Related papers: Preconditioned Halpern iteration with adaptive anc…

We propose a new methodology to design first-order methods for unconstrained strongly convex problems. Specifically, instead of tackling the original objective directly, we construct a shifted objective function that has the same minimizer…

We investigate methods to calibrate the non-common path aberrations at an adaptive optics system having a wavefront-correcting device working at an extremely high resolution (larger than 150x150). We use focal-plane images collected…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…

This paper develops a parameter-free adaptive proximal bundle method with two important features: 1) adaptive choice of variable prox stepsizes that "closely fits" the instance under consideration; and 2) adaptive criterion for making the…

We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…

For nonexpansive fixed-point problems, Halpern's method with optimal parameters, its so-called H-dual algorithm, and in fact, an infinite family of algorithms containing them, all exhibit the exactly minimax optimal convergence rates. In…

We propose an accelerated block proximal linear framework with adaptive momentum (ABPL$^+$) for nonconvex and nonsmooth optimization. We analyze the potential causes of the extrapolation step failing in some algorithms, and resolve this…

In this work we study convergence properties of sparse polynomial approximations for a class of affine parametric saddle point problems. Such problems can be found in many computational science and engineering fields, including the Stokes…

Despite its popularity, several recent works question the effectiveness of MAML when test tasks are different from training tasks, thus suggesting various task-conditioned methodology to improve the initialization. Instead of searching for…

The Halpern algorithm is a powerful fixed point approximation method for finding the closest point in the fixed point set of a nonexpansive mapping to the initial point. However, in practice, it is not necessarily true that this algorithm…

We propose a novel algorithmic framework of Variable Metric Over-Relaxed Hybrid Proximal Extra-gradient (VMOR-HPE) method with a global convergence guarantee for the maximal monotone operator inclusion problem. Its iteration complexities…

Hard Thresholding Pursuit (HTP) has aroused increasing attention for its robust theoretical guarantees and impressive numerical performance in non-convex optimization. In this paper, we introduce a novel tuning-free procedure, named…

The numerical approximation of solutions of parametric or stochastic hyperbolic PDEs is still a serious challenge. Because of shock singularities, most methods from the elliptic and parabolic regime, such as reduced basis methods, POD or…

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Parameter-efficient fine-tuning (PEFT) has shown its effectiveness in adapting the pre-trained language models to downstream tasks while only updating a small number of parameters. Despite the success, most existing methods independently…

This paper proposes a data-driven approach for constructing firmly nonexpansive operators. We demonstrate its applicability in Plug-and-Play (PnP) methods, where classical algorithms such as Forward-Backward splitting, Chambolle-Pock…

Recently, accelerated algorithms using the anchoring mechanism for minimax optimization and fixed-point problems have been proposed, and matching complexity lower bounds establish their optimality. In this work, we present the surprising…

Existing methods for nonconvex bilevel optimization (NBO) require prior knowledge of first- and second-order problem-specific parameters (e.g., Lipschitz constants and the Polyak-{\L}ojasiewicz (P{\L}) parameters) to set step sizes, a…

In this paper, we study linearly constrained optimization problems (LCP). After applying Hadamard parametrization, the feasible set of the parametrized problem (LCPH) becomes an algebraic variety, with conducive geometric properties which…