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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…
This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…
Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…
We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimization and radiation therapy planning, where risk-aware…
We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…
Sequences sets with low aperiodic auto- and cross-correlations play an important role in many applications like communications, radar and other active sensing applications. The use of antipodal sequences reduces hardware requirements while…
In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…
Discrete optimization is a central problem in mathematical optimization with a broad range of applications, among which binary optimization and sparse optimization are two common ones. However, these problems are NP-hard and thus difficult…
We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…
Alternating projection onto convex sets (POCS) provides an iterative procedure to find a signal that satisfies two or more convex constraints when the sets intersect. For nonintersecting constraints, the method of simultaneous projections…
We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…
The linear coupling method was introduced recently by Allen-Zhu and Orecchia for solving convex optimization problems with first order methods, and it provides a conceptually simple way to integrate a gradient descent step and mirror…
This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…
Parameterized quantum circuits (PQCs) are ubiquitous in the design of hybrid quantum-classical algorithms. In this work, we propose an interpolation-based coordinate descent (ICD) method to address the parameter optimization problem in…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…
We introduce a proximal version of the stochastic dual coordinate ascent method and show how to accelerate the method using an inner-outer iteration procedure. We analyze the runtime of the framework and obtain rates that improve…
This paper addresses the optimization problem of symbol-level precoding (SLP) in the downlink of a multiuser multiple-input multiple-output (MU-MIMO) wireless system while the precoder's output is subject to partially-known distortions. In…
Difference-of-Convex (DC) minimization, referring to the problem of minimizing the difference of two convex functions, has been found rich applications in statistical learning and studied extensively for decades. However, existing methods…
In this paper, an iterative method is proposed for nonlinear frequency modulation (NLFM) waveform design based on a constrained optimization problem using Lagrangian method. To date, NLFM waveform design methods have been performed based on…