Related papers: A Proximal Approach for a Class of Matrix Optimiza…
We propose an inertial Douglas-Rachford splitting algorithm for finding the set of zeros of the sum of two maximally monotone operators in Hilbert spaces and investigate its convergence properties. To this end we formulate first the…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
In this paper we study new algorithmic structures with Douglas- Rachford (DR) operators to solve convex feasibility problems. We propose to embed the basic two-set-DR algorithmic operator into the String-Averaging Projections (SAP) and into…
In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
We propose a unified derivative-free proximal Newton-type algorithm framework for solving composite optimization problems formulated as the sum of a black-box function and a known regularization term. We establish the iteration and oracle…
Recently, heuristics based on the Douglas-Rachford splitting algorithm and the alternating direction method of multipliers (ADMM) have found empirical success in minimizing convex functions over nonconvex sets, but not much has been done to…
In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…
The Douglas--Rachford algorithm is a popular algorithm for solving both convex and nonconvex feasibility problems. While its behaviour is settled in the convex inconsistent case, the general nonconvex inconsistent case is far from being…
For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to…
This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…
We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordinate Douglas-Rachford splitting method which enables agents…
In this work, we consider convex optimization problems with smooth objective function and nonsmooth functional constraints. We propose a new stochastic gradient algorithm, called Stochastic Halfspace Approximation Method (SHAM), to solve…
Motivated by learning problems including max-norm regularized matrix completion and clustering, robust PCA and sparse inverse covariance selection, we propose a novel optimization algorithm for minimizing a convex objective which decomposes…
Consider the problem of minimizing the sum of two convex functions, one being smooth and the other non-smooth. In this paper, we introduce a general class of approximate proximal splitting (APS) methods for solving such minimization…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
We show that a broad range of convex optimization algorithms, including alternating projection, operator splitting, and multiplier methods, can be systematically derived from the framework of subspace correction methods via convex duality.…