In this paper we study decomposition methods based on separable approximations for minimizing the augmented Lagrangian. In particular, we study and compare the Diagonal Quadratic Approximation Method (DQAM) of Mulvey and Ruszczyński and the Parallel Coordinate Descent Method (PCDM) of Richtárik and Takáč. We show that …
On-device research index
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
168,695 papers · 148 categories
Trend · papers per month
48 results for “approximate augmented Lagrangian”
Training neural networks under physical constraints using a stochastic augmented Lagrangian approachphysics.comp-ph
Stochastic approach improves neural network training for kinetic simulations.
problem Training neural networks under physical constraints in kinetic fusion simulations.
method Stochastic augmented Lagrangian approach using pyTorch.
result Higher model prediction accuracy achieved compared to fixed penalty method.
Decentralized Optimization Over the Stiefel Manifold by an Approximate Augmented Lagrangian Functionmath.OC
A new decentralized algorithm DESTINY solves optimization over Stiefel manifold with single communication round.
problem Decentralized optimization over the Stiefel manifold with private data.
method Gradient tracking with approximate augmented Lagrangian function.
result DESTINY achieves global convergence with a single communication round.
New offline RL algorithms tackle partial data coverage with optimal performance and practicality.
problem Partial data coverage in offline RL datasets.
method Augmented Lagrangian method applied to MIS formulation for optimal offline RL.
result Statistically optimal offline RL with practical performance, eliminating conservatism.
A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimizationmath.OC
Paper proposes a method to find approximate SOSP for nonconvex conic optimization problems.
problem Finding approximate second-order stationary points in nonconvex conic optimization.
method Newton-CG based barrier-augmented Lagrangian method.
result Method achieves complexity bounds of and for finding an -SOSP.
Paper proposes distributed optimization for federated learning with theoretical guarantees.
problem Privacy-preserving cross-organizational data collaboration in machine learning.
method Augmented Lagrangian technique for diverse communication topologies, termination criteria, and parameter update mechanisms.
result The proposed framework recovers classical optimization methods and provides strong performance in large-scale federated learning.
A new method solves complex constrained minimax problems.
problem Solving constrained minimax optimization problems.
method First-order augmented Lagrangian method.
result Established an operation complexity of .
For a Legendrian torus knot or link with maximal Thurston-Bennequin number, Ekholm, Honda, and Kálmán constructed exact Lagrangian fillings, where is the -th Catalan number. We show that these exact Lagrangian fillings are pairwise non-isotopic through exact Lagrangian isotopy. To do that, we com…
To a Legendrian knot, one can associate an category, the augmentation category. An exact Lagrangian cobordism between two Legendrian knots gives a functor of the augmentation categories of the two knots. We study the functor and establish a long exact sequence relating the corresponding cohomolog…
Study of Legendrian links using Floer theory and cluster varieties.
problem Understanding exact Lagrangian fillings of positive braid Legendrian links.
method Floer-theoretic approach and exact Lagrangian cobordisms.
result Proves that positive braid Legendrian links admit infinitely many exact Lagrangian fillings.
A new method tackles nonconvex optimization with penalties and proximal terms.
problem Nonconvex optimization problems with equality and inequality constraints.
method Inexact proximal augmented Lagrangian method (P-ALM) with adaptive penalty and proximal parameters.
result Effective convergence properties and numerical superiority over traditional methods.
Paper proposes a new method to find approximate SOSP for nonconvex constrained optimization problems.
problem Finding a second-order stationary point of nonconvex equality constrained optimization.
method Newton-CG based augmented Lagrangian method with a new Newton-CG subproblem solver.
result Achieves better complexity guarantees for finding approximate SOSP with high probability.
Study uses Newton polytopes to distinguish Lagrangian fillings of Legendrian submanifolds.
problem Distinguishing Lagrangian fillings of Legendrian submanifolds.
method Utilizes Newton polytopes associated with augmented values of Reeb chords.
result Newton polytopes can distinguish infinitely many distinct Lagrangian fillings.
The study explores Legendrian fillings and augmentations, providing methods to compute induced augmentations.
problem Understanding and computing Legendrian isotopy invariants through augmentations and fillings.
method Developed methods to compute induced augmentations based on Morse complex families and Legendrian cobordisms.
result Established methods to compute Legendrian isotopy invariants using augmentations and fillings.
