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Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
In this paper, we consider a multi-block generalized alternating direction method of multiplier (GADMM) algorithm for minimizing a linearly constrained separable nonconvex and possibly nonsmooth optimization problem. The GADMM generalizes…
In this paper we consider convergence rate problems for stochastic strongly-convex optimization in the non-Euclidean sense with a constraint set over a time-varying multi-agent network. We propose two efficient non-Euclidean stochastic…
Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…
We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…
This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…
We introduce two algorithms for nonconvex regularized finite sum minimization, where typical Lipschitz differentiability assumptions are relaxed to the notion of relative smoothness. The first one is a Bregman extension of Finito/MISO,…
The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical…
We propose a variant of the approximate Bregman proximal gradient (ABPG) algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function. ABPG is known to converge globally to a stationary point even when the…
In this paper, for solving a broad class of large-scale nonconvex and nonsmooth optimization problems, we propose a stochastic two step inertial Bregman proximal alternating linearized minimization (STiBPALM) algorithm with variance-reduced…
In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…
The mirror descent algorithm (MDA) generalizes gradient descent by using a Bregman divergence to replace squared Euclidean distance. In this paper, we similarly generalize the alternating direction method of multipliers (ADMM) to Bregman…
In this paper, we provide a simple convergence analysis of proximal gradient algorithm with Bregman distance, which provides a tighter bound than existing result. In particular, for the problem of minimizing a class of convex objective…
In the paper, we introduce several accelerate iterative algorithms for solving the multiple-set split common fixed-point problem of quasi-nonexpansive operators in real Hilbert space. Based on primal-dual method, we construct several…
Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…
In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…
Separable multi-block convex optimization problem appears in many mathematical and engineering fields. In the first part of this paper, we propose an inertial proximal ADMM to solve a linearly constrained separable multi-block convex…
In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, $\phi(x_0,\ldots,x_p,y)$, subject to coupled linear equality…
Difference of Convex (DC) optimization problems have objective functions that are differences between two convex functions. Representative ways of solving these problems are the proximal DC algorithms, which require that the convex part of…
Distributed optimization aims to optimize a global objective formed by a sum of coupled local convex functions over a graph via only local computation and communication. In this paper, we propose the Bregman parallel direction method of…