Related papers: Linear Convergence of the Douglas-Rachford Method …
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…
After re-casting the $n$-dimensional wavelet construction problem as a feasibility problem with constraints arising from the requirements of compact support, smoothness and orthogonality, the Douglas--Rachford algorithm is employed in the…
We show that a realization of a closed connected PL-manifold of dimension n-1 in n-dimensional Euclidean space (n>2) is the boundary of a convex polyhedron (finite or infinite) if and only if the interior of each (n-3)-face has a point,…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our method updates only a subset of primal and dual variables with…
The Dirichlet-Neumann method is a common domain decomposition method for nonoverlapping domain decomposition and the method has been studied extensively for linear elliptic equations. However, for nonlinear elliptic equations, there are…
In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…
We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…
We study the global existence and uniform-in-time bounds of classical solutions in all dimensions to reaction-diffusion systems dissipating mass. By utilizing the duality method and the regularization of the heat operator, we show that if…
We study distributed optimization where nodes cooperatively minimize the sum of their individual, locally known, convex costs $f_i(x)$'s, $x \in {\mathbb R}^d$ is global. Distributed augmented Lagrangian (AL) methods have good empirical…
In this paper, we present a relaxation proximal point method with double inertial effects to approximate a solution of a non-convex equilibrium problem. We give global convergence results of the iterative sequence generated by our…
We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…
Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
In this paper, we extend the previous convergence results for the generalized alternating projection method applied to subspaces in [arXiv:1703.10547] to hold also for smooth manifolds. We show that the algorithm locally behaves similarly…
The Peaceman--Rachford scheme is a commonly used splitting method for discretizing semilinear evolution equations, where the vector fields are given by the sum of one linear and one nonlinear dissipative operator. Typical examples of such…
We study a location problem that involves a weighted sum of distances to closed convex sets. As several of the weights might be negative, traditional solution methods of convex optimization are not applicable. After obtaining some existence…
We show that a realization of a closed connected PL-manifold of dimension n-1 in Euclidean n-space (n>2) is the boundary of a convex polyhedron if and only if the interior of each (n-3)-face has a point, which has a neighborhood lying on…
In the setting of CAT(k) spaces, common fixed point iterations built from prox mappings (e.g. prox-prox, Krasnoselsky-Mann relaxations, nonlinear projected-gradients) converge locally linearly under the assumption of linear metric…