Related papers: Global Convergence of Inexact Augmented Lagrangian…
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…
In this paper, we study the proximal incremental aggregated gradient(PIAG) algorithm for minimizing the sum of L-smooth nonconvex component functions and a proper closed convex function. By exploiting the L-smooth property and with the help…
First-order methods have been popularly used for solving large-scale problems. However, many existing works only consider unconstrained problems or those with simple constraint. In this paper, we develop two first-order methods for…
In this paper we present an inexact zeroth-order method suitable for the solution nonsmooth and nonconvex stochastic composite optimization problems, in which the objective is split into a real-valued Lipschitz continuous stochastic…
In this paper, we propose an inexact proximal Newton-type method for nonconvex composite problems. We establish the global convergence rate of the order $\mathcal{O}(k^{-1/2})$ in terms of the minimal norm of the KKT residual mapping and…
In this paper we present complexity certification results for a distributed Augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the Accelerated…
Image restoration is typically addressed through non-convex inverse problems, which are often solved using first-order block-wise splitting methods. In this paper, we consider a general type of non-convex optimisation model that captures…
We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We…
This paper concerns a class of DC composite optimization problems which, as an extension of convex composite optimization problems and DC programs with nonsmooth components, often arises in robust factorization models of low-rank matrix…
We develop a unified theory of augmented Lagrangians for nonconvex optimization problems that encompasses both duality theory and convergence analysis of primal-dual augmented Lagrangian methods in the infinite dimensional setting. Our goal…
Physics and equality constrained artificial neural networks (PECANN) are grounded in methods of constrained optimization to properly constrain the solution of partial differential equations (PDEs) with their boundary and initial conditions…
We introduce iR2N, a modified proximal quasi-Newton method for minimizing the sum of a smooth function $f$ and a lower semi-continuous prox-bounded function $h$, allowing inexact evaluations of $f$, its gradient, and the associated proximal…
This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…
Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…
The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…
Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…
In this paper, we introduce the Adaptive Inertial Method (AIM), a novel framework for accelerated first-order methods through a customizable inertial term. We provide a rigorous convergence analysis establishing a global convergence rate of…
We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…
We propose an infinity Laplacian method to address the problem of interpolation on an unstructured point cloud. In doing so, we find the labeling function with the smallest infinity norm of its gradient. By introducing the non-local…
We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leverage both sources of data, we formulate the least squares…