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This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
Acceleration is a celebrated cornerstone of convex optimization, enabling gradient-based algorithms to converge sublinearly in the condition number. A major open question is whether an analogous acceleration phenomenon is possible for…
The Energy Conserving Descent (ECD) algorithm was recently proposed (De Luca & Silverstein, 2022) as a global non-convex optimization method. Unlike gradient descent, appropriately configured ECD dynamics escape strict local minima and…
Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…
This paper introduces a second-order convex splitting scheme for gradient flows arising in phase-field models, based on the backward differentiation formula (BDF2) for the implicit part and the Adams-Bashforth method for the nonlinear and…
Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…
Nonconvex-nonconcave minimax optimization has received intense attention over the last decade due to its broad applications in machine learning. Most existing algorithms rely on one-sided information, such as the convexity (resp. concavity)…
We recently introduced the dynamical cluster approximation(DCA), a new technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean field approximation while preserving causality. The…
In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…
This paper proposes a novel preconditioned implicit-explicit algorithm enhanced with the extrapolation technique for non-convex optimization problems. The algorithm employs a third-order Adams-Bashforth scheme for the nonlinear and explicit…
Any deterministic autonomous dynamical system may be globally linearized by its' Koopman operator. This object is typically infinite-dimensional and can be approximated by the so-called Dynamic Mode Decomposition (DMD). In DMD, the central…
Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…
While modern representation learning relies heavily on global error signals, decentralized algorithms driven by local interactions offer a fundamental distributed alternative. However, the macroscopic convergence properties of these…
Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…
In this paper, we consider a class of single-ratio fractional minimization problems, where both the numerator and denominator of the objective are convex functions satisfying positive homogeneity. Many nonsmooth optimization problems on the…
Blind deconvolution is a technique to recover an original signal without knowing a convolving filter. It is naturally formulated as a minimization of a quartic objective function under some assumption. Because its differentiable part does…
We are interested in solving the Asymmetric Eigenvalue Complementarity Problem (AEiCP) by accelerated Difference-of-Convex (DC) algorithms. Two novel hybrid accelerated DCA: the Hybrid DCA with Line search and Inertial force (HDCA-LI) and…
This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…
We analyze the global and local behavior of gradient-like flows under stochastic errors towards the aim of solving convex optimization problems with noisy gradient input. We first study the unconstrained differentiable convex case, using a…
We study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraints. We show that the global convergence rate of the exact ADA…