Related papers: The proximal point algorithm in geodesic spaces wi…
Within convex analysis, a rich theory with various applications has been evolving since the proximal average of convex functions was first introduced over a decade ago. When one considers the subdifferential of the proximal average, a…
Under investigation is the problem of finding the best approximation of a function in a Hilbert space subject to convex constraints and prescribed nonlinear transformations. We show that in many instances these prescriptions can be…
We consider the saddle point problem where the objective functions are abstract convex with respect to the class of quadratic functions. We propose primal-dual algorithms using the corresponding abstract proximal operator and investigate…
We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with…
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…
In this note, we consider the Optimistic Gradient Ascent-Proximal Point Algorithm (OGAProx) proposed by Bo{\c{t}}, Csetnek, and Sedlmayer for solving a saddle-point problem associated with a convex-concave function constructed by a…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…
We prove existence and uniqueness of the minimizer for the average geodesic distance to the points of a geodesically convex set on the sphere. This implies a corresponding existence and uniqueness result for an optimal algorithm for…
We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
The proximal point method for a special class of nonconvex multiobjective functions is studied in this paper. We show that the method is well defined and that the accumulation points of any generated sequence, if any, are Pareto--Clarke…
We consider the problem of minimizing the composition of a nonsmooth function with a smooth mapping in the case where the proximity operator of the nonsmooth function can be explicitly computed. We first show that this proximity operator…
In this paper, we focus on solving a class of constrained non-convex non-concave saddle point problems in a decentralized manner by a group of nodes in a network. Specifically, we assume that each node has access to a summand of a global…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
We analyze the local convergence of proximal splitting algorithms to solve optimization problems that are convex besides a rank constraint. For this, we show conditions under which the proximal operator of a function involving the rank…
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.…
We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of…
We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…
Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…