Related papers: A Conditional Gradient-Based Augmented Lagrangian …
A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…
We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…
Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…
A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…
In this paper, we propose new first-order methods for minimization of a convex function on a simple convex set. We assume that the objective function is a composite function given as a sum of a simple convex function and a convex function…
This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…
Dual first-order methods are powerful techniques for large-scale convex optimization. Although an extensive research effort has been devoted to studying their convergence properties, explicit convergence rates for the primal iterates have…
We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…
The generalized conditional gradient method is a popular algorithm for solving composite problems whose objective function is the sum of a smooth function and a nonsmooth convex function. Many convergence analyses of the algorithm rely on…
There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A natural way for dealing…
Interior point methods for solving linearly constrained convex programming involve a variable projection matrix at each iteration to deal with the linear constraints. This matrix often becomes ill-conditioned near the boundary of the…
A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…
Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…
Most recently, He and Yuan [arXiv:2108.08554, 2021] have proposed a balanced augmented Lagrangian method (ALM) for the canonical convex programming problem with linear constraints, which advances the original ALM by balancing its…
We consider the problem of minimizing the sum of two convex functions: one is smooth and given by a gradient oracle, and the other is separable over blocks of coordinates and has a simple known structure over each block. We develop an…
This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method for solving smooth nonconvex composite optimization problems with nonlinear $\cal K$-convex constraints, i.e., the constraints are convex with respect to…
In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…
The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman gradient methods for convex optimization. We introduce a generalized left-preconditioning method for gradient descent,…
This paper presents a new conditional GAN (named convex relaxing CGAN or crCGAN) to replicate the conventional constrained topology optimization algorithms in an extremely effective and efficient process. The proposed crCGAN consists of a…
In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…