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In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…

Optimization and Control · Mathematics 2020-07-13 Quoc Tran-Dinh , Yuzixuan Zhu

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

Machine Learning · Computer Science 2023-03-03 Lingxiao Li , Noam Aigerman , Vladimir G. Kim , Jiajin Li , Kristjan Greenewald , Mikhail Yurochkin , Justin Solomon

This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…

Optimization and Control · Mathematics 2018-03-28 Emanuel Laude , Daniel Cremers

We propose a general deep plug-and-play (PnP) algorithm with a theoretical convergence guarantee. PnP strategies have demonstrated outstanding performance in various image restoration tasks by exploiting the powerful priors underlying…

Image and Video Processing · Electrical Eng. & Systems 2025-12-19 Yodai Suzuki , Ryosuke Isono , Shunsuke Ono

In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…

Optimization and Control · Mathematics 2026-05-14 Minh N. Dao , Hung M. Phan , Matthew K. Tam , Thang D. Truong

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Rakibuzzaman Shah , Nargiz Sultanova , Guoyin Li , Syed Islam

We consider the primal problem of finding the zeros of the sum of a maximally monotone operator with the composition of another maximally monotone operator with a linear continuous operator and a corresponding dual problem formulated by…

Optimization and Control · Mathematics 2012-06-27 Radu Ioan Bot , Ernö Robert Csetnek , Andre Heinrich

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…

Optimization and Control · Mathematics 2025-12-25 Junpeng Zhou , Na Zhang , Qia Li

In this paper, we consider a primal-dual domain decomposition method for total variation regularized problems appearing in mathematical image processing. The model problem is transformed into an equivalent constrained minimization problem…

Numerical Analysis · Mathematics 2019-12-10 Chang-Ock Lee , Jongho Park

The proximal gradient method is a generic technique introduced to tackle the non-smoothness in optimization problems, wherein the objective function is expressed as the sum of a differentiable convex part and a non-differentiable…

Numerical Analysis · Mathematics 2024-01-19 Abdeslem Hafid Bentbib , Khalide Jbilou , Ridwane Tahiri

Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

Machine Learning · Statistics 2021-07-19 Seyoon Ko , Donghyeon Yu , Joong-Ho Won

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

Optimization and Control · Mathematics 2022-11-10 Marta Lazzaretti , Luca Calatroni , Claudio Estatico

Image inverse problems have numerous applications, including image processing, super-resolution, and computer vision, which are important areas in image science. These application models can be seen as a three-function composite…

Computer Vision and Pattern Recognition · Computer Science 2024-12-12 Yunfei Qu , Deren Han

We introduce a generalization of the linearized Alternating Direction Method of Multipliers to optimize a real-valued function $f$ of multiple arguments with potentially multiple constraints $g_\circ$ on each of them. The function $f$ may…

Optimization and Control · Mathematics 2019-01-28 Fred Moolekamp , Peter Melchior

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…

Optimization and Control · Mathematics 2022-02-10 Yujia Jin , Aaron Sidford , Kevin Tian

The difference-of-convex (DC) program is an important model in nonconvex optimization due to its structure, which encompasses a wide range of practical applications. In this paper, we aim to tackle a generalized class of DC programs, where…

Optimization and Control · Mathematics 2025-05-29 Tan Nhat Pham , Minh N. Dao , Nima Amjady , Rakibuzzaman Shah

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani
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