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In this paper, we introduce two parallel extragradient-proximal methods for solving split equilibrium problems. The algorithms combine the extragradient method, the proximal method and the hybrid (outer approximation) method. The weak and…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…
This paper delves into an in-depth exploration of the Variable Projection (VP) algorithm, a powerful tool for solving separable nonlinear optimization problems across multiple domains, including system identification, image processing, and…
The Virtual Network Embedding Problem (VNEP) considers the efficient allocation of resources distributed in a substrate network to a set of request networks. Many existing works discuss either heuristics or exact algorithms, resulting in a…
An application area of vertex enumeration problem (VEP) is the usage within objective space based linear/convex {vector} optimization algorithms whose aim is to generate (an approximation of) the Pareto frontier. In such algorithms, VEP,…
We introduce a novel hybrid quantum-classical variational optimization method for unconstrained binary combinatorial optimization problems on gate-model quantum computers, integrating a custom variational ansatz, staged feedback-based dual…
In this paper, we introduce a \textit{Bi-level OPTimization} (BiOPT) framework for minimizing the sum of two convex functions, where both can be nonsmooth. The BiOPT framework involves two levels of methodologies. At the upper level of…
The standard algorithms for solving large-scale convex-concave saddle point problems, or, more generally, variational inequalities with monotone operators, are proximal type algorithms which at every iteration need to compute a…
This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…
The performance of many network learning applications crucially hinges on the success of network embedding algorithms, which aim to encode rich network information into low-dimensional vertex-based vector representations. This paper…
Performance analysis of first-order algorithms with inexact oracles has gained recent attention due to various emerging applications in which obtaining exact gradients is impossible or computationally expensive. Previous research has…
We introduce a relaxed-projection splitting algorithm for solving variational inequalities in Hilbert spaces for the sum of nonsmooth maximal monotone operators, where the feasible set is defined by a nonlinear and nonsmooth continuous…
Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…
The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…
We study algorithms for the Submodular Multiway Partition problem (SubMP). An instance of SubMP consists of a finite ground set $V$, a subset of $k$ elements $S = \{s_1,s_2,...,s_k\}$ called terminals, and a non-negative submodular set…
It is known that adaptive optimization algorithms represent the key pillar behind the rise of the Machine Learning field. In the Optimization literature numerous studies have been devoted to accelerated gradient methods but only recently…
We introduce an inertial quasi-Newton Forward-Backward Splitting Algorithm to solve a class of monotone inclusion problems. While the inertial step is computationally cheap, in general, the bottleneck is the evaluation of the resolvent…
Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…
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…
Minimizing training overhead in channel estimation is a crucial challenge in wireless communication systems. This paper presents an extension of the traditional blind algorithm, called "Mutually referenced equalizers" (MRE), specifically…