相关论文: An Algorithmic Framework of Variable Metric Over-R…

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

A bi-level optimization framework (BiOPT) was proposed in [3] for convex composite optimization, which is a generalization of bi-level unconstrained minimization framework (BLUM) given in [20]. In this continuation paper, we introduce a…

This work presents a new three-operator splitting method to handle monotone inclusion and convex optimization problems. The proposed splitting serves as another natural extension of the Douglas-Rachford splitting technique to problems…

We propose a component-based (CB) parametric model order reduction (pMOR) formulation for parameterized nonlinear elliptic partial differential equations (PDEs) based on overlapping subdomains. Our approach reads as a constrained…

The heavy-ball momentum method accelerates gradient descent with a momentum term but lacks accelerated convergence for general smooth strongly convex problems. This work introduces the Accelerated Over-Relaxation Heavy-Ball (AOR-HB) method,…

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

The Variational Quantum Eigensolver (VQE) is a promising candidate for quantum applications on near-term Noisy Intermediate-Scale Quantum (NISQ) computers. Despite a lot of empirical studies and recent progress in theoretical understanding…

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

In this work, we present new simple and optimal algorithms for solving the variational inequality (VI) problem for $p^{th}$-order smooth, monotone operators -- a problem that generalizes convex optimization and saddle-point problems. Recent…

We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…

The Primal-Dual hybrid gradient (PDHG) method is a powerful optimization scheme that breaks complex problems into simple sub-steps. Unfortunately, PDHG methods require the user to choose stepsize parameters, and the speed of convergence is…

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

In this paper we develop a fully nonconforming virtual element method (VEM) of arbitrary approximation order for the two dimensional Cahn-Hilliard equation. We carry out the error analysis for the semidiscrete (continuous-in-time) scheme…

We propose an extended primal-dual algorithm framework for solving a general nonconvex optimization model. This work is motivated by image reconstruction problems in a class of nonlinear imaging, where the forward operator can be formulated…

We consider a general class of nonsmooth optimal control problems with partial differential equation (PDE) constraints, which are very challenging due to its nonsmooth objective functionals and the resulting high-dimensional and…

This paper proposes a framework to study the convergence of stochastic optimization and learning algorithms. The framework is modeled over the different challenges that these algorithms pose, such as (i) the presence of random additive…

In sparse optimization, enforcing hard constraints using the $\ell_0$ pseudo-norm offers advantages like controlled sparsity compared to convex relaxations. However, many real-world applications demand not only sparsity constraints but also…

We propose an extended forward-backward algorithm for approximating a zero of a maximal monotone operator which can be split as the extended sum of two maximal monotone operators. We establish the weak convergence in average of the sequence…