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In a general Hilbert framework, we consider continuous gradient-like dynamical systems for constrained multiobjective optimization involving non-smooth convex objective functions. Our approach is in the line of a previous work where was…

Optimization and Control · Mathematics 2017-07-14 Hedy Attouch , Guillaume Garrigos , Xavier Goudou

We propose a novel model for decomposing grayscale images into three distinct components: the structural part, representing sharp boundaries and regions with strong light-to-dark transitions; the smooth part, capturing soft shadows and…

Computer Vision and Pattern Recognition · Computer Science 2024-12-09 Roy Y. He , Hao Liu

In non-private stochastic convex optimization, stochastic gradient methods converge much faster on interpolation problems -- problems where there exists a solution that simultaneously minimizes all of the sample losses -- than on…

Machine Learning · Computer Science 2022-11-01 Hilal Asi , Karan Chadha , Gary Cheng , John Duchi

In this paper, we study the proximal gradient algorithm with extrapolation for minimizing the sum of a Lipschitz differentiable function and a proper closed convex function. Under the error bound condition used in [19] for analyzing the…

Optimization and Control · Mathematics 2016-08-02 Bo Wen , Xiaojun Chen , Ting Kei Pong

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

Optimization and Control · Mathematics 2024-05-07 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…

Optimization and Control · Mathematics 2016-01-01 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algorithm reduces the regularization parameter in a series of…

Optimization and Control · Mathematics 2016-09-28 Reza Eghbali , Maryam Fazel

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

The recovery of images from the observations that are degraded by a linear operator and further corrupted by Poisson noise is an important task in modern imaging applications such as astronomical and biomedical ones. Gradient-based…

Computer Vision and Pattern Recognition · Computer Science 2015-03-17 Dai-Qiang Chen

In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…

Optimization and Control · Mathematics 2018-05-08 Szymon Majewski , Błażej Miasojedow , Eric Moulines

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

We study a class of bilevel convex optimization problems where the goal is to find the minimizer of an objective function in the upper level, among the set of all optimal solutions of an optimization problem in the lower level. A wide range…

Optimization and Control · Mathematics 2018-09-27 Mostafa Amini , Farzad Yousefian

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

Optimization and Control · Mathematics 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

Optimization and Control · Mathematics 2024-01-05 Qingsong Wang , Zehui Liu , Chunfeng Cui , Deren Han

Distributed optimization has gained significant attention in recent years, primarily fueled by the availability of a large amount of data and privacy-preserving requirements. This paper presents a fixed-time convergent optimization…

Systems and Control · Computer Science 2022-05-30 Kunal Garg , Mayank Baranwal
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