Related papers: An Accelerated Proximal Coordinate Gradient Method…

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function via the inexact accelerated proximal gradient (APG) method. A key limitation of existing inexact APG methods is their reliance on…

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimization and radiation therapy planning, where risk-aware…

Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging…

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…

In this paper, we propose new accelerated methods for smooth convex optimization, called contracting proximal methods. At every step of these methods, we need to minimize a contracted version of the objective function augmented by a…

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

This paper investigates solving convex composite optimization on an undirected network, where each node, privately endowed with a smooth component function and a nonsmooth one, is required to minimize the sum of all the component functions…

In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In…

In this paper, we extend the geometric descent method recently proposed by Bubeck, Lee and Singh to tackle nonsmooth and strongly convex composite problems. We prove that our proposed algorithm, dubbed geometric proximal gradient method…

Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a…

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed an optimized gradient method (OGM) for this problem and…

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…