arXiv subjects

Rui-Jin Zhang

Publications and source records attributed to Rui-Jin Zhang.

6 recordsLinked to original sources

arXiv2026

A Multiscale Primal-Dual Interior-Point Relaxation Method for Large-Scale Optimal Transport Problems

Large-scale optimal transport (OT) problems involve a vast number of transport variables, leading to prohibitive memory and computational costs. To address these challenges, we propose a multiscale primal-dual interior-point relaxation method (MSIPRM). The multiscale outer framework constructs a hierarchy of standard OT problems at progressively finer levels. At each level, the OT problem is solved over a sequence of adaptively refined active sets initialized based on the solution support at the previous level. This yields a sequence of closely related sparse subproblems, thereby substantially reducing memory requirements. The primal-dual interior-point relaxation method (IPRM) serves as the inner solver for each sparse subproblem. Since IPRM does not require strictly interior iterates, it can readily use the solution of the previous subproblem as a warm start. To efficiently obtain the Newton direction, we solve a reduced Schur complement system derived from the normal equations. Furthermore, we develop an effective support-identification strategy based on the approximate solutions obtained by IPRM. We establish condition number estimates for the Schur complement matrices and analyze the global and local convergence properties of the algorithm. Numerical experiments on large-scale test problems demonstrate the computational efficiency and scalability of MSIPRM and show that it compares favorably with existing solvers. In particular, MSIPRM can handle instances whose full formulations contain trillions of transport variables.

math.OC↗

arXiv2026

A primal--dual interior-point method for nonsymmetric conic optimization with conjugate-free scaling

We develop a primal--dual interior-point method for nonsymmetric conic optimization based on a conjugate-free scaling matrix. The scaling is obtained from a single-secant BFGS update of the primal barrier Hessian. In contrast to multi-secant BFGS scalings, it does not require conjugate-barrier derivatives. This feature is important for high-dimensional nonsymmetric cones, where conjugate-barrier derivatives may be unavailable in closed form or expensive to compute. We embed the conjugate-free scaling in a homogeneous self-dual predictor--corrector framework. Using a split central-path neighborhood that separately controls the conic variables and the scalar homogeneous variables, we prove that the scaling matrix remains uniformly comparable to the primal barrier Hessian. This comparison bound is used to prove neighborhood preservation and to show that the complementarity measure and the linear residual decrease at a uniform rate. Consequently, the method attains an iteration bound of $\mathcal{O}(\sqrtν\log(1/\varepsilon))$, improving the $\mathcal{O}(ν\log(1/\varepsilon))$ bound of Badenbroek and Dahl [Optim. Methods Softw., 37 (2022), pp. 1027--1064] and matching the best-known complexity order for interior-point methods. Numerical experiments on instances involving the operator perspective epigraph cone and the quantum relative entropy cone show that the method is competitive with QICS, a specialized solver for conic models arising in quantum information.

math.OC↗

arXiv2026

Masked Symmetric Nonnegative Matrix Factorization for Community Detection in Incomplete Networks

Community detection in complex networks is frequently challenged by incomplete or noisy adjacency matrices. Traditional symmetric nonnegative matrix factorization methods typically rely on zero-imputation for unobserved entries, which compromises clustering reliability. This paper proposes a Masked Symmetric Nonnegative Matrix Factorization (Masked SymNMF) framework designed to factorize partially observed networks directly. By defining a masking operator over the observed entries, the proposed model restricts the objective evaluation exclusively to valid data. To overcome the severe non-convexity inherent in the symmetric factorization, we formulate an asymmetric relaxation penalized by a regularization term. We prove the exact penalty property of this reformulated model, establishing its theoretical equivalence to the original symmetric problem under sufficient regularization. Furthermore, an alternating nonnegative least squares framework is developed, yielding tailored update rules for Multiplicative Updates, Hierarchical Alternating Least Squares, and Projected Gradient Descent algorithms. Extensive numerical experiments on synthetic datasets and real-world networks demonstrate that the proposed Masked SymNMF outperforms baseline imputation methods across varying observation densities, providing a theoretically sound and practically efficient approach for community detection in incomplete networks.

