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Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…

Numerical Analysis · Mathematics 2019-03-19 Erdem Altuntac

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Optimization and Control · Mathematics 2021-03-17 Nguyen Van Dung , Băng Công Vũ

In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…

Optimization and Control · Mathematics 2021-06-02 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

Proximal splitting algorithms are well suited to solving large-scale nonsmooth optimization problems, in particular those arising in machine learning. We propose a new primal-dual algorithm, in which the dual update is randomized;…

Optimization and Control · Mathematics 2023-03-08 Laurent Condat , Peter Richtárik

We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…

Optimization and Control · Mathematics 2025-10-24 Matthias J. Ehrhardt , Subhadip Mukherjee , Hok Shing Wong

In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…

Optimization and Control · Mathematics 2023-06-08 Chenzheng Guo , Jing Zhao

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

We study the non-smooth optimization problems in machine learning, where both the loss function and the regularizer are non-smooth functions. Previous studies on efficient empirical loss minimization assume either a smooth loss function or…

Machine Learning · Computer Science 2013-07-29 Tianbao Yang , Mehrdad Mahdavi , Rong Jin , Shenghuo Zhu

In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…

Machine Learning · Computer Science 2020-05-20 Shijun Wang , Baocheng Zhu , Lintao Ma , Yuan Qi

We provide an overview of primal-dual algorithms for nonsmooth and non-convex-concave saddle-point problems. This flows around a new analysis of such methods, using Bregman divergences to formulate simplified conditions for convergence.

Optimization and Control · Mathematics 2021-08-03 Tuomo Valkonen

This paper continues earlier work and is concerned with the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form, but importantly also…

Optimization and Control · Mathematics 2021-01-01 Joachim Gwinner

This note is concerned with the problem of minimizing a separable, convex, composite (smooth and nonsmooth) function subject to linear constraints. We study a randomized block-coordinate interpretation of the Chambolle-Pock primal-dual…

Optimization and Control · Mathematics 2024-08-30 Olivier Bilenne

Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…

Optimization and Control · Mathematics 2015-07-31 Damek Davis

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

This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…

Optimization and Control · Mathematics 2018-03-28 Emanuel Laude , Daniel Cremers

We develop a novel primal-dual algorithm to solve a class of nonsmooth and nonlinear compositional convex minimization problems, which covers many existing and brand-new models as special cases. Our approach relies on a combination of a new…

Optimization and Control · Mathematics 2021-04-20 Yuzixuan Zhu , Deyi Liu , Quoc Tran-Dinh

This paper is concerned with an elliptic optimal control problem with total variation (TV) restriction on the control in the constraints. We introduce a regularized optimal control problem by applying a quadratic regularization of the dual…

Optimization and Control · Mathematics 2025-01-24 Christian Meyer , Annika Schiemann

In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7].…

Optimization and Control · Mathematics 2012-11-09 Radu Ioan Bot , Christopher Hendrich
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