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This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
In this paper we investigate the use of Richardson extrapolation to estimate the convergence rates for numerical solutions to advection problems involving discontinuities. We use modified equation analysis to describe the expectation of the…
This paper presents a general convergence theory of penalty based numerical methods for elliptic constrained inequality problems, including variational inequalities, hemivariational inequalities, and variational-hemivariational…
In this paper, we consider the $\ell_0$ minimization problem whose objective function is the sum of $\ell_0$-norm and convex differentiable function. A variable metric type method which combines the PIHT method and the skill in quasi-newton…
The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
This paper focuses on the distributed optimization of stochastic saddle point problems. The first part of the paper is devoted to lower bounds for the centralized and decentralized distributed methods for smooth (strongly) convex-(strongly)…
This paper presents a simplified implementation of the arc-length method for computing the equilibrium paths of nonlinear structural mechanics problems using the finite element method. In the proposed technique, the predictor is computed by…
In this paper, we propose an efficient extrapolation cascadic multigrid (EXCMG) method combined with 25-point difference approximation to solve the three-dimensional biharmonic equation. First, through applying Richardson extrapolation and…
This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…
Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
This paper presents a novel variant of the Broyden quasi-Newton secant-type method aimed at solving constrained mixed generalized equations, which can include functions that are not necessarily differentiable. The proposed method integrates…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
The optimization problems associated with training generative adversarial neural networks can be largely reduced to certain {\em non-monotone} variational inequality problems (VIPs), whereas existing convergence results are mostly based on…
We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth) problems by applying well-known algorithms to composite…