Torsion found in knot homology, challenging augmentation theories.
problem Torsion in linearized contact homology for Legendrian knots.
method Examples of Legendrian knots with non-trivial homology over Z.
result Augmentations not induced by exact fillings, even mod 2.
A distributed semismooth Newton based augmented Lagrangian method for distributed optimizationmath.OC
A new method solves distributed optimization problems over networks.
problem Solving optimization problems over networks with local cost functions and limited communication.
method Distributed semismooth Newton based augmented Lagrangian method.
result The method efficiently solves distributed optimization problems over networks.
New method solves constrained optimization problems efficiently.
problem Equality-constrained nonlinear, nonconvex optimization problems.
method Adaptive inexact Newton method with randomized iterative sketching.
result Global almost sure convergence and local linear/superlinear convergence.
New augmentations of twist knots found that can't be filled.
problem Finding augmentations of twist knots that cannot be filled by orientable Lagrangian fillings.
method Using a Floer-theoretic version of a result from microlocal sheaf theory, showing augmentations cannot be induced by algebraic tori.
result Established new examples of augmentations of Legendrian twist knots that cannot be induced by orientable Lagrangian fillings.
Efficiently solves Elastic Net in high dimensions with Newton method.
problem Feature selection in high-dimensional data with non-negligible collinearity.
method Semi-smooth Newton Augmented Lagrangian Method.
result Significantly reduces computational cost compared to competitors.
The paper connects Legendrian links to cluster theory and exact Lagrangian fillings.
problem Understanding the relationship between Legendrian links and cluster theory.
method Using exact Lagrangian fillings and cluster theory, the paper establishes connections between Legendrian links and cluster varieties.
result The augmentation variety of certain Legendrian 2-bridge links is isomorphic to a product of cluster varieties.
Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimationstat.ML
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymp…
New method fills cluster seeds with exact Lagrangian structures.
problem Surjectivity of map from Lagrangian fillings to cluster seeds.
method Construction of quiver with potential and Lagrangian disk surgeries.
result Trivial deformation space of quiver allows manipulation of fillings.
We introduce a notion of cardinality for the augmentation category associated to a Legendrian knot or link in standard contact R^3. This `homotopy cardinality' is an invariant of the category and allows for a weighted count of augmentations, which we prove to be determined by the ruling polynomial of the link. We prese…
We provide an explicit example of a non trivial Legendrian knot such that there exists a Lagrangian concordance from to where is the trivial Legendrian knot. We then use the map induced in Legendrian contact homology by a concordance and the augmentation category of to show that no Lagrangian co…
The paper studies how Lagrangian cobordisms affect DGAs of Legendrian ends.
problem Understanding how Lagrangian cobordisms impact DGAs of Legendrian ends.
method Adapting the map induced by cobordisms on DGAs to linearizations using augmentations, and showing invariance under Lagrangian isotopy.
result The induced map on linearized Legendrian contact homology is invariant under Lagrangian isotopy under mild hypotheses.
We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is much larger than the number of observations because of the dual formulation. More…
Cancellation-Free Regret Bounds for Lagrangian Approaches in Constrained Markov Decision Processescs.LG
New algorithm reduces regret in CMDPs without cancellation of errors.
problem Lagrangian approaches in CMDPs struggle with cancellation of errors.
method OptAug-CMDP, based on augmented Lagrangian method.
result Regret of for both objective and constraint violation.
We study the connection between topological strings and contact homology recently proposed in the context of knot invariants. In particular, we establish the proposed relation between the Gromov-Witten disk amplitudes of a Lagrangian associated to a knot and augmentations of its contact homology algebra. This also impl…
Clean intersections of Lagrangian knots in 3D are impossible.
problem Prohibiting clean intersections of certain knots in 3D symplectic geometry.
method Symplectic field theory and algebraic constraints on augmentation varieties.
result No Hamiltonian diffeomorphism can cleanly intersect a specific type of knot's conormal bundle.
Accelerated first-order methods for convex optimization with locally Lipschitz continuous gradientmath.OC
New methods for convex optimization with locally Lipschitz gradient, achieving faster convergence.
problem Optimization problems with locally Lipschitz continuous gradient.
method Accelerated proximal gradient (APG) methods and proximal augmented Lagrangian method.
result Achieved faster convergence rates for convex optimization problems with locally Lipschitz gradient.
