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We present a numerical iterative optimization algorithm for the minimization of a cost function consisting of a linear combination of three convex terms, one of which is differentiable, a second one is prox-simple and the third one is the…

Optimization and Control · Mathematics 2024-10-04 Ignace Loris , Simone Rebegoldi

Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…

Optimization and Control · Mathematics 2026-03-02 Di Hou , Tianyun Tang , Kim-Chuan Toh , Shiwei Wang

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Optimization and Control · Mathematics 2013-02-19 Valentin Nedelcu , Ion Necoara , Quoc Tran Dinh

Clustering is a classic topic in optimization with $k$-means being one of the most fundamental such problems. In the absence of any restrictions on the input, the best known algorithm for $k$-means with a provable guarantee is a simple…

Data Structures and Algorithms · Computer Science 2017-04-11 Sara Ahmadian , Ashkan Norouzi-Fard , Ola Svensson , Justin Ward

A matching in a graph is induced if no two of its edges are joined by an edge, and finding a large induced matching is a very hard problem. Lin et al. (Approximating weighted induced matchings, Discrete Applied Mathematics 243 (2018)…

Combinatorics · Mathematics 2018-12-17 Julien Baste , Maximilian Fürst , Dieter Rautenbach

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

Optimization and Control · Mathematics 2022-10-25 Hansi Abeynanda , Chathuranga Weeraddana , G. H. J. Lanel , Carlo Fischione

Proximal operations are among the most common primitives appearing in both practical and theoretical (or high-level) optimization methods. This basic operation typically consists in solving an intermediary (hopefully simpler) optimization…

Optimization and Control · Mathematics 2021-06-30 Mathieu Barré , Adrien Taylor , Francis Bach

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Numerical Analysis · Computer Science 2014-12-04 Nikos Komodakis , Jean-Christophe Pesquet

In Connectivity Augmentation problems we are given a graph $H=(V,E_H)$ and an edge set $E$ on $V$, and seek a min-size edge set $J \subseteq E$ such that $H \cup J$ has larger edge/node connectivity than $H$. In the Edge-Connectivity…

Data Structures and Algorithms · Computer Science 2020-11-17 Zeev Nutov

In this paper we design a new primal-dual algorithm for the classic discrete optimization problem of maximizing a monotone submodular function subject to a cardinality constraint achieving the optimal approximation of $(1-1/e)$. This…

Data Structures and Algorithms · Computer Science 2023-11-15 Deeparnab Chakrabarty , Luc Cote

We study a stochastic primal-dual method for constrained optimization over Riemannian manifolds with bounded sectional curvature. We prove non-asymptotic convergence to the optimal objective value. More precisely, for the class of…

Optimization and Control · Mathematics 2017-03-24 Masoud Badiei Khuzani , Na Li

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

Optimization and Control · Mathematics 2024-10-29 Ewa Bednarczuk , The Hung Tran , Monika Syga

This work is concerned with the efficient optimization method for solving a large class of optimal mass transport problems. An inexact primal-dual algorithm is presented from the time discretization of a proper dynamical system, and by…

Optimization and Control · Mathematics 2022-07-29 Jun Hu , Hao Luo , Zihang Zhang

We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to…

Optimization and Control · Mathematics 2019-08-27 Neil K. Dhingra , Sei Zhen Khong , Mihailo R. Jovanović

We consider empirical risk minimization of linear predictors with convex loss functions. Such problems can be reformulated as convex-concave saddle point problems, and thus are well suitable for primal-dual first-order algorithms. However,…

Optimization and Control · Mathematics 2017-03-09 Jialei Wang , Lin Xiao

We investigate problems addressing combined connectivity augmentation and orientations settings. We give a polynomial-time 6-approximation algorithm for finding a minimum cost subgraph of an undirected graph $G$ that admits an orientation…

Data Structures and Algorithms · Computer Science 2017-11-17 Mohit Singh , László A. Végh

In this paper, we consider the unconstrained submodular maximization problem. We propose the first algorithm for this problem that achieves a tight $(1/2-\varepsilon)$-approximation guarantee using $\tilde{O}(\varepsilon^{-1})$ adaptive…

Data Structures and Algorithms · Computer Science 2018-11-20 Lin Chen , Moran Feldman , Amin Karbasi