125 citations · 684 across the 34 of their papers we have counts for
4 papers · 2 filters
QPALM: A Proximal Augmented Lagrangian Method for Nonconvex Quadratic Programs
Ben Hermans, Andreas Themelis, Panagiotis Patrinos
We propose QPALM, a nonconvex quadratic programming (QP) solver based on the proximal augmented Lagrangian method. This method solves a sequence of inner subproblems which can be e…
Douglas-Rachford splitting and ADMM for nonconvex optimization: Accelerated and Newton-type linesearch algorithms
Andreas Themelis, Lorenzo Stella, Panagiotis Patrinos
Although the performance of popular optimization algorithms such as Douglas-Rachford splitting (DRS) and the ADMM is satisfactory in small and well-scaled problems, ill conditionin…
A new envelope function for nonsmooth DC optimization
Andreas Themelis, Ben Hermans, Panagiotis Patrinos
Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate functio…
A quadratically convergent proximal algorithm for nonnegative tensor decomposition
Nico Vervliet, Andreas Themelis, Panagiotis Patrinos +1
The decomposition of tensors into simple rank-1 terms is key in a variety of applications in signal processing, data analysis and machine learning. While this canonical polyadic de…