相关论文: Primal-dual splitting scheme with backtracking for…

For the composite multi-objective optimization problem composed of two nonsmooth terms, a smoothing method is used to overcome the nonsmoothness of the objective function, making the objective function contain at most one nonsmooth term.…

We present and analyse a backtracking strategy for a general Fast Iterative Shrinkage/Thresholding Algorithm which has been recently proposed in (Chambolle, Pock, 2016) for strongly convex objective functions. Differently from classical…

In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

In this paper, we propose a primal-dual splitting algorithm for a broad class of structured composite monotone inclusions that involve finitely many set-valued operators, compositions of set-valued operators with bounded linear operators,…

In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…

This paper proposes a new backtracking strategy based on the FISTA accelerated algorithm for multiobjective optimization problems. The strategy focuses on solving the problem of Lipschitz constant being unknown. It allows estimate parameter…

We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-varying primal-dual version of an accelerated mirror-descent…

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

This work is concerned with the classical problem of finding a zero of a sum of maximal monotone operators. For the projective splitting framework recently proposed by Combettes and Eckstein, we show how to replace the fundamental…

We develop a primal-dual algorithm that allows for one-step inversion of spectral CT transmission photon counts data to a basis map decomposition. The algorithm allows for image constraints to be enforced on the basis maps during the…

Primal-dual splitting schemes are a class of powerful algorithms that solve complicated monotone inclusions and convex optimization problems that are built from many simpler pieces. They decompose problems that are built from sums, linear…

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…

A recent innovation in projective splitting algorithms for monotone operator inclusions has been the development of a procedure using two forward steps instead of the customary proximal steps for operators that are Lipschitz continuous.…

We propose primal-dual stochastic mirror descent for the convex optimization problems with functional constraints. We obtain the rate of convergence in terms of probability of large deviations.

This paper shows that the implicit bias of gradient descent on linearly separable data is exactly characterized by the optimal solution of a dual optimization problem given by a smoothed margin, even for general losses. This is in contrast…

We introduce and investigate the convergence properties of an inertial forward-backward-forward splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitzian…

The difference-of-convex (DC) program is an important model in nonconvex optimization due to its structure, which encompasses a wide range of practical applications. In this paper, we aim to tackle a generalized class of DC programs, where…

By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…

In this paper we provide an algorithm for solving constrained composite primal-dual monotone inclusions, i.e., monotone inclusions in which a priori information on primal-dual solutions is represented via closed convex sets. The proposed…

We propose a new modified primal-dual proximal best approximation method for solving convex not necessarily differentiable optimization problems. The novelty of the method relies on introducing memory by taking into account iterates…