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Over the fast few years, the numerical success of the generalized alternating direction method of multipliers (GADMM) proposed by Eckstein \& Bertsekas [Math. Prog., 1992] has inspired intensive attention in analyzing its theoretical…

Optimization and Control · Mathematics 2022-06-09 Han Wang , Peili Li , Yunhai Xiao

We study Semidefinite Programming, \SDPc relaxations for Sensor Network Localization, \SNLc with anchors and with noisy distance information. The main point of the paper is to view \SNL as a (nearest) Euclidean Distance Matrix, \EDM,…

Optimization and Control · Mathematics 2007-05-23 Yichuan Ding , Nathan Krislock , Jiawei Qian , Henry Wolkowicz

In this work we study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. These equations are formulated in an infinite horizon framework and provide a probabilistic representation for elliptic…

Numerical Analysis · Mathematics 2024-09-11 Emmanuel Gobet , Adrien Richou , Lukasz Szpruch

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

Recent works by Bot-Fadili-Nguyen (arXiv:2510.22715) and by Jang-Ryu (arXiv:2510.23513) resolve long-standing iterate convergence questions for accelerated (proximal) gradient methods. In particular, Bot-Fadili-Nguyen prove weak convergence…

Optimization and Control · Mathematics 2025-11-11 Walaa M. Moursi , Andrew Naguib , Viktor Pavlovic , Stephen A. Vavasis

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

Optimization and Control · Mathematics 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

We consider a class of (possibly strongly) geodesically convex optimization problems on Hadamard manifolds, where the objective function splits into the sum of a smooth and a possibly nonsmooth function. We introduce an intrinsic convex…

Optimization and Control · Mathematics 2025-07-23 Ronny Bergmann , Hajg Jasa , Paula John , Max Pfeffer

Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…

Numerical Analysis · Computer Science 2022-02-22 Dejiao Zhang , Laura Balzano

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

Statistics Theory · Mathematics 2020-03-19 Nathan E. Glatt-Holtz , Cecilia F. Mondaini

This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More…

Optimization and Control · Mathematics 2023-10-03 Nikita Kornilov , Eduard Gorbunov , Mohammad Alkousa , Fedor Stonyakin , Pavel Dvurechensky , Alexander Gasnikov

We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…

Optimization and Control · Mathematics 2025-07-08 Emanuel Malvetti , Christian Arenz , Gunther Dirr , Thomas Schulte-Herbrüggen

In this paper, we study the optimization problem on a compact matrix manifold. While existing feasible algorithms can be broadly categorized into retraction-based and projection-based methods, compared to the more comprehensive and in-depth…

Optimization and Control · Mathematics 2025-11-21 Wentao Ding , Jianze Li , Shuzhong Zhang

In this paper, we provide some analysis on the asymptotic escape of strict saddles in manifold optimization using the projected gradient descent (PGD) algorithm. One of our main contributions is that we extend the current analysis to…

Optimization and Control · Mathematics 2020-06-30 Thomas Y. Hou , Zhenzhen Li , Ziyun Zhang

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Optimization and Control · Mathematics 2016-04-12 William W. Hager , Hongchao Zhang

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

We proposed a new criterion \textit{noise-stability}, which revised the classical rigidity theory, for evaluation of MDS algorithms which can truthfully represent the fidelity of global structure reconstruction; then we proved the…

Computational Geometry · Computer Science 2022-07-15 Zishuo Zhao

This paper presents a novel algorithm that leverages Stochastic Gradient Descent strategies in conjunction with Random Features to augment the scalability of Conic Particle Gradient Descent (CPGD) specifically tailored for solving sparse…

Optimization and Control · Mathematics 2025-09-05 Yohann De Castro , Sébastien Gadat , Clément Marteau

Fr\'echet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors on the unit sphere. However, existing Fr\'echet…

Methodology · Statistics 2025-04-08 Jiaying Weng , Kai Tan , Cheng Wang , Zhou Yu

We present a novel non-iterative learnable method for partial-to-partial 3D shape registration. The partial alignment task is extremely complex, as it jointly tries to match between points and identify which points do not appear in the…

Computer Vision and Pattern Recognition · Computer Science 2022-01-28 Dvir Ginzburg , Dan Raviv