Related papers: Proportional-Integral Projected Gradient Method fo…
Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…
We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…
The primal--dual hybrid gradient method (PDHGM, also known as the Chambolle--Pock method) has proved very successful for convex optimization problems involving linear operators arising in image processing and inverse problems. In this…
Stochastic gradient methods (SGMs) have been widely used for solving stochastic optimization problems. A majority of existing works assume no constraints or easy-to-project constraints. In this paper, we consider convex stochastic…
A class of distributed optimization problem with a globally coupled equality constraint and local constrained sets is studied in this paper. For its special case where local constrained sets are absent, an augmented primal-dual gradient…
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…
This paper proposes a projection-free primal-dual dynamics for the nonsmooth composite optimization problems with equality and inequality constraints. To deal with optimization constraints, this paper departs from the use of gradient…
The canonical proportional-integral-derivative (PID) control approach has been widely used in industrial application due to their simplicity and ease of use. However, its corresponding controller parameters are hard to be adjusted,…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…
This paper considers the decision-dependent optimization problem, where the data distributions react in response to decisions affecting both the objective function and linear constraints. We propose a new method termed repeated projected…
In this paper, we study a class of fractional optimization problems, in which the numerator of the objective is the sum of a convex function and a differentiable function with a Lipschitz continuous gradient, while the denominator is a…
We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the constant-stepsize PG method, achieving the…
Integrated Gradients (IG) and PatternAttribution (PA) are two established explainability methods for neural networks. Both methods are theoretically well-founded. However, they were designed to overcome different challenges. In this work,…
Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…
Iterative gradient-based optimization algorithms are widely used to solve difficult or large-scale optimization problems. There are many algorithms to choose from, such as gradient descent and its accelerated variants such as Polyak's Heavy…
In this paper, we study a class of fractional semi-infinite polynomial programming (FSIPP) problems, in which the objective is a fraction of a convex polynomial and a concave polynomial, and the constraints consist of infinitely many convex…
In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…