Log-det semidefinite programming (SDP) problems are optimization problems that often arise from Gaussian graphic models. A log-det SDP problem with an l1-norm term has been examined in many methods, and the dual spectral projected gradient (DSPG) method by Nakagaki et al.~in 2020 is designed to efficiently solve the dual problem of the log-det SDP by … Read more
We propose a projective splitting type method to solve the problem of finding a zero of the sum of two maximal monotone operators. Our method considers inertial and relaxation steps, and also allows inexact solutions of the proximal subproblems within a relative-error criterion.We study the asymptotic convergence of the method, as well as its iteration-complexity. … Read more
It is known that second-order (Studniarski) contingent derivatives can be used to compute tangents to the solution set of a generalized equation when standard (first-order) regularity conditions are absent, but relaxed (second-order) regularity conditions are fulfilled. This fact, roughly speaking, is only relevant in practice as long as the computation of second-order contingent derivatives itself … Read more
In this paper, we propose a novel double-proximal augmented Lagrangian method(DP-ALM) for solving a family of linearly constrained convex minimization problems whose objective function is not necessarily smooth. This DP-ALM not only enjoys a flexible dual stepsize, but also contains a proximal subproblem with relatively smaller proximal parameter. By a new prediction-correction reformulation for this … Read more
This paper develops two parameter-free methods for solving convex and strongly convex hybrid composite optimization problems, namely, a composite subgradient type method and a proximal bundle type method. Both functional and stationary complexity bounds for the two methods are established in terms of the unknown strong convexity parameter. To the best of our knowledge, the … Read more
We introduce a family of symmetric convex bodies called generalized ellipsoids of degree \(d\) (GE-\(d\)s), with ellipsoids corresponding to the case of \(d=0\). Generalized ellipsoids (GEs) retain many geometric, algebraic, and algorithmic properties of ellipsoids. We show that the conditions that the parameters of a GE must satisfy can be checked in strongly polynomial time, … Read more
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex, while the non-smooth component is convex and block-separable. The proposed method is adaptive to all problem parameters, including smoothness and weak convexity constants, … Read more
We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth part has a nonlinear least-squares structure. We adapt two existing approaches for derivative-free optimization of nonsmooth compositions of smooth … Read more
We study quadratic programs with m ball constraints, and the strength of a lifted convex relaxation for it recently proposed by Burer (2024). Burer shows this relaxation is exact when m=2. For general m, Burer (2024) provides numerical evidence that this lifted relaxation is tighter than the Kronecker product based Reformulation Linearization Technique (RLT) inequalities … Read more
Thirty years ago, in a seminal paper Ramana derived an exact dual for Semidefinite Programming (SDP). Ramana’s dual has the following remarkable features: i) it assumes feasibility of the primal, but it does not make any regularity assumptions, such as strict feasibility ii) its optimal value is the same as the optimal value of the … Read more