相关论文: A Unified Convergence Analysis of Block Successive…
We propose a new approach to perform the boosted difference of convex functions algorithm (BDCA) on non-smooth and non-convex problems involving the difference of convex (DC) functions. The recently proposed BDCA uses an extrapolation step…
Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…
Coordinate descent algorithms are popular for huge-scale optimization problems due to their low cost per-iteration. Coordinate descent methods apply to problems where the constraint set is separable across coordinates. In this paper, we…
The Convolutional Sparse Coding (CSC) model has recently gained considerable traction in the signal and image processing communities. By providing a global, yet tractable, model that operates on the whole image, the CSC was shown to…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
We propose a unifying framework for the automated computer-assisted worst-case analysis of cyclic block coordinate algorithms in the unconstrained smooth convex optimization setup. We compute exact worst-case bounds for the cyclic…
We consider the general problem of minimizing an objective function which is the sum of a convex function (not strictly convex) and absolute values of a subset of variables (or equivalently the l1-norm of the variables). This problem…
Nonconvex and nonsmooth problems have recently attracted considerable attention in machine learning. However, developing efficient methods for the nonconvex and nonsmooth optimization problems with certain performance guarantee remains a…
The J-orthogonal matrix, also referred to as the hyperbolic orthogonal matrix, is a class of special orthogonal matrix in hyperbolic space, notable for its advantageous properties. These matrices are integral to optimization under…
This paper presents a directional proximal point method (DPPM) to derive the minimum of any C1-smooth function f. The proposed method requires a function persistent a local convex segment along the descent direction at any non-critical…
The paper deals with stochastic difference-of-convex functions (DC) programs, that is, optimization problems whose the cost function is a sum of a lower semicontinuous DC function and the expectation of a stochastic DC function with respect…
Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC…
This paper expands the Cyclic Block Proximal Gradient method for block separable composite minimization by allowing for inexactly computed gradients and proximal maps. The resultant algorithm, the Inexact Cyclic Block Proximal Gradient…
This paper analyzes block-coordinate proximal gradient methods for minimizing the sum of a separable smooth function and a (nonseparable) nonsmooth function, both of which are allowed to be nonconvex. The main tool in our analysis is the…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
Coordinate descent (CD) algorithms have become the method of choice for solving a number of optimization problems in machine learning. They are particularly popular for training linear models, including linear support vector machine…
We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…
We propose the Block Coordinate Descent Network Simplex (BCDNS) method for solving large-scale discrete Optimal Transport (OT) problems. BCDNS integrates the Network Simplex (NS) algorithm with a block coordinate descent (BCD) strategy,…
The optimal transport (OT) problem can be reduced to a linear programming (LP) problem through discretization. In this paper, we introduced the random block coordinate descent (RBCD) methods to directly solve this LP problem. Our approach…
Variants of the coordinate descent approach for minimizing a nonlinear function are distinguished in part by the order in which coordinates are considered for relaxation. Three common orderings are cyclic (CCD), in which we cycle through…