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Floating-point arithmetic performance determines the overall performance of important applications, from graphics to AI. Meeting the IEEE-754 specification for floating-point requires that final results of addition, subtraction,…
We develop primal-dual coordinate methods for solving bilinear saddle-point problems of the form $\min_{x \in \mathcal{X}} \max_{y\in\mathcal{Y}} y^\top A x$ which contain linear programming, classification, and regression as special cases.…
This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…
The primal-dual distributed optimization methods have broad large-scale machine learning applications. Previous primal-dual distributed methods are not applicable when the dual formulation is not available, e.g. the sum-of-non-convex…
In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is…
We propose restarted accelerated primal-dual algorithms with (non-monotone) backtracking (rAPDB) for convex nonlinear conic programs, with quadratically constrained quadratic programs (QCQPs) as a special case. Unlike linear and quadratic…
With the aggressive scaling of VLSI technology, the explosion of layout patterns creates a critical bottleneck for DFM applications like OPC. Pattern clustering is essential to reduce data complexity, yet existing methods struggle with…
This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly…
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
Clustering points in a vector space or nodes in a graph is a ubiquitous primitive in statistical data analysis, and it is commonly used for exploratory data analysis. In practice, it is often of interest to "refine" or "improve" a given…
Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…
Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very…
We propose a regularized saddle-point algorithm for convex networked optimization problems with resource allocation constraints. Standard distributed gradient methods suffer from slow convergence and require excessive communication when…
Accelerated coordinate descent is a widely popular optimization algorithm due to its efficiency on large-dimensional problems. It achieves state-of-the-art complexity on an important class of empirical risk minimization problems. In this…
Many problems in science and engineering require an efficient numerical approximation of integrals or solutions to differential equations. For systems with rapidly changing dynamics, an equidistant discretization is often inadvisable as it…
We propose a delay-agnostic asynchronous coordinate update algorithm (DEGAS) for computing operator fixed points, with applications to asynchronous optimization. DEGAS includes novel asynchronous variants of ADMM and block-coordinate…
This paper addresses black-box smooth optimization problems, where the objective and constraint functions are not explicitly known but can be queried. The main goal of this work is to generate a sequence of feasible points converging…
Classical first-order optimization methods for imaging inverse problems scale poorly with image resolution. Wavelet based multilevel strategies can accelerate convergence under strong blur, but their fixed coarse-to-fine schedules lose…
Clustering algorithms aim to organize data into groups or clusters based on the inherent patterns and similarities within the data. They play an important role in today's life, such as in marketing and e-commerce, healthcare, data…
There has been significant recent work on the theory and application of randomized coordinate descent algorithms, beginning with the work of Nesterov [SIAM J. Optim., 22(2), 2012], who showed that a random-coordinate selection rule achieves…