Related papers: Monotone Operator Theory in Convex Optimization
We provide a characterization for maximal monotone realizations for a certain class of (nonlinear) operators in terms of their corresponding boundary data spaces. The operators under consideration naturally arise in the study of…
Understanding the fundamental mechanism behind the success of transformer networks is still an open problem in the deep learning literature. Although their remarkable performance has been mostly attributed to the self-attention mechanism,…
This paper aims at distributed multi-agent convex optimization where the communications network among the agents are presented by a random sequence of possibly state-dependent weighted graphs. This is the first work to consider both random…
In this paper, we propose a new approach to design globally convergent reduced-order observers for nonlinear control systems via contraction analysis and convex optimization. Despite the fact that contraction is a concept naturally suitable…
The operator monotone functions defined in the positive half-line are of particular importance. We give a version of the theory in which integral representations for these functions can be established directly without invoking L\"owner's…
A class of algorithms comprised by certain semismooth Newton and active-set methods is able to solve convex minimization problems involving sparsity-inducing regularizers very rapidly; the speed advantage of methods from this class is a…
In this paper, we define several types of maximal operators on sequence spaces occuring in Harmonic analysis and present various connections between them.
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…
We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
The correspondence between the class of nonexpansive mappings and the class of maximally monotone operators via the reflected resolvents of the latter has played an instrumental role in the convergence analysis of the splitting methods.…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…
We focus on the linear convergence of generalized proximal point algorithms for solving monotone inclusion problems. Under the assumption that the associated monotone operator is metrically subregular or that the inverse of the monotone…
These lecture notes for a graduate course cover generalized derivative concepts useful in deriving necessary optimality conditions and numerical algorithms for nondifferentiable optimization problems in inverse problems, imaging, and…
We give a self-contained and introductory account of some basic functional analytic tools needed to understand maximal monotone operators in Hilbert spaces. We review domains of (possibly unbounded) operators, closed sets and closed…
Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…
We provide a concise analysis about what is known regarding when the closure of the domain of a maximally monotone operator on an arbitrary real Banach space is convex. In doing so, we also provide an affirmative answer to a problem posed…
In this paper, we consider the structure of maximally monotone operators in Banach space whose domains have nonempty interior and we present new and explicit structure formulas for such operators. Along the way, we provide new proofs of the…
In this paper, we will show a new characterization of operator monotone functions by a matrix reverse Cauchy inequality.
As applications of Kadison's Pythageorean and carpenter's theorems, the Schur-Horn theorem, and Thompson's theorem, we obtain an extension of Thompsons theorem to compact operators and use these ideas to give a characterization of diagonals…