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We consider descent methods for solving non-finite valued nonsmooth convex-composite optimization problems that employ Gauss-Newton subproblems to determine the iteration update. Specifically, we establish the global convergence properties…

Optimization and Control · Mathematics 2019-09-11 James V. Burke , Abraham Engle

We describe an asynchronous parallel stochastic proximal coordinate descent algorithm for minimizing a composite objective function, which consists of a smooth convex function plus a separable convex function. In contrast to previous…

Optimization and Control · Mathematics 2015-12-14 Ji Liu , Stephen J. Wright

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Optimization and Control · Mathematics 2025-01-28 Hedy Attouch , Radu Ioan Bot , Dang-Khoa Nguyen

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

Optimization and Control · Mathematics 2018-02-28 Kimon Fountoulakis , Rachael Tappenden

Acceleration of first order methods is mainly obtained via inertial techniques \`a la Nesterov, or via nonlinear extrapolation. The latter has known a recent surge of interest, with successful applications to gradient and proximal gradient…

Machine Learning · Statistics 2021-10-29 Quentin Bertrand , Mathurin Massias

This paper introduces a coordinate descent version of the V\~u-Condat algorithm. By coordinate descent, we mean that only a subset of the coordinates of the primal and dual iterates is updated at each iteration, the other coordinates being…

Optimization and Control · Mathematics 2019-01-17 Olivier Fercoq , Pascal Bianchi

We extend coordinate descent to manifold domains, and provide convergence analyses for geodesically convex and non-convex smooth objective functions. Our key insight is to draw an analogy between coordinate blocks in Euclidean space and…

Optimization and Control · Mathematics 2020-06-16 David Huckleberry Gutman , Nam Ho-Nguyen

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a…

Optimization and Control · Mathematics 2015-10-01 Pascal Bianchi , Walid Hachem , Franck Iutzeler

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. We propose a proximally…

Optimization and Control · Mathematics 2021-03-12 Dmitry Pasechnyuk , Vladislav Matyukhin

Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…

Optimization and Control · Mathematics 2023-04-10 Alexander Rogozin , Anton Novitskii , Alexander Gasnikov

Wepresentanovelcolumngenerationbasedboostingmethod for multi-class classification. Our multi-class boosting is formulated in a single optimization problem as in Shen and Hao (2011). Different from most existing multi-class boosting methods,…

Computer Vision and Pattern Recognition · Computer Science 2013-11-26 Guosheng Lin , Chunhua Shen , Anton van den Hengel , David Suter

We present a broad and simple class of scalar-tensor scenarios that successfully realize dynamical damping of the effective cosmological constant, therefore providing a viable dynamical solution to the fine-tuning or "old" cosmological…

General Relativity and Quantum Cosmology · Physics 2018-12-27 Oleg Evnin , Kévin Nguyen

Dual descent methods are commonly used to solve network optimization problems because their implementation can be distributed through the network. However, their convergence rates are typically very slow. This paper introduces a family of…

Optimization and Control · Mathematics 2011-04-07 M. Zargham , A. Ribeiro , A. Jadbabaie , A. Ozdaglar

Compressed sensing (CS) is a powerful method routinely employed to accelerate image acquisition. It is particularly suited to situations when the image under consideration is sparse but can be sampled in a basis where it is non-sparse. Here…

Image and Video Processing · Electrical Eng. & Systems 2022-07-18 Xudong Lv , Ashok Ajoy

Recently several methods were proposed for sparse optimization which make careful use of second-order information [10, 28, 16, 3] to improve local convergence rates. These methods construct a composite quadratic approximation using Hessian…

Machine Learning · Computer Science 2015-07-15 Katya Scheinberg , Xiaocheng Tang

We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We…

Optimization and Control · Mathematics 2020-01-14 Stephen J. Wright , Ching-Pei Lee

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

Dataset Condensation aims to condense a large dataset into a smaller one while maintaining its ability to train a well-performing model, thus reducing the storage cost and training effort in deep learning applications. However, conventional…

Machine Learning · Computer Science 2023-07-20 Ganlong Zhao , Guanbin Li , Yipeng Qin , Yizhou Yu