Related papers: Convergence of Min-Sum Message Passing for Quadrat…
In this paper, we present sufficient conditions ensuring that the sum of the image of quadratic functions and the nonnegative orthant is convex. The hidden convexity of the trust-region problem with linear inequality constraints is…
In this paper, we study the convergence properties of a randomized block-coordinate descent algorithm for the minimization of a composite convex objective function, where the block-coordinates are updated asynchronously and randomly…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization (QDSFM), which allows to model a number of learning tasks on graphs and hypergraphs. The problem exhibits close ties to…
Feedback mechanism based algorithms are frequently used to solve network optimization problems. These schemes involve users and network exchanging information (e.g. requests for bandwidth allocation and pricing) to achieve convergence…
Elaborating on prior work by Minka, we formulate a general computation rule for lossy messages. An important special case (with many applications in communications) is the conversion of "soft-bit" messages to Gaussian messages. By this…
This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
The aim of this paper is to present an original approach that takes advantage from the geometric features of strictly convex functions to tackle the problem of finding the minimum from another perspective. The general idea is that near the…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…
In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…
Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for…
We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…
We consider geodesically convex optimization problems involving distances to a finite set of points $A$ in a CAT(0) cubical complex. Examples include the minimum enclosing ball problem, the weighted mean and median problems, and the…
In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…
In this article, we propose a new approach, optimize then agree for minimizing a sum $ f = \sum_{i=1}^n f_i(x)$ of convex objective functions over a directed graph. The optimize then agree approach decouples the optimization step and the…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
Gaussian and quadratic approximations of message passing algorithms on graphs have attracted considerable recent attention due to their computational simplicity, analytic tractability, and wide applicability in optimization and statistical…
Non-convex sparse minimization (NSM), or $\ell_0$-constrained minimization of convex loss functions, is an important optimization problem that has many machine learning applications. NSM is generally NP-hard, and so to exactly solve NSM is…
The push-sum algorithm allows distributed computing of the average on a directed graph, and is particularly relevant when one is restricted to one-way and/or asynchronous communications. We investigate its behavior in the presence of…
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…