Related papers: A variable metric forward--backward method with ex…
We propose an alternating subgradient method with non-constant step sizes for solving convex-concave saddle-point problems associated with general convex-concave functions. We assume that the sequence of our step sizes is not summable but…
Matrix factorization (MF) is a versatile learning method that has found wide applications in various data-driven disciplines. Still, many MF algorithms do not adequately scale with the size of available datasets and/or lack…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…
Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…
In this paper, we propose a reflected forward-backward splitting algorithic framework for finding a zero of the sum of finitely many monotone op-erators, including maximally monotone operators, cocoercive operators, and monotone and…
In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…
We address the minimization of the sum of a proper, convex and lower semicontinuous with a (possibly nonconvex) smooth function from the perspective of an implicit dynamical system of forward-backward type. The latter is formulated by means…
We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of…
It is known that the Frank-Wolfe (FW) algorithm, which is affine-covariant, enjoys accelerated convergence rates when the constraint set is strongly convex. However, these results rely on norm-dependent assumptions, usually incurring…
The {\it forward-backward algorithm} is a powerful tool for solving optimization problems with a {\it additively separable} and {\it smooth} + {\it nonsmooth} structure. In the convex setting, a simple but ingenious acceleration scheme…
We consider the problem of finding the minimization of the sum of a convex function and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators. We…
In this paper, a new one-parameter filled function approach is developed for nonlinear multi-objective optimization. Inspired by key filled function ideas from single-objective optimization, the proposed method is adapted to the…
We present and analyse a backtracking strategy for a general Fast Iterative Shrinkage/Thresholding Algorithm which has been recently proposed in (Chambolle, Pock, 2016) for strongly convex objective functions. Differently from classical…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…
We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…
In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…
In this paper, we propose a novel accelerated forward-backward splitting algorithm for minimizing convex composite functions, written as the sum of a smooth function and a (possibly) nonsmooth function. When the objective function is…
The inverse source problem arising in photoacoustic tomography and in several other coupled-physics modalities is frequently solved by iterative algorithms. Such algorithms are based on the minimization of a certain cost functional. In…
In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable convex function whose gradient satisfies a locally…