Related papers: Flexible Parallel Algorithms for Big Data Optimiza…
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…
To design efficient parallel algorithms, some recent papers showed that many sequential iterative algorithms can be directly parallelized but there are still challenges in achieving work-efficiency and high-parallelism. Work-efficiency can…
The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…
In this study, we develop a new parallel algorithm for solving systems of linear algebraic equations with the same block-tridiagonal matrix but with different right-hand sides. The method is a generalization of the parallel dichotomy…
We study a class of monotone inclusions called "self-concordant inclusion" which covers three fundamental convex optimization formulations as special cases. We develop a new generalized Newton-type framework to solve this inclusion. Our…
A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…
Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…
We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…
This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…
In this two-part work, we propose an algorithmic framework for solving non-convex problems whose objective function is the sum of a number of smooth component functions plus a convex (possibly non-smooth) or/and smooth (possibly non-convex)…
Image restoration is typically addressed through non-convex inverse problems, which are often solved using first-order block-wise splitting methods. In this paper, we consider a general type of non-convex optimisation model that captures…
We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
A Bayesian framework is proposed to define flexible coupling models for joint tensor decompositions of multiple data sets. Under this framework, a natural formulation of the data fusion problem is to cast it in terms of a joint maximum a…
Compactly expressing large-scale datasets through Multivariate Functional Approximations (MFA) can be critically important for analysis and visualization to drive scientific discovery. Tackling such problems requires scalable data…
We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…
Cooperative Co-evolution, through the decomposition of the problem space, is a primary approach for solving large-scale global optimization problems. Typically, when the subspaces are disjoint, the algorithms demonstrate significantly both…