Bregman primal–dual first-order method and application to sparse semidefinite programming

X Jiang, L Vandenberghe - Computational Optimization and Applications, 2022 - Springer
We present a new variant of the Chambolle–Pock primal–dual algorithm with Bregman
distances, analyze its convergence, and apply it to the centering problem in sparse …

An interior point-proximal method of multipliers for linear positive semi-definite programming

S Pougkakiotis, J Gondzio - Journal of Optimization Theory and …, 2022 - Springer
In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM)
presented in Pougkakiotis and Gondzio (Comput Optim Appl 78: 307–351, 2021. https://doi …

Decentralized proximal splitting algorithms for composite constrained convex optimization

L Zheng, L Ran, H Li, L Feng, Z Wang, Q Lü… - Journal of the Franklin …, 2022 - Elsevier
This paper concentrates on a class of decentralized convex optimization problems subject to
local feasible sets, equality and inequality constraints, where the global objective function …

A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion

S Bellavia, J Gondzio, M Porcelli - Journal of Scientific Computing, 2021 - Springer
A new relaxed variant of interior point method for low-rank semidefinite programming
problems is proposed in this paper. The method is a step outside of the usual interior point …

Recovering Corrupted Data in Wind Farm Measurements: A Matrix Completion Approach

M Silei, S Bellavia, F Superchi, A Bianchini - Energies, 2023 - mdpi.com
Availability of reliable and extended datasets of recorded power output from renewables is
nowadays seen as one of the key drivers to improve the design and control of smart energy …

Proximal-stabilized semidefinite programming

S Cipolla, J Gondzio - Computational Optimization and Applications, 2024 - Springer
A regularized version of the primal-dual Interior Point Method (IPM) for the solution of
Semidefinite Programming Problems (SDPs) is presented in this paper. Leveraging on the …

When Does Primal Interior Point Method Beat Primal-dual in Linear Optimization?

W Gao, H Liu, Y Ye, M Udell - arXiv preprint arXiv:2411.16015, 2024 - arxiv.org
The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM
variant for linear optimization. In this paper, we demonstrate that the improved stability of the …

A quantum dual logarithmic barrier method for linear optimization

Z Wu, P Sampourmahani… - arXiv preprint arXiv …, 2024 - arxiv.org
Quantum computing has the potential to speed up some optimization methods. One can use
quantum computers to solve linear systems via Quantum Linear System Algorithms (QLSAs) …

GMRES-accelerated ADMM for quadratic objectives

RY Zhang, JK White - SIAM Journal on Optimization, 2018 - SIAM
We consider the sequence acceleration problem for the alternating direction method of
multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex …

[图书][B] Primal-dual proximal optimization algorithms with Bregman divergences

X Jiang - 2022 - search.proquest.com
Proximal methods are an important class of algorithms for solving nonsmooth, constrained,
large-scale or distributed optimization problems. Because of their flexibility and scalability …