Related papers: Convergence rates for forward-backward dynamical s…

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…

In connection with the optimization problem $$\inf_{x\in argmin \Psi}\{\Phi(x)+\Theta(x)\},$$ where $\Phi$ is a proper, convex and lower semicontinuous function and $\Theta$ and $\Psi$ are convex and smooth functions defined on a real…

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

We establish lower bounds on the complexity of finding $\epsilon$-stationary points of smooth, non-convex high-dimensional functions using first-order methods. We prove that deterministic first-order methods, even applied to arbitrarily…

When minimizing the sum of a convex and a strongly convex function, or when finding the zero of the sum of a monotone operator and a strongly monotone operator, Chambolle and Pock (2010) and Davis and Yin (2015) proposed accelerated…

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

We consider the minimization of a convex objective function subject to the set of minima of another convex function, under the assumption that both functions are twice continuously differentiable. We approach this optimization problem from…

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…

In this paper we deal with a general second order continuous dynamical system associated to a convex minimization problem with a Fr\`echet differentiable objective function. We show that inertial algorithms, such as Nesterov's algorithm,…

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in…

The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self-concordant-like property, this concept…

We study the optimization of non-convex functions that are not necessarily smooth (gradient and/or Hessian are Lipschitz) using first order methods. Smoothness is a restrictive assumption in machine learning in both theory and practice,…

In this paper, we propose a stochastic version of the classical Tseng's forward-backward-forward method with inertial term for solving monotone inclusions given by the sum of a maximal monotone operator and a single-valued monotone operator…

We propose and study the weak convergence of a projective splitting algorithm for solving multi-term composite monotone inclusion problems involving the finite sum of $n$ maximal monotone operators, each of which having an inner four-block…

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

We investigate an inertial algorithm of gradient type in connection with the minimization of a nonconvex differentiable function. The algorithm is formulated in the spirit of Nesterov's accelerated convex gradient method. We prove some…