Related papers: An acceleration technique for methods for finding …
In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…
Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…
We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…
A novel method has been introduced to solve a point inclusion in a polygon problem. The method is applicable to convex as well as non-convex polygons which are not self-intersecting. The introduced method is independent of rounding off…
This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…
We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…
Finding an exact maximum distance of two points in the given set is a fundamental computational problem which is solved in many applications. This paper presents a fast, simple to implement and robust algorithm for finding this maximum…
This paper presents a method that improve state-of-the-art of the concave point detection methods as a first step to segment overlapping objects on images. It is based on the analysis of the curvature of the objects contour. The method has…
We introduce the polytope of pointed pseudo-triangulations of a point set in the plane, defined as the polytope of infinitesimal expansive motions of the points subject to certain constraints on the increase of their distances. Its…
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…
We develop a new Riemannian descent algorithm that relies on momentum to improve over existing first-order methods for geodesically convex optimization. In contrast, accelerated convergence rates proved in prior work have only been shown to…
We develop convergence acceleration procedures that enable a gradient descent-type iteration method to efficiently simulate Hartree--Fock equations for atoms interacting both with each other and with an external potential. Our development…
Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…
In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
Polyhedral projection is a main operation of the polyhedron abstract domain.It can be computed via parametric linear programming (PLP), which is more efficient than the classic Fourier-Motzkin elimination method.In prior work, PLP was done…
We propose a generalization of the method of cyclic projections, which uses the lengths of projection steps carried out in the past to learn about the geometry of the problem and decides on this basis which projections to carry out in the…
We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…
Newton's method is a fundamental technique in optimization with quadratic convergence within a neighborhood around the optimum. However reaching this neighborhood is often slow and dominates the computational costs. We exploit two…
This article is concerned with the approximation of unbounded convex sets by polyhedra. While there is an abundance of literature investigating this task for compact sets, results on the unbounded case are scarce. We first point out the…