math.OC↗

arXiv2026

Polynomial iteration complexity of a path-following smoothing Newton method for symmetric cone programming

It has long remained open whether smoothing Newton methods (SNMs) for symmetric cone programming (SCP) admit polynomial iteration complexity. A key difficulty lies in the lack of an analogue of the self-concordant convex framework underlying interior-point methods (IPMs). In this paper, inspired by Nemirovski's self-concordant convex-concave theory, we address this open problem by introducing a reduced barrier augmented Lagrangian (BAL) function. We prove that the reduced BAL function is self-concordant convex-concave and establish that the parameterized smooth system arising in SNMs coincides with the first-order optimality conditions of an associated minimax problem. Motivated by this equivalence, we propose a path-following smoothing Newton method (PFSNM). The reduced BAL function induces a central path and an associated neighborhood, which provide estimates for the Newton decrement needed for the path-following analysis. As a result, the method achieves an iteration complexity of $\mathcal{O}(\sqrtν\ln(1/\varepsilon))$, matching the best-known short-step complexity for IPMs. Numerical results on standard benchmarks show that PFSNM is competitive with several well-known interior-point solvers, and the observed performance is consistent with the theoretical development.

math.OC↗

arXiv2026

A Newton Augmented Lagrangian Method for Symmetric Cone Programming with Complexity Analysis

Symmetric cone programming covers a broad class of convex optimization problems, including linear programming, second-order cone programming, and semidefinite programming. Although the augmented Lagrangian method (ALM) is well-suited for large-scale problems, its subproblems are often not twice continuously differentiable, preventing the direct use of classical Newton methods. To address this issue, we observe that barrier functions used in interior-point methods (IPMs) naturally serve as effective smoothing terms to alleviate such nonsmoothness. By combining the strengths of ALM and IPMs, we construct a novel augmented Lagrangian function and subsequently develop a Newton augmented Lagrangian (NAL) method. By leveraging the self-concordance property of the barrier function, the proposed method is shown to achieve an $\mathcal{O}(1/ε)$ complexity bound. In addition, a spectral analysis reveals that the condition numbers of the Schur complement matrices arising in the NAL method are of order $\mathcal{O}(1/μ)$, which is better than the $\mathcal{O}(1/{μ^2})$ order of classical IPMs. This improvement is further illustrated by a heatmap of condition numbers. Numerical experiments conducted on standard benchmarks indicate that the NAL method exhibits significant performance improvements compared to several existing methods.

math.OC↗

arXiv2024

An Efficient Benders Decomposition Approach for Optimal Large-Scale Network Slicing

This paper considers the network slicing (NS) problem which attempts to map multiple customized virtual network requests to a common shared network infrastructure and allocate network resources to meet diverse service requirements. This paper proposes an efficient customized Benders decomposition algorithm for globally solving the large-scale NP-hard NS problem. The proposed algorithm decomposes the hard NS problem into two relatively easy function placement (FP) and traffic routing (TR) subproblems and iteratively solves them enabling the information feedback between each other, which makes it particularly suitable to solve large-scale problems. Specifically, the FP subproblem is to place service functions into cloud nodes in the network, and solving it can return a function placement strategy based on which the TR subproblem is defined; and the TR subproblem is to find paths connecting two nodes hosting two adjacent functions in the network, and solving it can either verify that the solution of the FP subproblem is an optimal solution of the original problem, or return a valid inequality to the FP subproblem that cuts off the current infeasible solution. The proposed algorithm is guaranteed to find the globally optimal solution of the NS problem. By taking the special structure of the NS problem into consideration, we successfully develop two families of valid inequalities that render the proposed algorithm converge much more quickly and thus much more efficient. Numerical results demonstrate that the proposed valid inequalities effectively accelerate the convergence of the decomposition algorithm, and the proposed algorithm significantly outperforms the existing algorithms in terms of both solution efficiency and quality.

cs.IT↗