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In this paper, we obtain global $\mathcal{O} (1/ \sqrt{k})$ pointwise and $\mathcal{O} (1/ {k})$ ergodic convergence rates for a variable metric proximal alternating direction method of multipliers(VM-PADMM) for solving linearly constrained…

Optimization and Control · Mathematics 2017-05-05 Max L. N. Goncalves , Jefferson G. Melo , M. Marques Alves

In this work, we further investigate the application of the well-known Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for numerically solving initial-value…

Numerical Analysis · Mathematics 2025-02-25 Imre Fekete , Lajos Lóczi

This entry contains the core material of my habilitation thesis, soon to be officially submitted. It provides a self-contained presentation of the original results in this thesis, in addition to their detailed proofs. The motivation of…

Statistics Theory · Mathematics 2021-01-27 Salem Said

We propose and study the iteration-complexity of an inexact version of the Spingarn's partial inverse method. Its complexity analysis is performed by viewing it in the framework of the hybrid proximal extragradient (HPE) method, for which…

Optimization and Control · Mathematics 2016-11-01 S. Costa Lima , M. Marques Alves

Anderson acceleration is a well-established and simple technique for speeding up fixed-point computations with countless applications. Previous studies of Anderson acceleration in optimization have only been able to provide convergence…

Optimization and Control · Mathematics 2020-06-16 Vien V. Mai , Mikael Johansson

We present the Anderson Accelerated Primal-Dual Hybrid Gradient (AA-PDHG), a fixed-point-based framework designed to overcome the slow convergence of the standard PDHG method for the solution of linear programming (LP) problems. We…

Optimization and Control · Mathematics 2025-08-12 Yingxin Zhou , Stefano Cipolla , Phan Tu Vuong

The Euclidean Median (EM) of a set of points $\Omega$ in an Euclidean space is the point x minimizing the (weighted) sum of the Euclidean distances of x to the points in $\Omega$. While there exits no closed-form expression for the EM, it…

Computer Vision and Pattern Recognition · Computer Science 2015-01-19 Kunal N. Chaudhury , K. R. Ramakrishnan

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature. By using tools from the Riemannian convex analysis and…

Numerical Analysis · Mathematics 2016-09-19 G. C. Bento , O. P. Ferreira , J. G. Melo

The construction of $r$-nets offers a powerful tool in computational and metric geometry. We focus on high-dimensional spaces and present a new randomized algorithm which efficiently computes approximate $r$-nets with respect to Euclidean…

Computational Geometry · Computer Science 2017-05-09 Georgia Avarikioti , Ioannis Z. Emiris , Loukas Kavouras , Ioannis Psarros

In this paper, we propose a general extra-gradient scheme for solving monotone variational inequalities (VI), referred to here as Approximation-based Regularized Extra-gradient method (ARE). The first step of ARE solves a VI subproblem with…

Optimization and Control · Mathematics 2022-10-11 Kevin Huang , Shuzhong Zhang

Reformulating computer vision problems over Riemannian manifolds has demonstrated superior performance in various computer vision applications. This is because visual data often forms a special structure lying on a lower dimensional space…

Computer Vision and Pattern Recognition · Computer Science 2015-09-21 Kun Zhao , Azadeh Alavi , Arnold Wiliem , Brian C. Lovell

In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

Computation · Statistics 2019-01-18 Shaoxin Wang , Hu Yang , Chaoli Yao

We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of the minimizer whose radius depends on the condition number as…

Optimization and Control · Mathematics 2018-06-08 Hongyi Zhang , Suvrit Sra

From optimal transport to robust dimensionality reduction, a plethora of machine learning applications can be cast into the min-max optimization problems over Riemannian manifolds. Though many min-max algorithms have been analyzed in the…

Optimization and Control · Mathematics 2022-09-29 Michael I. Jordan , Tianyi Lin , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We study optimization over Riemannian embedded submanifolds, where the objective function is relatively smooth in the ambient Euclidean space. Such problems have broad applications but are still largely unexplored. We introduce two…

Optimization and Control · Mathematics 2025-08-08 Chang He , Jiaxiang Li , Bo Jiang , Shiqian Ma , Shuzhong Zhang

Meta-learning, or "learning to learn," aims to enable models to quickly adapt to new tasks with minimal data. While traditional methods like Model-Agnostic Meta-Learning (MAML) optimize parameters in Euclidean space, they often struggle to…

Machine Learning · Computer Science 2025-03-17 JuneYoung Park , YuMi Lee , Tae-Joon Kim , Jang-Hwan Choi

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

Optimization and Control · Mathematics 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

Riemannian convex optimization and minimax optimization have recently drawn considerable attention. Their appeal lies in their capacity to adeptly manage the non-convexity of the objective function as well as constraints inherent in the…

Optimization and Control · Mathematics 2024-06-04 Zihao Hu , Guanghui Wang , Xi Wang , Andre Wibisono , Jacob Abernethy , Molei Tao

Non-Euclidean constraints are inherent in many kinds of data in computer vision and machine learning, typically as a result of specific invariance requirements that need to be respected during high-level inference. Often, these geometric…

Computer Vision and Pattern Recognition · Computer Science 2017-09-26 Suhas Lohit , Pavan Turaga
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