English
Related papers

Related papers: Global convergence and acceleration of projection …

200 papers

In this paper, we propose an approximate projected consensus algorithm for a network to cooperatively compute the intersection of convex sets. Instead of assuming the exact convex projection proposed in the literature, we allow each node to…

Systems and Control · Computer Science 2012-05-29 Youcheng Lou , Guodong Shi , Karl Henrik Johansson , Yiguang Hong

In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…

Optimization and Control · Mathematics 2024-02-29 Ewa Bednarczuk , Dirk Lorenz , The Hung Tran

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…

Optimization and Control · Mathematics 2009-12-23 Y. Censor , W. Chen , P. L. Combettes , R. Davidi , G. T. Herman

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

Optimization and Control · Mathematics 2023-12-29 Bo Zhang , YueLin Gao , Xia Liu , XiaoLi Huang

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

Optimization and Control · Mathematics 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

In this article, we extend our previous work (Applicable Analysis, 2024, pp. 1-25) on the steepest descent method for uncertain multiobjective optimization problems. While that study established local convergence, it did not address global…

Optimization and Control · Mathematics 2025-03-11 Shubham Kumar , Nihar Kumar Mahato , Debdas Ghosh

This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…

Optimization and Control · Mathematics 2026-04-02 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

We introduce a reformulation technique that converts a many-set feasibility problem into an equivalent two-set problem. This technique involves reformulating the original feasibility problem by replacing a pair of its constraint sets with…

Optimization and Control · Mathematics 2021-03-17 Minh Dao , Neil Dizon , Jeffrey Hogan , Matthew Tam

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…

Optimization and Control · Mathematics 2015-03-19 Dirk A. Lorenz , Marc E. Pfetsch , Andreas M. Tillmann

The problem of minimizing the sum of nonsmooth, convex objective functions defined on a real Hilbert space over the intersection of fixed point sets of nonexpansive mappings, onto which the projections cannot be efficiently computed, is…

Optimization and Control · Mathematics 2016-02-08 Hideaki Iiduka

Efficient global optimization is the problem of minimizing an unknown function f, using as few evaluations f(x) as possible. It can be considered as a continuum-armed bandit problem, with noiseless data and simple regret. Expected…

Machine Learning · Statistics 2013-02-19 Adam D. Bull

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

The convex feasibility problem asks to find a point in the intersection of a collection of nonempty closed convex sets. This problem is of basic importance in mathematics and the physical sciences, and projection (or splitting) methods…

Optimization and Control · Mathematics 2013-12-03 Heinz H. Bauschke , Francesco Iorio , Valentin R. Koch

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis

In this paper, we study the rate of convergence of the cyclic projection algorithm applied to finitely many basic semi-algebraic convex sets. We establish an explicit convergence rate estimate which relies on the maximum degree of the…

Functional Analysis · Mathematics 2013-11-20 Jonathan M. Borwein , Guoyin Li , Liangjin Yao