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Large-scale sparse precision matrix estimation has attracted wide interest from the statistics community. The convex partial correlation selection method (CONCORD) developed by Khare et al. (2015) has recently been credited with some…

For a number of quantum channels of interest, phase-flip errors occur far more frequently than bit-flip errors. When transmitting across these asymmetric channels, the decoding error rate can be reduced by tailoring the code used to the…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…

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…

In this paper, we extend our previous results and formally propose the SCvx-fast algorithm, a new addition to the Successive Convexification algorithmic framework. The said algorithm solves non-convex optimal control problems with specific…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Update order is one of the major design choices of block decomposition algorithms. There are at least two classes of deterministic update orders: nonsymmetric (e.g. cyclic order) and symmetric (e.g. Gaussian back substitution or symmetric…

Adaptive regularized framework using cubics has emerged as an alternative to line-search and trust-region algorithms for smooth nonconvex optimization, with an optimal complexity amongst second-order methods. In this paper, we propose and…

We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…

We introduce Cycle-Sync, a robust and global framework for estimating camera poses (both rotations and locations). Our core innovation is a location solver that adapts message-passing least squares (MPLS) -- originally developed for group…

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

In this paper we give fast distributed graph algorithms for detecting and listing small subgraphs, and for computing or approximating the girth. Our algorithms improve upon the state of the art by polynomial factors, and for girth, we…

The coordinate-exchange algorithm is commonly used to construct optimal experimental designs. Every execution of the coordinate-exchange algorithm produces a new, seemingly random, order of the selected design points. In this short…

In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularization has received considerable attention due to its superiorities on sparsity-inducing and bias reduction over the $l_1$ regularization.In this paper, we propose a cyclic…

Many machine learning algorithms rely on iterative updates of uncertainty representations, ranging from variational inference and expectation-maximization, to reinforcement learning, continual learning, and multi-agent learning. In the…

In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…