Related papers: A cyclic block coordinate descent method with gene…
The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…
Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…
This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…
We propose a generalized framework for block-structured nonconvex optimization, which can be applied to structured subgraph detection in interdependent networks, such as multi-layer networks, temporal networks, networks of networks, and…
Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…
We study convex optimization problems over a compact convex set where projections are expensive but a linear minimization oracle (LMO) is available. We propose the adaptive conditional gradient sliding method (AdCGS), a projection-free and…
In this paper, we consider gradient-type methods for convex positively homogeneous optimization problems with relative accuracy. An analogue of the accelerated universal gradient-type method for positively homogeneous optimization problems…
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…
We consider distributed optimization over networks where each agent is associated with a smooth and strongly convex local objective function. We assume that the agents only have access to unbiased estimators of the gradient of their…
We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction followed by a feasibility regaining step via orthogonal projection…
Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…
Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…
This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods.…
Approximation of subdifferentials is one of the main tasks when computing descent directions for nonsmooth optimization problems. In this article, we propose a bisection method for weakly lower semismooth functions which is able to compute…
This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed…
We propose a generalization of the method of cyclic projections, which uses the lengths of projection steps carried out in the past to learn about the geometry of the problem and decides on this basis which projections to carry out in the…
Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…
We propose a unifying framework for the automated computer-assisted worst-case analysis of cyclic block coordinate algorithms in the unconstrained smooth convex optimization setup. We compute exact worst-case bounds for the cyclic…
In this paper, we develop a global descent method for non-convex multi-objective optimization problems. The proposed approach builds upon foundational concepts from single-objective global descent techniques while removing the need for…
This paper deals with nonsmooth convex optimization problems in Euclidean spaces. We identify special elements of the subdifferential of a convex function, called specular gradients. Based on this observation, we propose three numerical…