9 papers · 1 filter
A Fixed-Penalty Linearized Augmented Lagrangian Method with Classical Multiplier Updates
Benqi Liu, Kangkang Deng, Zichen Wang +1
Augmented Lagrangian methods are effective for nonlinear equality-constrained optimization, but solving their nonlinear primal subproblems can be expensive. For smooth nonconvex pr…
Restarted Reflected Halpern Acceleration for Augmented Primal-Dual Methods
Benqi Liu, Ju Cao, Wotao Yin +1
We study linearly constrained composite convex optimization with a smooth term and a proximable nonsmooth term. We develop a unified augmented primal-dual framework with primal-dua…
The Augmented Lagrangian Methods: Overview and Recent Advances
Kangkang Deng, Rui Wang, Zhenyuan Zhu +2
Large-scale constrained optimization is pivotal in modern scientific, engineering, and industrial computation, often involving complex systems with numerous variables and constrain…
SSNCVX: A primal-dual semismooth Newton method for convex composite optimization problem
Zhanwang Deng, Tao Wei, Jirui Ma +1
In this paper, we propose a uniform semismooth Newton-based algorithmic framework called SSNCVX for solving a broad class of convex composite optimization problems. By exploiting t…
Riemannian EXTRA: Communication-efficient decentralized optimization over compact submanifolds with data heterogeneity
Jiayuan Wu, Zhanwang Deng, Jiang Hu +2
We consider decentralized optimization over a compact Riemannian submanifold in a network of agents, where each agent holds a smooth, nonconvex local objective defined by its p…
LMask: Learn to Solve Constrained Routing Problems with Lazy Masking
Tianyou Li, Haijun Zou, Jiayuan Wu +1
Routing problems are canonical combinatorial optimization tasks with wide-ranging applications in logistics, transportation, and supply chain management. However, solving these pro…
An efficient primal dual semismooth Newton method for semidefinite programming
Zhanwang Deng, Jiang Hu, Kangkang Deng +1
In this paper, we present an efficient semismooth Newton method, named SSNCP, for solving a class of semidefinite programming problems. Our approach is rooted in an equivalent semi…
Oracle complexities of augmented Lagrangian methods for nonsmooth manifold optimization
Kangkang Deng, Jiang Hu, Jiayuan Wu +1
In this paper, we present two novel manifold inexact augmented Lagrangian methods, \textbf{ManIAL} for deterministic settings and \textbf{StoManIAL} for stochastic settings, solvin…
An Augmented Lagrangian Primal-Dual Semismooth Newton Method for Multi-Block Composite Optimization
Zhanwang Deng, Kangkang Deng, Jiang Hu +1
In this paper, we develop a novel primal-dual semismooth Newton method for solving linearly constrained multi-block convex composite optimization problems. First, a differentiable…