The ordered weighted $\ell_1$ (OWL) norm is a newly developed generalization of the Octogonal Shrinkage and Clustering Algorithm for Regression (OSCAR) norm. This norm has desirable statistical properties and can be used to perform simultaneous clustering and regression. In this paper, we show how to compute the projection of an $n$-dimensional vector onto the OWL … Read more
Given a mixed-integer set defined by linear inequalities and integrality requirements on some of the variables, we consider extended formulations of its continuous (LP) relaxation and study the effect of adding cutting planes in the extended space. In terms of optimization, extended LP formulations do not lead to better bounds as their projection onto the … Read more
In this paper, we further establish two types of DC (Difference of Convex functions) programming for $l_0$ sparse reconstruction. Our DC objective functions are specified to the difference of two norms. One is the difference of $l_1$ and $l_{\sigma_q}$ norms (DC $l_1$-$l_{\sigma_q}$ for short) where $l_{\sigma_q}$ is the $l_1$ norm of the $q$-term ($q\geq1$) best … Read more
Computational methods are proposed for solving a convex quadratic program (QP). Active-set methods are defined for a particular primal and dual formulation of a QP with general equality constraints and simple lower bounds on the variables. In the first part of the paper, two methods are proposed, one primal and one dual. These methods generate … Read more
We consider linear generalized Nash games and introduce the so-called cone condition which characterizes the smoothness of the Nikaido-Isoda function under weak assumptions. The latter mapping arises from a reformulation of the generalized Nash equilibrium problem as a possibly nonsmooth optimization problem. Other regularity conditions like LICQ or SMFC(Q) are only sufficient for smoothness, but … Read more
In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with nonconstant relaxation parameters and stepsizes of the resolvents. Besides proving existence and uniqueness of strong global solutions … Read more
In this article a new procedure to optimize the design of a solar power tower system with multiple receivers is presented. The variables related to the receivers (height, aperture tilt angle, azimuth angle and aperture size) as well as the heliostat field layout are optimized seeking to minimize the levelized cost of thermal energy. This … Read more
Large scale nonsmooth convex optimization is a common problem for a range of computational areas including machine learning and computer vision. Problems in these areas contain special domain structures and characteristics. Special treatment of such problem domains, exploiting their structures, can significantly improve the the computational burden. We present a weighted Mirror Descent method to … Read more
We present a flexible Alternating Direction Method of Multipliers (F-ADMM) algorithm for solving optimization problems involving a strongly convex objective function that is separable into $n \geq 2$ blocks, subject to (non-separable) linear equality constraints. The F-ADMM algorithm uses a \emph{Gauss-Seidel} scheme to update blocks of variables, and a regularization term is added to each … Read more
This paper presents a reformulation that is a natural “by-product” of the ‘variable endogenization’ process for equality-constrained programs. The method results a partial relaxation of the constraints which in turn confers some computational advantages. A fully-annotated example illustrates the technique and presents some comparative numerical results. Citation Siwale, I.: Partial Relaxation of Equality-constrained Programs. Technical … Read more