networks that are sub-differentiable in their parameters; however, this implies that the neural network's activation function must exhibit a degree of continuity which limits…