Related papers: Fast Accelerated Proximal Gradient Method with New…
In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…
We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…
Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…
In this paper, a multi-parameterized proximal point algorithm combining with a relaxation step is developed for solving convex minimization problem subject to linear constraints. We show its global convergence and sublinear convergence rate…
Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…
Current state-of-the-art multi-objective optimization solvers, by computing gradients of all $m$ objective functions per iteration, produce after $k$ iterations a measure of proximity to critical conditions that is upper-bounded by…
We propose proximal backpropagation (ProxProp) as a novel algorithm that takes implicit instead of explicit gradient steps to update the network parameters during neural network training. Our algorithm is motivated by the step size…
We present a new algorithm which detects the maximal possible number of matched disjoint pairs satisfying a given caliper when a bipartite matching is done with respect to a scalar index (e.g., propensity score), and constructs a…
In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…
Preconditioned gradient iterations for very large eigenvalue problems are efficient solvers with growing popularity. However, only for the simplest preconditioned eigensolver, namely the preconditioned gradient iteration (or preconditioned…
In the present paper we propose a novel convergence analysis of the Alternating Direction Methods of Multipliers (ADMM), based on its equivalence with the overrelaxed Primal-Dual Hybrid Gradient (oPDHG) algorithm. We consider the smooth…
In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel…
We survey incremental methods for minimizing a sum $\sum_{i=1}^mf_i(x)$ consisting of a large number of convex component functions $f_i$. Our methods consist of iterations applied to single components, and have proved very effective in…
In this paper, we introduce two parallel extragradient-proximal methods for solving split equilibrium problems. The algorithms combine the extragradient method, the proximal method and the hybrid (outer approximation) method. The weak and…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…
We derive efficient algorithms to compute weakly Pareto optimal solutions for smooth, convex and unconstrained multiobjective optimization problems in general Hilbert spaces. To this end, we define a novel inertial gradient-like dynamical…
We consider the extragradient method to minimize the sum of two functions, the first one being smooth and the second being convex. Under the Kurdyka-Lojasiewicz assumption, we prove that the sequence produced by the extragradient method…
Many recently proposed gradient projection algorithms with inertial extrapolation step for solving quasi-variational inequalities in Hilbert spaces are proven to be strongly convergent with no linear rate given when the cost operator is…