Related papers: A note on alternating minimization algorithms: Bre…
We consider the computation of the entanglement-assisted quantum rate-distortion function, which plays a central role in quantum information theory. We propose an efficient alternating minimization algorithm based on the Lagrangian…
Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for…
We introduce a new algorithmic framework for discrepancy minimization based on regularization. We demonstrate how varying the regularizer allows us to re-interpret several breakthrough works in algorithmic discrepancy, ranging from…
Lagrangian-based methods are classical methods for solving convex optimization problems with equality constraints. We present novel prediction-correction frameworks for such methods and their variants, which can achieve $O(1/k)$ non-ergodic…
Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…
The main purpose of this paper is to propose a variance-based Bregman extragradient algorithm with line search for solving stochastic variational inequalities, which is robust with respect an unknown Lipschitz constant. We prove the almost…
We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…
We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…
This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…
The Alternating Minimization Algorithm (AMA) has been proposed by Tseng to solve convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the latter is assumed to be…
We study the computation of the $\alpha$-R\'enyi capacity of a classical-quantum (c-q) channel for $\alpha\in(0,1)$. We propose an exponentiated-gradient (mirror descent) iteration that generalizes the Blahut-Arimoto algorithm. Our analysis…
We consider the extragradient method to minimize the sum of two functions, the first one being smooth and the second being convex. Under the Kurdyka-Lojasiewicz assumption, we prove that the sequence produced by the extragradient method…
We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the…
A central tool for understanding first-order optimization algorithms is the Kurdyka-Lojasiewicz inequality. Standard approaches to such methods rely crucially on this inequality to leverage sufficient decrease conditions involving gradients…
In this work an iterative algorithm based on unsupervised learning is presented, specifically on a Restricted Boltzmann Machine (RBM) to solve a perfect matching problem on a bipartite weighted graph. Iteratively is calculated the weights…
In this paper, a kernel least mean absolute third (KLMAT) algorithm is developed for adaptive prediction. Combining the benefits of the kernel method and the least mean absolute third (LMAT) algorithm, the proposed KLMAT algorithm performs…
The approximation of tensors is important for the efficient numerical treatment of high dimensional problems, but it remains an extremely challenging task. One of the most popular approach to tensor approximation is the alternating least…
We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…
We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…
We study the convergence rates of the classical Lagrangian-based methods and their variants for solving convex optimization problems with equality constraints. We present a generalized prediction-correction framework to establish $O(1/K^2)$…