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In this paper, we provide a theoretical analysis for a preconditioned steepest descent (PSD) iterative solver that improves the computational time of a finite difference numerical scheme for the Cahn-Hilliard equation with Flory-Huggins…
We propose new restarting strategies for accelerated gradient and accelerated coordinate descent methods. Our main contribution is to show that the restarted method has a geometric rate of convergence for any restarting frequency, and so it…
This article introduces an iterative method for solving nonsingular non-Hermitian positive semidefinite systems of linear equations. To construct the iteration process, the coefficient matrix is split into two non-Hermitian positive…
Bilevel optimization enjoys a wide range of applications in emerging machine learning and signal processing problems such as hyper-parameter optimization, image reconstruction, meta-learning, adversarial training, and reinforcement…
This paper introduces the localized sparsifying preconditioner for the pseudospectral approximations of indefinite systems on periodic structures. The work is built on top of the recently proposed sparsifying preconditioner with two major…
In this manuscript, we address continuous unconstrained multi-objective optimization problems and we discuss descent type methods for the reconstruction of the Pareto set. Specifically, we analyze the class of Front Descent methods, which…
We develop a general framework for finding approximately-optimal preconditioners for solving linear systems. Leveraging this framework we obtain improved runtimes for fundamental preconditioning and linear system solving problems including…
Scheduling with testing is a recent online problem within the framework of explorable uncertainty motivated by environments where some preliminary action can influence the duration of a task. Jobs have an unknown processing time that can be…
We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…
We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…
Sharpness is an almost generic assumption in continuous optimization that bounds the distance from minima by objective function suboptimality. It facilitates the acceleration of first-order methods through restarts. However, sharpness…
In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…
This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…
We address the problem of simultaneously recovering a sequence of point source signals from observations limited to the low-frequency end of the spectrum of their summed convolution, where the point spread functions (PSFs) are unknown. By…
A very popular approach for solving stochastic optimization problems is the stochastic gradient descent method (SGD). Although the SGD iteration is computationally cheap and the practical performance of this method may be satisfactory under…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…
We propose the algorithm that solves the symmetric cone programs (SCPs) by iteratively calling the projection and rescaling methods the algorithms for solving exceptional cases of SCP. Although our algorithm can solve SCPs by itself, we…