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We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

The circumcentered-reflection method (CRM) has been applied for solving convex feasibility problems. CRM iterates by computing a circumcenter upon a composition of reflections with respect to convex sets. Since reflections are based on…

Optimization and Control · Mathematics 2022-01-05 Guilherme Araújo , Reza Arefidamghani , Roger Behling , Yunier Bello-Cruz , Alfredo Iusem , Luiz-Rafael Santos

Despite the broad use of fixed-point iterations throughout applied mathematics, the optimal convergence rate of general fixed-point problems with nonexpansive nonlinear operators has not been established. This work presents an acceleration…

Optimization and Control · Mathematics 2022-06-28 Jisun Park , Ernest K. Ryu

The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…

Optimization and Control · Mathematics 2015-12-16 Ruoyu Sun , Mingyi Hong

This paper proposes and develops inexact proximal methods for finding stationary points of the sum of a smooth function and a nonsmooth weakly convex one, where an error is present in the calculation of the proximal mapping of the nonsmooth…

Optimization and Control · Mathematics 2023-08-07 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

This article investigates the approximation quality achievable for biobjective minimization problems with respect to the Pareto cone by solutions that are (approximately) optimal with respect to larger ordering cones. When simultaneously…

Optimization and Control · Mathematics 2021-09-22 Arne Herzel , Stephan Helfrich , Stefan Ruzika , Clemens Thielen

In this paper, we study a new iterative method for finding the fixed point of a weak Bregman relatively nonexpansive mapping and the set of solutions of generalized mixed equilibrium problems in Banach spaces.

Functional Analysis · Mathematics 2019-11-07 V. Darvish , K. Jantakarn , A. Kaewcharoen , N. Biranvand

We study the problem of minimizing a $m$-weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite nonconvex functions. In this work, we propose a…

Optimization and Control · Mathematics 2025-09-04 Feng-Yi Liao , Yang Zheng

We study the iteration complexity of Lipschitz convex optimization problems satisfying a general error bound. We show that for this class of problems, subgradient descent with either Polyak stepsizes or decaying stepsizes achieves minimax…

Optimization and Control · Mathematics 2025-12-17 Alex L. Wang

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

Probability · Mathematics 2025-02-21 Aurélie Bigot

We develop a convergence-rate analysis of momentum with cyclical step-sizes. We show that under some assumption on the spectral gap of Hessians in machine learning, cyclical step-sizes are provably faster than constant step-sizes. More…

Optimization and Control · Mathematics 2022-05-10 Baptiste Goujaud , Damien Scieur , Aymeric Dieuleveut , Adrien Taylor , Fabian Pedregosa

We prove that Picard-Lindel\"of iterations for an arbitrary smooth normal Cauchy problem for PDE converge if we assume a suitable Weissinger-like sufficient condition. This condition includes both a large class of non-analytic PDE or…

Analysis of PDEs · Mathematics 2022-11-03 Paolo Giordano , Lorenzo Luperi Baglini

This paper concerns the worst-case complexity of cyclic coordinate descent (C-CD) for minimizing a convex quadratic function, which is equivalent to Gauss-Seidel method and can be transformed to Kaczmarz method and projection onto convex…

Optimization and Control · Mathematics 2018-08-14 Ruoyu Sun , Yinyu Ye

The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…

Optimization and Control · Mathematics 2017-05-24 Quanming Yao , James T. Kwok , Fei Gao , Wei Chen , Tie-Yan Liu

In this paper, the convergence of alternating minimization is established for non-smooth convex optimization in Banach spaces, and novel rates of convergence are provided. As objective function a composition of a smooth and a non-smooth…

Optimization and Control · Mathematics 2021-05-31 Jakub Wiktor Both

Proximity maps and regions are defined based on the relative allocation of points from two or more classes in an area of interest and are used to construct random graphs called proximity catch digraphs (PCDs) which have applications in…

Metric Geometry · Mathematics 2009-02-10 Elvan Ceyhan

We consider the stochastic geometry model where the location of each node is a random point in a given metric space, or the existence of each node is uncertain. We study the problems of computing the expected lengths of several…

Data Structures and Algorithms · Computer Science 2015-02-18 Lingxiao Huang , Jian Li

Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…

Optimization and Control · Mathematics 2015-02-24 Jie Lu , Mikael Johansson

We start by considering the problem of estimating intrinsic distances on a smooth submanifold. We show that minimax optimality can be obtained via a reconstruction of the surface, and discuss the use of a particular mesh construction -- the…

Machine Learning · Statistics 2023-10-04 Ery Arias-Castro , Phong Alain Chau

In two dimensions, we propose and analyze an a posteriori error estimator for finite element approximations of the stationary Navier Stokes equations with singular sources on Lipschitz, but not necessarily convex, polygonal domains. Under a…

Numerical Analysis · Mathematics 2019-10-14 Alejandro Allendes , Enrique Otarola , Abner J. Salgado
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