We provide in this note two relevant examples of Lagrangian cobordisms. The first one gives an example of two exact Lagrangian submanifolds which cannot be composed in an exact fashion. The second one is an example of an exact Lagrangian cobordism on which all primitive of the Liouville form is not constant on the nega…
New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.
problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.
Paper proposes ASCCA for sparse CCA with trace Lasso regularization.
problem Sparse CCA in high-dimensional settings with correlated variables.
method Trace Lasso regularization, reformulated to Riemannian manifolds, inexact augmented Lagrangian method.
result Improved stability and interpretation of sparse CCA.
The paper defines a new concept of approximability for Lagrangian submanifolds.
problem Understanding the approximability of Lagrangian submanifolds.
method Introducing a new notion of categorical approximability for metric spaces, showing it applies to specific types of Lagrangian submanifolds.
result Examples of Lagrangian submanifolds are found that are approximable but not precompact.
The paper develops methods for time-varying constrained online convex optimization.
problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.
Smooth 2-tori in R^4 can be approximated by polyhedral Lagrangian or isotropic tori.
problem Approximating smooth 2-tori in high-dimensional spaces.
method Polyhedral approximation using Lagrangian and isotropic tori.
result Smooth 2-tori can be approximated by polyhedral Lagrangian or isotropic tori in C0 or C1 sense.
Develops consistent approximations for composite optimization problems.
problem Significant errors in solutions due to approximations in optimization problems.
method Specifies conditions for well-behaved approximations in minimizers, stationary points, and level-sets for a broad class of composite problems.
result Framework of consistent approximations for composite problems, including stochastic, neural-network, and multi-objective optimization.
Minimizing a function over an intersection of convex sets is an important task in optimization that is often much more challenging than minimizing it over each individual constraint set. While traditional methods such as Frank-Wolfe (FW) or proximal gradient descent assume access to a linear or quadratic oracle on the …
Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.
problem Nonconvex composite functional constraints with inequality constraints.
method First-order augmented Lagrangian method with smoothed prox-linear reformulation.
result Explicit convergence rates for the proposed method in terms of KKT residual.
Variable selection is one of the most important tasks in statistics and machine learning. To incorporate more prior information about the regression coefficients, the constrained Lasso model has been proposed in the literature. In this paper, we present an inexact augmented Lagrangian method to solve the Lasso problem …
A sparse semismooth Newton based augmented Lagrangian method for large-scale support vector machinesmath.OC
Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of t…
In this paper, we propose a novel approach in order to recover a quantized matrix with missing information. We propose a regularized convex cost function composed of a log-likelihood term and a Trace norm term. The Bi-factorization approach and the Augmented Lagrangian Method (ALM) are applied to find the global minimi…
A new method solves large-scale sparse group square-root Lasso problems efficiently.
problem Large-scale linearly constrained sparse group square-root Lasso problems.
method Dual semismooth Newton based augmented Lagrangian method (ALM).
result The proposed method efficiently solves the problem with numerical experiments demonstrating its effectiveness.
Functor connects sheaf categories of Legendrian submanifolds.
problem Connecting sheaf categories of Legendrian submanifolds.
method Constructs a functor between sheaf categories using Nadler-Shende's work.
result Provides a sheaf theory description of Lagrangian cobordism.
New algorithm solves stochastic optimization problems with unknown gradients.
problem Solving nonlinear optimization problems with stochastic objectives and deterministic constraints.
method Adaptive SQP with differentiable exact augmented Lagrangian and stochastic line search.
result Global convergence established for both non-adaptive and adaptive SQP methods.
We address the problem of solving convex optimization problems with many convex constraints in a distributed setting. Our approach is based on an extension of the alternating direction method of multipliers (ADMM) that recently gained a lot of attention in the Big Data context. Although it has been invented decades ago…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical fast convergence rate under weak conditions. However, for problems such as X-ray co…
The paper studies knot types of clean intersections in a 3D space.
problem Identifying knot types in clean intersections.
method Using compactly supported Hamiltonian isotopy and DGA maps.
result Constraints on knot types of intersections.