We analyze the properties of an interior point cutting plane algorithm that is based on a semi-infinite linear formulation of the dual semidefinite program. The cutting plane algorithm approximately solves a linear relaxation of the dual semidefinite program in every iteration and relies on a separation oracle that returns linear cutting planes. We show that … Read more
In this work we consider the symmetric network equilibrium problem formulated as convex minimization problem whose variables are the path flows. In order to take into account the difficulties related to the large dimension of real network problems we adopt a column generation strategy and we employ a gradient projection method within an inexact decomposition … Read more
We consider multi-target linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex. CitationTo appear in Mathematical Problems in Engineering 2012 ArticleDownload View PDF
Orthogonal frequency division multiplexing (OFDM) is a technique that will prevail in the next generation wireless communication. Channel estimation is one of the key challenges in OFDM, since high-resolution channel estimation can significantly improve the equalization at the receiver and consequently enhance the communication performances. In this paper, we propose a system with an asymmetric … Read more
The old alternating direction method (ADM) has found many new applications recently, and its empirical efficiency has been well illustrated in various fields. However, the estimate of ADM’s convergence rate remains a theoretical challenge for a few decades. In this note, we provide a uniform proof to show the O(1/t) convergence rate for both the … Read more
The accelerated proximal gradient (APG) method, first proposed by Nesterov, and later refined by Beck and Teboulle, and studied in a unifying manner by Tseng has proven to be highly efficient in solving some classes of large scale structured convex optimization (possibly nonsmooth) problems, including nuclear norm minimization problems in matrix completion and $l_1$ minimization … Read more
We introduce and study the Split Common Null Point Problem (SCNPP) for set-valued maximal monotone mappings in Hilbert space. This problem generalizes our Split Variational Inequality Problem (SVIP) [Y. Censor, A. Gibali and S. Reich, Algorithms for the split variational inequality problem, Numerical Algorithms, accepted for publication, DOI 10.1007/s11075-011-9490-5]. The SCNPP with only two set-valued … Read more
The alternating direction method (ADM) is classical for solving a linearly constrained separable convex programming problem (primal problem), and it is well known that ADM is essentially the application of a concrete form of the proximal point algorithm (PPA) (more precisely, the Douglas-Rachford splitting method) to the corresponding dual problem. This paper shows that an … Read more
This paper introduces the generalized forward-backward splitting algorithm for minimizing convex functions of the form $F + \sum_{i=1}^n G_i$, where $F$ has a Lipschitz-continuous gradient and the $G_i$’s are simple in the sense that their Moreau proximity operators are easy to compute. While the forward-backward algorithm cannot deal with more than $n = 1$ non-smooth … Read more
We present and discuss a method to relax sets described by finitely many smooth convex inequality constraints by the level set of a single smooth convex inequality constraint. Based on error bounds and Lipschitz continuity, special attention is paid to the maximal approximation error and a guaranteed safety margin. Our results allow to safely avoid … Read more