Related papers: Algorithms for Computing the Petz-Augustin Capacit…
Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…
This paper investigates the convex optimization problem with general convex inequality constraints. To cope with this problem, a discrete-time algorithm, called augmented primal-dual gradient algorithm (Aug-PDG), is studied and analyzed. It…
Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…
In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point algorithm. Our approach consists of minimizing a convex objective…
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…
The problem of computing $\alpha$-capacity for $\alpha>1$ is equivalent to that of computing the correct decoding exponent. Various algorithms for computing them have been proposed, such as Arimoto and Jitsumatsu--Oohama algorithm. In this…
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…
This paper proposes a Perturbed Proximal Gradient ADMM (PPG-ADMM) framework for solving general nonconvex composite optimization problems, where the objective function consists of a smooth nonconvex term and a nonsmooth weakly convex term…
We investigate the fundamental limits of reliable communication over multi-view channels, in which the channel output is comprised of a large number of independent noisy views of a transmitted symbol. We consider first the setting of…
Inspired by the ideas from the field of stochastic approximation, we propose a randomized algorithm to compute the capacity of a finite-state channel with a Markovian input. When the mutual information rate of the channel is concave with…
The Arimoto--Blahut algorithm for computing the capacity of a discrete memoryless channel is revisited. A so-called ``squeezing'' strategy is used to design algorithms that preserve its simplicity and monotonic convergence properties, but…
We address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…
The error exponent in lossy source coding characterizes the asymptotic decay rate of error probability with respect to blocklength. The Marton's error exponent provides the theoretically optimal bound on this rate. However, computation…
In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…
Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…
Quantum information quantities play a substantial role in characterizing operational quantities in various quantum information-theoretic problems. We consider numerical computation of four quantum information quantities: Petz-Augustin…
In this paper we introduce a novel abstract descent scheme suited for the minimization of proper and lower semicontinuous functions. The proposed abstract scheme generalizes a set of properties that are crucial for the convergence of…
We formulate two classes of first-order algorithms more general than previously studied for minimizing smooth and strongly convex or, respectively, smooth and convex functions. We establish sufficient conditions, via new discrete Lyapunov…
In modern large-scale networked systems, rapidly solving optimization problems while utilizing communication resources efficiently is critical for addressing complex tasks. In this paper, we consider an unconstrained distributed…