We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
We generalize the primal-dual hybrid gradient (PDHG) algorithm proposed by Zhu and Chan in [M. Zhu, and T. F. Chan, An Efficient Primal-Dual Hybrid Gradient Algorithm for Total Var...
—We study two convex optimization problems in a multi-class M/G/1 queue with adjustable service rates: minimizing convex functions of the average delay vector, and minimizing ave...
We present multi-task structure learning for Gaussian graphical models. We discuss uniqueness and boundedness of the optimal solution of the maximization problem. A block coordina...
Abstract. We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm a...