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We consider a combined restarting and adaptive backtracking strategy for the popular Fast Iterative Shrinking-Thresholding Algorithm frequently employed for accelerating the convergence speed of large-scale structured convex optimization…

The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…

最优化与控制 · 数学 2022-06-03 Kwangjun Ahn , Suvrit Sra

We develop a theory of accelerated first-order optimization from the viewpoint of differential equations and Lyapunov functions. Building upon the previous work of many researchers, we consider differential equations which model the…

最优化与控制 · 数学 2021-04-02 Jonathan W. Siegel

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…

最优化与控制 · 数学 2020-07-06 Bo Jiang , Tianyi Lin , Shuzhong Zhang

In this paper, we propose a proximal stochasitc gradient algorithm (PSGA) for solving composite optimization problems by incorporating variance reduction techniques and an adaptive step-size strategy. In the PSGA method, the objective…

最优化与控制 · 数学 2026-04-06 Changjie Fang , Hao Yang , Shenglan Chen

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

This paper develops a new parameter-free restarted method, namely RPF-SFISTA, and a new parameter-free aggressive regularization method, namely A-REG, for solving strongly convex and convex composite optimization problems, respectively.…

最优化与控制 · 数学 2024-10-15 Arnesh Sujanani , Renato D. C. Monteiro

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

机器学习 · 计算机科学 2020-10-26 Farzan Farnia , Asuman Ozdaglar

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

最优化与控制 · 数学 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

最优化与控制 · 数学 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

最优化与控制 · 数学 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

In this paper, we give some new thoughts about the classical gradient method (GM) and recall the proposed fractional order gradient method (FOGM). It is proven that the proposed FOGM holds a super convergence capacity and a faster…

最优化与控制 · 数学 2019-03-11 Yuquan Chen , Yiheng Wei , Yong Wang

Beck and Teboulle's FISTA method for finding a minimizer of the sum of two convex functions, one of which has a Lipschitz continuous gradient whereas the other may be nonsmooth, is arguably the most important optimization algorithm of the…

最优化与控制 · 数学 2019-07-04 Heinz H. Bauschke , Minh N. Bui , Xianfu Wang

A previous authors' paper introduces an accelerated composite gradient (ACG) variant, namely AC-ACG, for solving nonconvex smooth composite optimization (N-SCO) problems. In contrast to other ACG variants, AC-ACG estimates the local upper…

最优化与控制 · 数学 2023-02-07 Jiaming Liang , Renato D. C. Monteiro

We introduce a generic scheme for accelerating gradient-based optimization methods in the sense of Nesterov. The approach, called Catalyst, builds upon the inexact accelerated proximal point algorithm for minimizing a convex objective…

机器学习 · 统计学 2018-06-20 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding…

最优化与控制 · 数学 2017-06-21 Jérôme Bolte , Shoham Sabach , Marc Teboulle , Yakov Vaisbourd

In October 2025, research by Bo\c{t}, Fadili, and Nguyen, and by Jang and Ryu, led to the seminal result that Beck and Teboulle's FISTA converges weakly to a minimizer of the sum of two convex functions resolving a long-standing open…

最优化与控制 · 数学 2026-04-03 Sedi Bartz , Heinz H. Bauschke , Yuan Gao , Walaa M. Moursi

The ``fast iterative shrinkage-thresholding algorithm'', a.k.a. FISTA, is one of the most widely used algorithms in the literature. However, despite its optimal theoretical $O(1/k^2)$ convergence rate guarantee, oftentimes in practice its…

最优化与控制 · 数学 2018-07-12 Jingwei Liang , Carola-Bibiane Schönlieb

The selection of beam orientations, which is a key step in radiation treatment planning, is particularly challenging for non-coplanar radiotherapy systems due to the large number of candidate beams. In this paper, we report progress on the…

医学物理 · 物理学 2017-10-17 Daniel O'Connor , Yevgen Voronenko , Dan Nguyen , Wotao Yin , Ke Sheng

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

最优化与控制 · 数学 2026-03-10 Yan Wu , Yipeng Zhang , Lu Liu , Yuyuan Ouyang