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This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

Optimization and Control · Mathematics 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

We investigate two inertial forward-backward algorithms in connection with the minimization of the sum of a non-smooth and possibly non-convex and a non-convex differentiable function. The algorithms are formulated in the spirit of the…

Functional Analysis · Mathematics 2021-01-20 Szilárd Csaba László

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

Optimization and Control · Mathematics 2025-05-13 Hanyang Li , Ying Cui

The Majorization-Minimization (MM) framework is widely used to derive efficient algorithms for specific problems that require the optimization of a cost function (which can be convex or not). It is based on a sequential optimization of a…

Optimization and Control · Mathematics 2024-05-07 Carlos Alejandro Lopez , Jaume Riba

This note serves two purposes. Firstly, we construct a counterexample to show that the statement on the convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex optimization problems in a…

Optimization and Control · Mathematics 2020-06-09 Liang Chen , Defeng Sun , Kim-Chuan Toh

Applications involving dictionary learning, non-negative matrix factorization, subspace clustering, and parallel factor tensor decomposition tasks motivate well algorithms for per-block-convex and non-smooth optimization problems. By…

Machine Learning · Computer Science 2017-01-27 Konstantinos Slavakis , Georgios B. Giannakis

We develop a novel gradient-based algorithm for optimizing nonsmooth nonconvex functions where nonsmoothness arises from explicit nonsmooth operators in the objective's analytical form. Our key innovation involves encoding active smooth…

Optimization and Control · Mathematics 2025-05-08 Fengqiao Luo

There is a growing interest in using robust control theory to analyze and design optimization and machine learning algorithms. This paper studies a class of nonconvex optimization problems whose cost functions satisfy the so-called…

Optimization and Control · Mathematics 2019-12-11 Huaqing Xiong , Yuejie Chi , Bin Hu , Wei Zhang

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

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

Optimization and Control · Mathematics 2016-02-02 Peijun Chen , Jianguo Huang , Xiaoqun Zhang

We propose an algorithm for optimizing the parameters of single hidden layer neural networks. Specifically, we derive a blockwise difference-of-convex (DC) functions representation of the objective function. Based on the latter, we propose…

Machine Learning · Computer Science 2024-01-17 Daniel Tschernutter , Mathias Kraus , Stefan Feuerriegel

Decentralized minimax optimization has been actively studied in the past few years due to its application in a wide range of machine learning models. However, the current theoretical understanding of its convergence rate is far from…

Machine Learning · Computer Science 2023-04-25 Yihan Zhang , Wenhao Jiang , Feng Zheng , Chiu C. Tan , Xinghua Shi , Hongchang Gao

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

We study (constrained) nonconvex (composite) optimization problems where the decision variables vector can be split into blocks of variables. Random block projection is a popular technique to handle this kind of problem for its remarkable…

Optimization and Control · Mathematics 2019-06-17 Zhan Yu , Daniel W. C. Ho

Co-Clustering, the problem of simultaneously identifying clusters across multiple aspects of a data set, is a natural generalization of clustering to higher-order structured data. Recent convex formulations of bi-clustering and tensor…

Machine Learning · Statistics 2019-07-30 Michael Weylandt

In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…

Optimization and Control · Mathematics 2018-01-17 Yunhai Xiao , Liang Chen , Donghui Li

Stone-type dualities provide a powerful mathematical framework for studying properties of logical systems. They have recently been fruitfully explored in understanding minimisation of various types of automata. In Bezhanishvili et al.…

Formal Languages and Automata Theory · Computer Science 2020-05-26 Nick Bezhanishvili , Marcello Bonsangue , Helle Hvid Hansen , Dexter Kozen , Clemens Kupke , Prakash Panangaden , Alexandra Silva

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

Clustering is a fundamental problem in many scientific applications. Standard methods such as $k$-means, Gaussian mixture models, and hierarchical clustering, however, are beset by local minima, which are sometimes drastically suboptimal.…

Machine Learning · Statistics 2015-12-14 Eric C. Chi , Kenneth Lange

In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…

Optimization and Control · Mathematics 2020-09-30 S. Sh. Alaviani , A. G. Kelkar
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