Related papers: Stochastic Primal-Dual Three Operator Splitting Al…
The Stochastic Primal-Dual Hybrid Gradient (SPDHG) was proposed by Chambolle et al. (2018) and is an efficient algorithm to solve some nonsmooth large-scale optimization problems. In this paper we prove its almost sure convergence for…
Three Operator Splitting (TOS) (Davis & Yin, 2017) can minimize the sum of multiple convex functions effectively when an efficient gradient oracle or proximal operator is available for each term. This requirement often fails in machine…
Stochastic Primal-Dual Hybrid Gradient (SPDHG) is an algorithm proposed by Chambolle et al. (2018) to efficiently solve a wide class of nonsmooth large-scale optimization problems. In this paper we contribute to its theoretical foundations…
In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new theoretical results. In particular, we prove almost sure convergence of the iterates to a solution with convexity and…
Operator splitting methods solve composite optimization problems by breaking them into smaller sub-problems that can be solved sequentially or in parallel. In this paper, we propose a unified framework for certifying both linear and…
Radiation therapy (RT) aims to deliver tumoricidal doses with minimal radiation-induced normal-tissue toxicity. Compared to conventional RT (of conventional dose rate), FLASH-RT (of ultra-high dose rate) can provide additional normal tissue…
This paper proposes and analyzes a tuning-free variant of Primal-Dual Hybrid Gradient (PDHG), and investigates its effectiveness for solving large-scale semidefinite programming (SDP). The core idea is based on the combination of two…
In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
We study a block-structured class of convex-concave saddle-point problems in which both the primal and dual variables admit natural separable decompositions. Motivated by large-scale applications where a full update on either side can be…
The primal-dual hybrid gradient (PDHG) algorithm for solving convex optimization problems that arise in tomographic imaging is revisited. In particular, simplification of the selection of step-size parameters is developed for optimization…
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined by sum-of-squares (SOS) convex polynomials. These problems…
This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…
In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…
The linear primal-dual hybrid gradient (PDHG) method is a first-order method that splits convex optimization problems with saddle-point structure into smaller subproblems. Unlike those obtained in most splitting methods, these subproblems…
We study a stochastic first order primal-dual method for solving convex-concave saddle point problems over real reflexive Banach spaces using Bregman divergences and relative smoothness assumptions, in which we allow for stochastic error in…
We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…
We consider the problem of minimizing the sum of three functions, one of which is nonconvex but differentiable, and the other two are convex but possibly nondifferentiable. We investigate the Three Operator Splitting method (TOS) of Davis &…
A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…
We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…