相关论文: Solving Quadratic Programs via Deep Unrolled Dougl…
We study the cyclic relaxed Douglas-Rachford algorithm for possibly nonconvex, and inconsistent feasibility problems. This algorithm can be viewed as a convex relaxation between the cyclic Douglas-Rachford algorithm first introduced by…
Sparse view computed tomography (CT) reconstruction poses a challenging ill-posed inverse problem, necessitating effective regularization techniques. In this letter, we employ $L_p$-norm ($0<p<1$) regularization to induce sparsity and…
Convex quadratic programming (QP) is an important class of optimization problem with wide applications in practice. The classic QP solvers are based on either simplex or barrier method, both of which suffer from the scalability issue…
We consider the problem of non-smooth convex optimization with linear equality constraints, where the objective function is only accessible through its proximal operator. This problem arises in many different fields such as statistical…
Learning from a stream of tasks usually pits plasticity against stability: acquiring new knowledge often causes catastrophic forgetting of past information. Most methods address this by summing competing loss terms, creating gradient…
The Douglas-Rachford algorithm is one of the most prominent splitting algorithms for solving convex optimization problems. Recently, the method has been successful in finding a generalized solution (provided that one exists) for…
Exploring the idea of phase retrieval has been intriguing researchers for decades, due to its appearance in a wide range of applications. The task of a phase retrieval algorithm is typically to recover a signal from linear phaseless…
In this paper, we concentrate on a particular category of quadratically constrained quadratic programming (QCQP): nonconvex QCQP with one equality constraint. This type of QCQP problem optimizes a quadratic objective under a fixed…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…
Optimization-based solvers play a central role in a wide range of signal processing and communication tasks. However, their applicability in latency-sensitive systems is limited by the sequential nature of iterative methods and the high…
Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…
The Douglas--Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being…
Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…
We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems arising from partial differential equations, but we have…
The cyclic reduction (CR) algorithm is an efficient method for solving quadratic matrix equations that arise in quasi-birth-death (QBD) stochastic processes. However, its convergence is not guaranteed when the associated matrix polynomial…
Dynamic programming (DP) is a fundamental tool used across many engineering fields. The main goal of DP is to solve Bellman's optimality equations for a given Markov decision process (MDP). Standard methods like policy iteration exploit the…
Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study…
We study the convergence of the adaptive Douglas--Rachford (aDR) algorithm for solving a multioperator inclusion problem involving the sum of maximally comonotone operators. To address such problems, we adopt a product space reformulation…
We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in…
In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…