相关论文: On the analysis of variance-reduced and randomized…

This paper is concerned with some new projection methods for solving variational inequality problems with monotone and Lipschitz-continuous mapping in Hilbert space. First, we propose the projected reflected gradient algorithm with a…

We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithms for solving such problems. Of these, the first scheme…

We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…

We consider the stochastic variational inequality problem in which the map is expectation-valued in a component-wise sense. Much of the available convergence theory and rate statements for stochastic approximation schemes are limited to…

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

We consider a stochastic Inverse Variational Inequality (IVI) problem defined by a continuous and co-coercive map over a closed and convex set. Motivated by the absence of performance guarantees for stochastic IVI, we present a…

This paper deals with the convex feasibility problem, where the feasible set is given as the intersection of a (possibly infinite) number of closed convex sets. We assume that each set is specified algebraically as a convex inequality,…

Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…

We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudo-monotonicity. We provide convergence and complexity analysis, allowing for an unbounded feasible set,…

In this paper, we propose a novel primal-dual inexact gradient projection method for nonlinear optimization problems with convex-set constraint. This method only needs inexact computation of the projections onto the convex set for each…

In this paper, we introduce a stochastic projected subgradient method for weakly convex (i.e., uniformly prox-regular) nonsmooth, nonconvex functions---a wide class of functions which includes the additive and convex composite classes. At a…

This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…

This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…

Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…