Related papers: Accelerated primal dual fixed point algorithm

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

We consider minimizing the composite function that consists of a strongly convex function and a convex function. The fast dual proximal gradient (FDPG) method decreases the dual function with a rate $O(1/k^2)$, leading to a rate $O(1/k)$…

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Interior Point Methods are widely used to solve Linear Programming problems. In this work, we present two primal affine scaling algorithms to achieve faster convergence in solving Linear Programming problems. In the first algorithm, we…

This paper is devoted to the study of accelerated proximal gradient methods where the sequence that controls the momentum term doesn't follow Nesterov's rule. We propose a relaxed weak accelerated proximal gradient (R-WAPG) method, a…

Nesterov's accelerated gradient methods (AGM) have been successfully applied in many machine learning areas. However, their empirical performance on training max-margin models has been inferior to existing specialized solvers. In this…

Backtracking linesearch is the de facto approach for minimizing continuously differentiable functions with locally Lipschitz gradient. In recent years, it has been shown that in the convex setting it is possible to avoid linesearch…

In this paper, we propose Nesterov Accelerated Shuffling Gradient (NASG), a new algorithm for the convex finite-sum minimization problems. Our method integrates the traditional Nesterov's acceleration momentum with different shuffling…

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…

We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated convergence rates $f(x_k) - f_\star =…

In the paper we propose an accelerated directional search method with non-euclidian prox-structure. We consider convex unconstraint optimization problem in $\mathbb{R}^n$. For simplicity we start from the zero point. We expect in advance…

We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly…

We propose a new first-order optimization algorithm -- AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent -- for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure…

This paper provides a self-contained ordinary differential equation solver approach for separable convex optimization problems. A novel primal-dual dynamical system with built-in time rescaling factors is introduced, and the exponential…

We introduce a novel primal-dual flow for affine constrained convex optimization problems. As a modification of the standard saddle-point system, our primal-dual flow is proved to possess the exponential decay property, in terms of a…

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

In this paper, we derive a Fast Reflected Forward-Backward (Fast RFB) algorithm to solve the problem of finding a zero of the sum of a maximally monotone operator and a monotone and Lipschitz continuous operator in a real Hilbert space. Our…

Nesterov's accelerated gradient descent (AGD), an instance of the general family of "momentum methods", provably achieves faster convergence rate than gradient descent (GD) in the convex setting. However, whether these methods are superior…

This paper is devoted to the study of an inertial accelerated primal-dual algorithm, which is based on a second-order differential system with time scaling, for solving a non-smooth convex optimization problem with linear equality…