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Many problems in machine learning and other fields can be (re)for-mulated as linearly constrained separable convex programs. In most of the cases, there are multiple blocks of variables. However, the traditional alternating direction method…

Numerical Analysis · Computer Science 2014-05-30 Zhouchen Lin , Risheng Liu , Huan Li

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

Optimization and Control · Mathematics 2021-06-15 Vladislav Tominin , Yaroslav Tominin , Ekaterina Borodich , Dmitry Kovalev , Alexander Gasnikov , Pavel Dvurechensky

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

Optimization and Control · Mathematics 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su

This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…

Optimization and Control · Mathematics 2026-05-04 Leandro Farias Maia , David H. Gutman , Renato D. C. Monteiro , Gilson N. Silva

By enabling the nodes or agents to solve small-sized subproblems to achieve coordination, distributed algorithms are favored by many networked systems for efficient and scalable computation. While for convex problems, substantial…

Optimization and Control · Mathematics 2022-08-24 Yu Yang , Qing-Shan Jia , Zhanbo Xu , Xiaohong Guan , Costas J. Spanos

Many problems in Physics and Chemistry are formulated as the minimization of a functional. Therefore, methods for solving these problems typically require differentiating maps whose input and/or output are functions -- commonly referred to…

Mathematical Software · Computer Science 2024-06-25 Kangbo Li , Anil Damle

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

Recent work has shown that forward- and reverse- mode automatic differentiation (AD) over the reals is almost always correct in a mathematically precise sense. However, actual programs work with machine-representable numbers (e.g.,…

Machine Learning · Computer Science 2023-06-07 Wonyeol Lee , Sejun Park , Alex Aiken

In this paper, we propose a novel accelerated forward-backward splitting algorithm for minimizing convex composite functions, written as the sum of a smooth function and a (possibly) nonsmooth function. When the objective function is…

Optimization and Control · Mathematics 2025-09-19 Kansei Ushiyama

This paper aims to address distributed optimization problems over directed and time-varying networks, where the global objective function consists of a sum of locally accessible convex objective functions subject to a feasible set…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Gang Feng , Lihua Xie

It is generally known that in order to solve the split equality fixed-point problem (SEFPP), it is necessary to compute the norm of bounded and linear operators, which is a challenging task in real life, to address this issue, we studied…

General Mathematics · Mathematics 2024-04-01 Lawan Bulama Mohammed , Adem Kilicman

Visual Anomaly Detection (VAD) is a critical task in computer vision with numerous real-world applications. However, deploying these models on edge devices presents significant challenges, such as constrained computational and memory…

Computer Vision and Pattern Recognition · Computer Science 2025-03-05 Manuel Barusco , Lorenzo D'Antoni , Davide Dalle Pezze , Francesco Borsatti , Gian Antonio Susto

We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends…

Programming Languages · Computer Science 2012-03-09 Alexey Radul , Barak A. Pearlmutter , Jeffrey Mark Siskind

The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…

Numerical Analysis · Mathematics 2023-03-22 Yalchin Efendiev , Wing Tat Leung , Wenyuan Li , Zecheng Zhang

In this work, we discuss the Automatic Adjoint Differentiation (AAD) for functions of the form $G=\frac{1}{2}\sum_1^m (Ey_i-C_i)^2$, which often appear in the calibration of stochastic models. { We demonstrate that it allows a perfect…

Computational Finance · Quantitative Finance 2019-12-11 Dmitri Goloubentsev , Evgeny Lakshtanov

In this paper we describe a systematic procedure to analyze the convergence of degenerate preconditioned proximal point algorithms. We establish weak convergence results under mild assumptions that can be easily employed in the context of…

Optimization and Control · Mathematics 2021-09-24 Kristian Bredies , Enis Chenchene , Dirk A. Lorenz , Emanuele Naldi