相关论文: Non-Stationary First-Order Primal-Dual Algorithms …

This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for…

Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

We introduce a primal-dual stochastic gradient oracle method for distributed convex optimization problems over networks. We show that the proposed method is optimal in terms of communication steps. Additionally, we propose a new analysis…

Classical primal-dual algorithms attempt to solve $\max_{\mu}\min_{x} \mathcal{L}(x,\mu)$ by alternatively minimizing over the primal variable $x$ through primal descent and maximizing the dual variable $\mu$ through dual ascent. However,…

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

We propose and study a novel stochastic inertial primal-dual approach to solve composite optimization problems. These latter problems arise naturally when learning with penalized regularization schemes. Our analysis provide convergence…

In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed…

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Error bound analysis, which estimates the distance of a point to the solution set of an optimization problem using the optimality residual, is a powerful tool for the analysis of first-order optimization algorithms. In this paper, we use…

In this paper, we propose a new primal-dual algorithm for minimizing $f(x) + g(x) + h(Ax)$, where $f$, $g$, and $h$ are proper lower semi-continuous convex functions, $f$ is differentiable with a Lipschitz continuous gradient, and $A$ is a…

In this paper, we focus on solving an important class of nonconvex optimization problems which includes many problems for example signal processing over a networked multi-agent system and distributed learning over networks. Motivated by…

First-order optimization methods are crucial for solving large-scale data processing problems, particularly those involving convex non-smooth composite objectives. For such problems with convex non-smooth composite objectives, we introduce…

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

In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…

This work studies nonconvex distributed constrained optimization over stochastic communication networks. We revisit the distributed dual averaging algorithm, which is known to converge for convex problems. We start from the centralized…

We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point or Newton-type algorithms are hard to apply to such…

In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…

We introduce the online stochastic Convex Programming (CP) problem, a very general version of stochastic online problems which allows arbitrary concave objectives and convex feasibility constraints. Many well-studied problems like online…