相关论文: An Envelope for Davis-Yin Splitting and Strict Sad…

We examine convergence properties of continuous-time variants of accelerated Forward-Backward (FB) and Douglas-Rachford (DR) splitting algorithms for nonsmooth composite optimization problems. When the objective function is given by the sum…

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…

Sparsity regularization has been largely applied in many fields, such as signal and image processing and machine learning. In this paper, we mainly consider nonconvex minimization problems involving three terms, for the applications such…

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 non-smooth stochastic optimization, we establish the non-convergence of the stochastic subgradient descent (SGD) to the critical points recently called active strict saddles by Davis and Drusvyatskiy. Such points lie on a manifold $M$…

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…

The stochastic subgradient method is a widely-used algorithm for solving large-scale optimization problems arising in machine learning. Often these problems are neither smooth nor convex. Recently, Davis et al. [1-2] characterized the…

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…

Policy gradient (PG) is widely used in reinforcement learning due to its scalability and good performance. In recent years, several variance-reduced PG methods have been proposed with a theoretical guarantee of converging to an approximate…

Although the performance of popular optimization algorithms such as Douglas-Rachford splitting (DRS) and the ADMM is satisfactory in small and well-scaled problems, ill conditioning and problem size pose a severe obstacle to their reliable…

We propose Differentiable Surface Splatting (DSS), a high-fidelity differentiable renderer for point clouds. Gradients for point locations and normals are carefully designed to handle discontinuities of the rendering function.…

We consider distributed smooth nonconvex unconstrained optimization over networks, modeled as a connected graph. We examine the behavior of distributed gradient-based algorithms near strict saddle points. Specifically, we establish that (i)…

In this paper, we propose a novel Dual Inexact Splitting Algorithm (DISA) for distributed convex composite optimization problems, where the local loss function consists of a smooth term and a possibly nonsmooth term composed with a linear…

We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…

Despite the vast literature on DRS and ADMM, there has been very little work analyzing their behavior under pathologies. Most analyses assume a primal solution exists, a dual solution exists, and strong duality holds. When these assumptions…

The Catani--Seymour dipole subtraction is a general and powerful procedure to calculate the QCD next-to-leading order corrections for collider observables. We clearly define a practical algorithm to use the dipole subtraction. The algorithm…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…