Related papers: Proximal Algorithms for a class of abstract convex…

In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient…

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct…

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

In this paper, we studied the equilibrium problem where the bi-function may be quasiconvex with respect to the second variable and the feasible set is the intersection of a finite number of convex sets. We propose a projection-algorithm,…

Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…

We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…

In this paper we introduce and study a class of structured set-valued operators which we call union averaged nonexpansive. At each point in their domain, the value of such an operator can be expressed as a finite union of single-valued…

This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one…

Many iterative methods for solving optimization or feasibility problems have been invented, and often convergence of the iterates to some solution is proven. Under favourable conditions, one might have additional bounds on the distance of…

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Local convergence analysis of the proximal point method for special class of nonconvex function on Hadamard manifold is presented in this paper. The well definedness of the sequence generated by the proximal point method is guaranteed.…

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…