Related papers: On a class of geodesically convex optimization pro…
Shape optimization is commonly applied in engineering to optimize shapes with respect to an objective functional relying on PDE solutions. In this paper, we view shape optimization as optimization on Riemannian shape manifolds. We consider…
Iterative majorize-minimize (MM) (also called optimization transfer) algorithms solve challenging numerical optimization problems by solving a series of "easier" optimization problems that are constructed to guarantee monotonic descent of…
We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…
This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…
We show that a broad range of convex optimization algorithms, including alternating projection, operator splitting, and multiplier methods, can be systematically derived from the framework of subspace correction methods via convex duality.…
When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…
Deciding whether saddle points exist or are approximable for nonconvex-nonconcave problems is usually intractable. This paper takes a step towards understanding a broad class of nonconvex-nonconcave minimax problems that do remain…
A wide range of optimization problems can often be written in terms of generalized convex functions (GCFs). When this structure is present, it can convert certain nested bilevel objectives into single-level problems amenable to standard…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
In this work, we analyze two of the most fundamental algorithms in geodesically convex optimization: Riemannian gradient descent and (possibly inexact) Riemannian proximal point. We quantify their rates of convergence and produce different…
We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…
The branched transport problem, a popular recent variant of optimal transport, is a non-convex and non-smooth variational problem on Radon measures. The so-called urban planning problem, on the contrary, is a shape optimization problem that…
The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…
We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…