相关论文: Cyclic Coordinate Update Algorithms for Fixed-Poin…

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

This paper proposes TriPD, a new primal-dual algorithm for minimizing the sum of a Lipschitz-differentiable convex function and two possibly nonsmooth convex functions, one of which is composed with a linear mapping. We devise a randomized…

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

In this paper, we develop a novel accelerated fixed-point-based framework using delayed inexact oracles to approximate a fixed point of a nonexpansive operator (or equivalently, a root of a co-coercive operator), a central problem in…

Primal-dual algorithms for the resolution of convex-concave saddle point problems usually come with one or several step size parameters. Within the range where convergence is guaranteed, choosing well the step size can make the difference…

Temporal-Difference (TD) learning with nonlinear smooth function approximation for policy evaluation has achieved great success in modern reinforcement learning. It is shown that such a problem can be reformulated as a stochastic…

Convex nonsmooth optimization problems, whose solutions live in very high dimensional spaces, have become ubiquitous. To solve them, the class of first-order algorithms known as proximal splitting algorithms is particularly adequate: they…

In this paper, we consider a nonsmooth convex finite-sum problem with a conic constraint. To overcome the challenge of projecting onto the constraint set and computing the full (sub)gradient, we introduce a primal-dual incremental gradient…

This paper proposes a novel CTA (Combine-Then-Adapt)-based decentralized algorithm for solving convex composite optimization problems over undirected and connected networks. The local loss function in these problems contains both smooth and…

Finding a fixed point to a nonexpansive operator, i.e., $x^*=Tx^*$, abstracts many problems in numerical linear algebra, optimization, and other areas of scientific computing. To solve fixed-point problems, we propose ARock, an algorithmic…

We study the classic correlation clustering in the dynamic setting. Given $n$ objects and a complete labeling of the object-pairs as either similar or dissimilar, the goal is to partition the objects into arbitrarily many clusters while…

The importance of an adequate inner loop starting point (as opposed to a sufficient inner loop stopping rule) is discussed in the context of a numerical optimization algorithm consisting of nested primal-dual proximal-gradient iterations.…

Clustering is one of the most fundamental problems in unsupervised learning with a large number of applications. However, classical clustering algorithms assume that the data is static, thus failing to capture many real-world applications…

We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

We consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators,…

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

We study the worst-case behavior of Block Coordinate Descent (BCD) type algorithms for unconstrained minimization of coordinate-wise smooth convex functions. This behavior is indeed not completely understood, and the practical success of…