Related papers: An Inertial Parallel and Asynchronous Fixed-Point …
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…
This paper proposes a novel exact distributed asynchronous subgradient-push algorithm (AsySPA) to solve an additive cost optimization problem over directed graphs where each node only has access to a local convex function and updates…
We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…
Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…
We consider stochastic convex optimization problems, where several machines act asynchronously in parallel while sharing a common memory. We propose a robust training method for the constrained setting and derive non asymptotic convergence…
Standard gradient-based iteration algorithms for optimization, such as gradient descent and its various proximal-based extensions to nonsmooth problems, are known to converge slowly for ill-conditioned problems, sometimes requiring many…
In this paper we propose a new inexact dual decomposition algorithm for solving separable convex optimization problems. This algorithm is a combination of three techniques: dual Lagrangian decomposition, smoothing and excessive gap. The…
In many distributed learning problems, the heterogeneous loading of computing machines may harm the overall performance of synchronous strategies. In this paper, we propose an effective asynchronous distributed framework for the…
We propose a novel formulation for phase synchronization -- the statistical problem of jointly estimating alignment angles from noisy pairwise comparisons -- as a nonconvex optimization problem that enforces consistency among the pairwise…
The need for scalable numerical solutions has motivated the development of asynchronous parallel algorithms, where a set of nodes run in parallel with little or no synchronization, thus computing with delayed information. This paper studies…
Various strategies are available to construct iteratively a common fixed point of nonexpansive operators by activating only a block of operators at each iteration. In the more challenging class of composite fixed point problems involving…
The proximal gradient algorithm has been popularly used for convex optimization. Recently, it has also been extended for nonconvex problems, and the current state-of-the-art is the nonmonotone accelerated proximal gradient algorithm.…
In this paper, we study the convergence properties of a randomized block-coordinate descent algorithm for the minimization of a composite convex objective function, where the block-coordinates are updated asynchronously and randomly…
We consider a scalar objective minimization problem over the solution set of another optimization problem. This problem is known as simple bilevel optimization problem and has drawn a significant attention in the last few years. Our inner…
This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…
Coordinate update/descent algorithms are widely used in large-scale optimization due to their low per-iteration cost and scalability, but their behavior on infeasible or misspecified problems has not been much studied compared to the…
Fixed-point iterations are at the heart of numerical computing and are often a computational bottleneck in real-time applications that typically need a fast solution of moderate accuracy. We present neural fixed-point acceleration which…
We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…
This paper proposes a scheme to efficiently execute distributed learning tasks in an asynchronous manner while minimizing the gradient staleness on wireless edge nodes with heterogeneous computing and communication capacities. The approach…